CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0081 |
0.0026 |
0.3% |
1.0190 |
| High |
1.0092 |
1.0084 |
-0.0008 |
-0.1% |
1.0206 |
| Low |
1.0034 |
1.0036 |
0.0002 |
0.0% |
0.9993 |
| Close |
1.0081 |
1.0051 |
-0.0030 |
-0.3% |
1.0045 |
| Range |
0.0058 |
0.0048 |
-0.0010 |
-17.2% |
0.0213 |
| ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
27,625 |
27,211 |
-414 |
-1.5% |
158,046 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0174 |
1.0077 |
|
| R3 |
1.0153 |
1.0126 |
1.0064 |
|
| R2 |
1.0105 |
1.0105 |
1.0060 |
|
| R1 |
1.0078 |
1.0078 |
1.0055 |
1.0068 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0052 |
| S1 |
1.0030 |
1.0030 |
1.0047 |
1.0020 |
| S2 |
1.0009 |
1.0009 |
1.0042 |
|
| S3 |
0.9961 |
0.9982 |
1.0038 |
|
| S4 |
0.9913 |
0.9934 |
1.0025 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0596 |
1.0162 |
|
| R3 |
1.0507 |
1.0383 |
1.0104 |
|
| R2 |
1.0294 |
1.0294 |
1.0084 |
|
| R1 |
1.0170 |
1.0170 |
1.0065 |
1.0126 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0059 |
| S1 |
0.9957 |
0.9957 |
1.0025 |
0.9913 |
| S2 |
0.9868 |
0.9868 |
1.0006 |
|
| S3 |
0.9655 |
0.9744 |
0.9986 |
|
| S4 |
0.9442 |
0.9531 |
0.9928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0166 |
0.9993 |
0.0173 |
1.7% |
0.0070 |
0.7% |
34% |
False |
False |
32,955 |
| 10 |
1.0307 |
0.9993 |
0.0314 |
3.1% |
0.0072 |
0.7% |
18% |
False |
False |
29,799 |
| 20 |
1.0347 |
0.9993 |
0.0354 |
3.5% |
0.0065 |
0.7% |
16% |
False |
False |
25,120 |
| 40 |
1.0681 |
0.9993 |
0.0688 |
6.8% |
0.0074 |
0.7% |
8% |
False |
False |
23,512 |
| 60 |
1.0683 |
0.9993 |
0.0690 |
6.9% |
0.0080 |
0.8% |
8% |
False |
False |
15,759 |
| 80 |
1.0696 |
0.9993 |
0.0703 |
7.0% |
0.0080 |
0.8% |
8% |
False |
False |
11,824 |
| 100 |
1.0696 |
0.9993 |
0.0703 |
7.0% |
0.0074 |
0.7% |
8% |
False |
False |
9,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0288 |
|
2.618 |
1.0210 |
|
1.618 |
1.0162 |
|
1.000 |
1.0132 |
|
0.618 |
1.0114 |
|
HIGH |
1.0084 |
|
0.618 |
1.0066 |
|
0.500 |
1.0060 |
|
0.382 |
1.0054 |
|
LOW |
1.0036 |
|
0.618 |
1.0006 |
|
1.000 |
0.9988 |
|
1.618 |
0.9958 |
|
2.618 |
0.9910 |
|
4.250 |
0.9832 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0060 |
1.0048 |
| PP |
1.0057 |
1.0045 |
| S1 |
1.0054 |
1.0043 |
|