CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0278 |
1.0190 |
-0.0088 |
-0.9% |
1.0302 |
| High |
1.0286 |
1.0206 |
-0.0080 |
-0.8% |
1.0318 |
| Low |
1.0186 |
1.0156 |
-0.0030 |
-0.3% |
1.0186 |
| Close |
1.0190 |
1.0171 |
-0.0019 |
-0.2% |
1.0190 |
| Range |
0.0100 |
0.0050 |
-0.0050 |
-50.0% |
0.0132 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
33,472 |
24,542 |
-8,930 |
-26.7% |
128,159 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0299 |
1.0199 |
|
| R3 |
1.0278 |
1.0249 |
1.0185 |
|
| R2 |
1.0228 |
1.0228 |
1.0180 |
|
| R1 |
1.0199 |
1.0199 |
1.0176 |
1.0189 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0172 |
| S1 |
1.0149 |
1.0149 |
1.0166 |
1.0139 |
| S2 |
1.0128 |
1.0128 |
1.0162 |
|
| S3 |
1.0078 |
1.0099 |
1.0157 |
|
| S4 |
1.0028 |
1.0049 |
1.0144 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0627 |
1.0541 |
1.0263 |
|
| R3 |
1.0495 |
1.0409 |
1.0226 |
|
| R2 |
1.0363 |
1.0363 |
1.0214 |
|
| R1 |
1.0277 |
1.0277 |
1.0202 |
1.0254 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0220 |
| S1 |
1.0145 |
1.0145 |
1.0178 |
1.0122 |
| S2 |
1.0099 |
1.0099 |
1.0166 |
|
| S3 |
0.9967 |
1.0013 |
1.0154 |
|
| S4 |
0.9835 |
0.9881 |
1.0117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0307 |
1.0156 |
0.0151 |
1.5% |
0.0072 |
0.7% |
10% |
False |
True |
26,766 |
| 10 |
1.0346 |
1.0156 |
0.0190 |
1.9% |
0.0065 |
0.6% |
8% |
False |
True |
24,028 |
| 20 |
1.0416 |
1.0156 |
0.0260 |
2.6% |
0.0065 |
0.6% |
6% |
False |
True |
23,936 |
| 40 |
1.0683 |
1.0156 |
0.0527 |
5.2% |
0.0079 |
0.8% |
3% |
False |
True |
18,884 |
| 60 |
1.0683 |
1.0156 |
0.0527 |
5.2% |
0.0079 |
0.8% |
3% |
False |
True |
12,621 |
| 80 |
1.0696 |
1.0156 |
0.0540 |
5.3% |
0.0079 |
0.8% |
3% |
False |
True |
9,471 |
| 100 |
1.0696 |
1.0156 |
0.0540 |
5.3% |
0.0070 |
0.7% |
3% |
False |
True |
7,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0419 |
|
2.618 |
1.0337 |
|
1.618 |
1.0287 |
|
1.000 |
1.0256 |
|
0.618 |
1.0237 |
|
HIGH |
1.0206 |
|
0.618 |
1.0187 |
|
0.500 |
1.0181 |
|
0.382 |
1.0175 |
|
LOW |
1.0156 |
|
0.618 |
1.0125 |
|
1.000 |
1.0106 |
|
1.618 |
1.0075 |
|
2.618 |
1.0025 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0232 |
| PP |
1.0178 |
1.0211 |
| S1 |
1.0174 |
1.0191 |
|