CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0267 |
1.0267 |
0.0000 |
0.0% |
1.0374 |
| High |
1.0280 |
1.0277 |
-0.0003 |
0.0% |
1.0379 |
| Low |
1.0199 |
1.0240 |
0.0041 |
0.4% |
1.0199 |
| Close |
1.0267 |
1.0254 |
-0.0013 |
-0.1% |
1.0267 |
| Range |
0.0081 |
0.0037 |
-0.0044 |
-54.3% |
0.0180 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
24,832 |
14,351 |
-10,481 |
-42.2% |
108,232 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0368 |
1.0348 |
1.0274 |
|
| R3 |
1.0331 |
1.0311 |
1.0264 |
|
| R2 |
1.0294 |
1.0294 |
1.0261 |
|
| R1 |
1.0274 |
1.0274 |
1.0257 |
1.0266 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0253 |
| S1 |
1.0237 |
1.0237 |
1.0251 |
1.0229 |
| S2 |
1.0220 |
1.0220 |
1.0247 |
|
| S3 |
1.0183 |
1.0200 |
1.0244 |
|
| S4 |
1.0146 |
1.0163 |
1.0234 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0724 |
1.0366 |
|
| R3 |
1.0642 |
1.0544 |
1.0317 |
|
| R2 |
1.0462 |
1.0462 |
1.0300 |
|
| R1 |
1.0364 |
1.0364 |
1.0284 |
1.0323 |
| PP |
1.0282 |
1.0282 |
1.0282 |
1.0261 |
| S1 |
1.0184 |
1.0184 |
1.0251 |
1.0143 |
| S2 |
1.0102 |
1.0102 |
1.0234 |
|
| S3 |
0.9922 |
1.0004 |
1.0218 |
|
| S4 |
0.9742 |
0.9824 |
1.0168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0347 |
1.0199 |
0.0148 |
1.4% |
0.0058 |
0.6% |
37% |
False |
False |
19,274 |
| 10 |
1.0416 |
1.0199 |
0.0217 |
2.1% |
0.0065 |
0.6% |
25% |
False |
False |
23,844 |
| 20 |
1.0539 |
1.0199 |
0.0340 |
3.3% |
0.0075 |
0.7% |
16% |
False |
False |
25,056 |
| 40 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0085 |
0.8% |
11% |
False |
False |
12,906 |
| 60 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0084 |
0.8% |
11% |
False |
False |
8,622 |
| 80 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0077 |
0.7% |
11% |
False |
False |
6,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0434 |
|
2.618 |
1.0374 |
|
1.618 |
1.0337 |
|
1.000 |
1.0314 |
|
0.618 |
1.0300 |
|
HIGH |
1.0277 |
|
0.618 |
1.0263 |
|
0.500 |
1.0259 |
|
0.382 |
1.0254 |
|
LOW |
1.0240 |
|
0.618 |
1.0217 |
|
1.000 |
1.0203 |
|
1.618 |
1.0180 |
|
2.618 |
1.0143 |
|
4.250 |
1.0083 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0259 |
1.0255 |
| PP |
1.0257 |
1.0254 |
| S1 |
1.0256 |
1.0254 |
|