CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0293 |
1.0302 |
0.0009 |
0.1% |
1.0267 |
| High |
1.0346 |
1.0318 |
-0.0028 |
-0.3% |
1.0346 |
| Low |
1.0275 |
1.0277 |
0.0002 |
0.0% |
1.0240 |
| Close |
1.0306 |
1.0287 |
-0.0019 |
-0.2% |
1.0306 |
| Range |
0.0071 |
0.0041 |
-0.0030 |
-42.3% |
0.0106 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
24,150 |
18,870 |
-5,280 |
-21.9% |
101,934 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0393 |
1.0310 |
|
| R3 |
1.0376 |
1.0352 |
1.0298 |
|
| R2 |
1.0335 |
1.0335 |
1.0295 |
|
| R1 |
1.0311 |
1.0311 |
1.0291 |
1.0303 |
| PP |
1.0294 |
1.0294 |
1.0294 |
1.0290 |
| S1 |
1.0270 |
1.0270 |
1.0283 |
1.0262 |
| S2 |
1.0253 |
1.0253 |
1.0279 |
|
| S3 |
1.0212 |
1.0229 |
1.0276 |
|
| S4 |
1.0171 |
1.0188 |
1.0264 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0615 |
1.0567 |
1.0364 |
|
| R3 |
1.0509 |
1.0461 |
1.0335 |
|
| R2 |
1.0403 |
1.0403 |
1.0325 |
|
| R1 |
1.0355 |
1.0355 |
1.0316 |
1.0379 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0310 |
| S1 |
1.0249 |
1.0249 |
1.0296 |
1.0273 |
| S2 |
1.0191 |
1.0191 |
1.0287 |
|
| S3 |
1.0085 |
1.0143 |
1.0277 |
|
| S4 |
0.9979 |
1.0037 |
1.0248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0346 |
1.0248 |
0.0098 |
1.0% |
0.0058 |
0.6% |
40% |
False |
False |
21,290 |
| 10 |
1.0347 |
1.0199 |
0.0148 |
1.4% |
0.0058 |
0.6% |
59% |
False |
False |
20,282 |
| 20 |
1.0488 |
1.0199 |
0.0289 |
2.8% |
0.0068 |
0.7% |
30% |
False |
False |
25,010 |
| 40 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0080 |
0.8% |
18% |
False |
False |
15,556 |
| 60 |
1.0686 |
1.0199 |
0.0487 |
4.7% |
0.0081 |
0.8% |
18% |
False |
False |
10,394 |
| 80 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0078 |
0.8% |
18% |
False |
False |
7,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0492 |
|
2.618 |
1.0425 |
|
1.618 |
1.0384 |
|
1.000 |
1.0359 |
|
0.618 |
1.0343 |
|
HIGH |
1.0318 |
|
0.618 |
1.0302 |
|
0.500 |
1.0298 |
|
0.382 |
1.0293 |
|
LOW |
1.0277 |
|
0.618 |
1.0252 |
|
1.000 |
1.0236 |
|
1.618 |
1.0211 |
|
2.618 |
1.0170 |
|
4.250 |
1.0103 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0298 |
1.0311 |
| PP |
1.0294 |
1.0303 |
| S1 |
1.0291 |
1.0295 |
|