CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 01-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0081 |
1.0055 |
-0.0026 |
-0.3% |
1.0190 |
| High |
1.0084 |
1.0059 |
-0.0025 |
-0.2% |
1.0206 |
| Low |
1.0036 |
0.9991 |
-0.0045 |
-0.4% |
0.9993 |
| Close |
1.0051 |
0.9994 |
-0.0057 |
-0.6% |
1.0045 |
| Range |
0.0048 |
0.0068 |
0.0020 |
41.7% |
0.0213 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
27,211 |
27,237 |
26 |
0.1% |
158,046 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0219 |
1.0174 |
1.0031 |
|
| R3 |
1.0151 |
1.0106 |
1.0013 |
|
| R2 |
1.0083 |
1.0083 |
1.0006 |
|
| R1 |
1.0038 |
1.0038 |
1.0000 |
1.0027 |
| PP |
1.0015 |
1.0015 |
1.0015 |
1.0009 |
| S1 |
0.9970 |
0.9970 |
0.9988 |
0.9959 |
| S2 |
0.9947 |
0.9947 |
0.9982 |
|
| S3 |
0.9879 |
0.9902 |
0.9975 |
|
| S4 |
0.9811 |
0.9834 |
0.9957 |
|
|
| 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 |
1.0157 |
0.9991 |
0.0166 |
1.7% |
0.0069 |
0.7% |
2% |
False |
True |
31,287 |
| 10 |
1.0307 |
0.9991 |
0.0316 |
3.2% |
0.0073 |
0.7% |
1% |
False |
True |
30,501 |
| 20 |
1.0346 |
0.9991 |
0.0355 |
3.6% |
0.0066 |
0.7% |
1% |
False |
True |
25,626 |
| 40 |
1.0681 |
0.9991 |
0.0690 |
6.9% |
0.0074 |
0.7% |
0% |
False |
True |
24,168 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0080 |
0.8% |
0% |
False |
True |
16,212 |
| 80 |
1.0696 |
0.9991 |
0.0705 |
7.1% |
0.0080 |
0.8% |
0% |
False |
True |
12,165 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.1% |
0.0074 |
0.7% |
0% |
False |
True |
9,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0348 |
|
2.618 |
1.0237 |
|
1.618 |
1.0169 |
|
1.000 |
1.0127 |
|
0.618 |
1.0101 |
|
HIGH |
1.0059 |
|
0.618 |
1.0033 |
|
0.500 |
1.0025 |
|
0.382 |
1.0017 |
|
LOW |
0.9991 |
|
0.618 |
0.9949 |
|
1.000 |
0.9923 |
|
1.618 |
0.9881 |
|
2.618 |
0.9813 |
|
4.250 |
0.9702 |
|
|
| Fisher Pivots for day following 01-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0025 |
1.0042 |
| PP |
1.0015 |
1.0026 |
| S1 |
1.0004 |
1.0010 |
|