CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0001 |
-0.0054 |
-0.5% |
1.0190 |
| High |
1.0059 |
1.0078 |
0.0019 |
0.2% |
1.0206 |
| Low |
0.9991 |
0.9994 |
0.0003 |
0.0% |
0.9993 |
| Close |
0.9994 |
1.0036 |
0.0042 |
0.4% |
1.0045 |
| Range |
0.0068 |
0.0084 |
0.0016 |
23.5% |
0.0213 |
| ATR |
0.0071 |
0.0071 |
0.0001 |
1.4% |
0.0000 |
| Volume |
27,237 |
31,442 |
4,205 |
15.4% |
158,046 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0246 |
1.0082 |
|
| R3 |
1.0204 |
1.0162 |
1.0059 |
|
| R2 |
1.0120 |
1.0120 |
1.0051 |
|
| R1 |
1.0078 |
1.0078 |
1.0044 |
1.0099 |
| PP |
1.0036 |
1.0036 |
1.0036 |
1.0047 |
| S1 |
0.9994 |
0.9994 |
1.0028 |
1.0015 |
| S2 |
0.9952 |
0.9952 |
1.0021 |
|
| S3 |
0.9868 |
0.9910 |
1.0013 |
|
| S4 |
0.9784 |
0.9826 |
0.9990 |
|
|
| 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 |
1.0092 |
0.9991 |
0.0101 |
1.0% |
0.0065 |
0.6% |
45% |
False |
False |
29,976 |
| 10 |
1.0286 |
0.9991 |
0.0295 |
2.9% |
0.0073 |
0.7% |
15% |
False |
False |
30,503 |
| 20 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0067 |
0.7% |
13% |
False |
False |
26,324 |
| 40 |
1.0681 |
0.9991 |
0.0690 |
6.9% |
0.0073 |
0.7% |
7% |
False |
False |
24,907 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0079 |
0.8% |
7% |
False |
False |
16,733 |
| 80 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0080 |
0.8% |
6% |
False |
False |
12,558 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0075 |
0.7% |
6% |
False |
False |
10,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0435 |
|
2.618 |
1.0298 |
|
1.618 |
1.0214 |
|
1.000 |
1.0162 |
|
0.618 |
1.0130 |
|
HIGH |
1.0078 |
|
0.618 |
1.0046 |
|
0.500 |
1.0036 |
|
0.382 |
1.0026 |
|
LOW |
0.9994 |
|
0.618 |
0.9942 |
|
1.000 |
0.9910 |
|
1.618 |
0.9858 |
|
2.618 |
0.9774 |
|
4.250 |
0.9637 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0036 |
1.0038 |
| PP |
1.0036 |
1.0037 |
| S1 |
1.0036 |
1.0037 |
|