CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0267 |
1.0251 |
-0.0016 |
-0.2% |
1.0374 |
| High |
1.0277 |
1.0316 |
0.0039 |
0.4% |
1.0379 |
| Low |
1.0240 |
1.0248 |
0.0008 |
0.1% |
1.0199 |
| Close |
1.0254 |
1.0299 |
0.0045 |
0.4% |
1.0267 |
| Range |
0.0037 |
0.0068 |
0.0031 |
83.8% |
0.0180 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
14,351 |
23,582 |
9,231 |
64.3% |
108,232 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0463 |
1.0336 |
|
| R3 |
1.0424 |
1.0395 |
1.0318 |
|
| R2 |
1.0356 |
1.0356 |
1.0311 |
|
| R1 |
1.0327 |
1.0327 |
1.0305 |
1.0342 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0295 |
| S1 |
1.0259 |
1.0259 |
1.0293 |
1.0274 |
| S2 |
1.0220 |
1.0220 |
1.0287 |
|
| S3 |
1.0152 |
1.0191 |
1.0280 |
|
| S4 |
1.0084 |
1.0123 |
1.0262 |
|
|
| 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% |
0.0060 |
0.6% |
68% |
False |
False |
19,472 |
| 10 |
1.0392 |
1.0199 |
0.0193 |
1.9% |
0.0064 |
0.6% |
52% |
False |
False |
22,945 |
| 20 |
1.0515 |
1.0199 |
0.0316 |
3.1% |
0.0074 |
0.7% |
32% |
False |
False |
25,729 |
| 40 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0084 |
0.8% |
21% |
False |
False |
13,492 |
| 60 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0084 |
0.8% |
20% |
False |
False |
9,015 |
| 80 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0077 |
0.8% |
20% |
False |
False |
6,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0605 |
|
2.618 |
1.0494 |
|
1.618 |
1.0426 |
|
1.000 |
1.0384 |
|
0.618 |
1.0358 |
|
HIGH |
1.0316 |
|
0.618 |
1.0290 |
|
0.500 |
1.0282 |
|
0.382 |
1.0274 |
|
LOW |
1.0248 |
|
0.618 |
1.0206 |
|
1.000 |
1.0180 |
|
1.618 |
1.0138 |
|
2.618 |
1.0070 |
|
4.250 |
0.9959 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0293 |
1.0285 |
| PP |
1.0288 |
1.0271 |
| S1 |
1.0282 |
1.0258 |
|