CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0141 |
0.0018 |
0.2% |
1.0302 |
| High |
1.0166 |
1.0157 |
-0.0009 |
-0.1% |
1.0318 |
| Low |
1.0094 |
1.0052 |
-0.0042 |
-0.4% |
1.0186 |
| Close |
1.0143 |
1.0057 |
-0.0086 |
-0.8% |
1.0190 |
| Range |
0.0072 |
0.0105 |
0.0033 |
45.8% |
0.0132 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
3.3% |
0.0000 |
| Volume |
35,577 |
37,996 |
2,419 |
6.8% |
128,159 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0404 |
1.0335 |
1.0115 |
|
| R3 |
1.0299 |
1.0230 |
1.0086 |
|
| R2 |
1.0194 |
1.0194 |
1.0076 |
|
| R1 |
1.0125 |
1.0125 |
1.0067 |
1.0107 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0080 |
| S1 |
1.0020 |
1.0020 |
1.0047 |
1.0002 |
| S2 |
0.9984 |
0.9984 |
1.0038 |
|
| S3 |
0.9879 |
0.9915 |
1.0028 |
|
| S4 |
0.9774 |
0.9810 |
0.9999 |
|
|
| 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 |
1.0286 |
1.0052 |
0.0234 |
2.3% |
0.0081 |
0.8% |
2% |
False |
True |
31,030 |
| 10 |
1.0346 |
1.0052 |
0.0294 |
2.9% |
0.0073 |
0.7% |
2% |
False |
True |
27,398 |
| 20 |
1.0392 |
1.0052 |
0.0340 |
3.4% |
0.0066 |
0.7% |
1% |
False |
True |
24,268 |
| 40 |
1.0681 |
1.0052 |
0.0629 |
6.3% |
0.0077 |
0.8% |
1% |
False |
True |
21,293 |
| 60 |
1.0683 |
1.0052 |
0.0631 |
6.3% |
0.0080 |
0.8% |
1% |
False |
True |
14,239 |
| 80 |
1.0696 |
1.0052 |
0.0644 |
6.4% |
0.0080 |
0.8% |
1% |
False |
True |
10,684 |
| 100 |
1.0696 |
1.0052 |
0.0644 |
6.4% |
0.0073 |
0.7% |
1% |
False |
True |
8,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0603 |
|
2.618 |
1.0432 |
|
1.618 |
1.0327 |
|
1.000 |
1.0262 |
|
0.618 |
1.0222 |
|
HIGH |
1.0157 |
|
0.618 |
1.0117 |
|
0.500 |
1.0105 |
|
0.382 |
1.0092 |
|
LOW |
1.0052 |
|
0.618 |
0.9987 |
|
1.000 |
0.9947 |
|
1.618 |
0.9882 |
|
2.618 |
0.9777 |
|
4.250 |
0.9606 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0126 |
| PP |
1.0089 |
1.0103 |
| S1 |
1.0073 |
1.0080 |
|