CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 14-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0059 |
1.0057 |
-0.0002 |
0.0% |
1.0021 |
| High |
1.0086 |
1.0141 |
0.0055 |
0.5% |
1.0101 |
| Low |
1.0034 |
1.0050 |
0.0016 |
0.2% |
0.9997 |
| Close |
1.0065 |
1.0126 |
0.0061 |
0.6% |
1.0064 |
| Range |
0.0052 |
0.0091 |
0.0039 |
75.0% |
0.0104 |
| ATR |
0.0066 |
0.0067 |
0.0002 |
2.8% |
0.0000 |
| Volume |
19,411 |
24,861 |
5,450 |
28.1% |
120,880 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0343 |
1.0176 |
|
| R3 |
1.0288 |
1.0252 |
1.0151 |
|
| R2 |
1.0197 |
1.0197 |
1.0143 |
|
| R1 |
1.0161 |
1.0161 |
1.0134 |
1.0179 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0115 |
| S1 |
1.0070 |
1.0070 |
1.0118 |
1.0088 |
| S2 |
1.0015 |
1.0015 |
1.0109 |
|
| S3 |
0.9924 |
0.9979 |
1.0101 |
|
| S4 |
0.9833 |
0.9888 |
1.0076 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0366 |
1.0319 |
1.0121 |
|
| R3 |
1.0262 |
1.0215 |
1.0093 |
|
| R2 |
1.0158 |
1.0158 |
1.0083 |
|
| R1 |
1.0111 |
1.0111 |
1.0074 |
1.0134 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0066 |
| S1 |
1.0007 |
1.0007 |
1.0054 |
1.0031 |
| S2 |
0.9950 |
0.9950 |
1.0045 |
|
| S3 |
0.9846 |
0.9903 |
1.0035 |
|
| S4 |
0.9742 |
0.9799 |
1.0007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0141 |
1.0005 |
0.0136 |
1.3% |
0.0062 |
0.6% |
89% |
True |
False |
24,886 |
| 10 |
1.0141 |
0.9991 |
0.0150 |
1.5% |
0.0064 |
0.6% |
90% |
True |
False |
24,996 |
| 20 |
1.0307 |
0.9991 |
0.0316 |
3.1% |
0.0068 |
0.7% |
43% |
False |
False |
27,398 |
| 40 |
1.0488 |
0.9991 |
0.0497 |
4.9% |
0.0069 |
0.7% |
27% |
False |
False |
26,222 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0076 |
0.8% |
20% |
False |
False |
19,905 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0078 |
0.8% |
20% |
False |
False |
14,947 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0076 |
0.8% |
19% |
False |
False |
11,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0528 |
|
2.618 |
1.0379 |
|
1.618 |
1.0288 |
|
1.000 |
1.0232 |
|
0.618 |
1.0197 |
|
HIGH |
1.0141 |
|
0.618 |
1.0106 |
|
0.500 |
1.0096 |
|
0.382 |
1.0085 |
|
LOW |
1.0050 |
|
0.618 |
0.9994 |
|
1.000 |
0.9959 |
|
1.618 |
0.9903 |
|
2.618 |
0.9812 |
|
4.250 |
0.9663 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0116 |
1.0113 |
| PP |
1.0106 |
1.0100 |
| S1 |
1.0096 |
1.0088 |
|