CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0127 |
1.0125 |
-0.0002 |
0.0% |
1.0021 |
| High |
1.0176 |
1.0136 |
-0.0040 |
-0.4% |
1.0101 |
| Low |
1.0110 |
1.0073 |
-0.0037 |
-0.4% |
0.9997 |
| Close |
1.0134 |
1.0082 |
-0.0052 |
-0.5% |
1.0064 |
| Range |
0.0066 |
0.0063 |
-0.0003 |
-4.5% |
0.0104 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
30,220 |
20,427 |
-9,793 |
-32.4% |
120,880 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0247 |
1.0117 |
|
| R3 |
1.0223 |
1.0184 |
1.0099 |
|
| R2 |
1.0160 |
1.0160 |
1.0094 |
|
| R1 |
1.0121 |
1.0121 |
1.0088 |
1.0109 |
| PP |
1.0097 |
1.0097 |
1.0097 |
1.0091 |
| S1 |
1.0058 |
1.0058 |
1.0076 |
1.0046 |
| S2 |
1.0034 |
1.0034 |
1.0070 |
|
| S3 |
0.9971 |
0.9995 |
1.0065 |
|
| S4 |
0.9908 |
0.9932 |
1.0047 |
|
|
| 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 |
1.0176 |
1.0034 |
0.0142 |
1.4% |
0.0063 |
0.6% |
34% |
False |
False |
23,833 |
| 10 |
1.0176 |
0.9997 |
0.0179 |
1.8% |
0.0062 |
0.6% |
47% |
False |
False |
24,193 |
| 20 |
1.0286 |
0.9991 |
0.0295 |
2.9% |
0.0068 |
0.7% |
31% |
False |
False |
27,348 |
| 40 |
1.0428 |
0.9991 |
0.0437 |
4.3% |
0.0067 |
0.7% |
21% |
False |
False |
25,755 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0076 |
0.8% |
13% |
False |
False |
20,745 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0078 |
0.8% |
13% |
False |
False |
15,579 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0076 |
0.8% |
13% |
False |
False |
12,466 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0070 |
0.7% |
13% |
False |
False |
10,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0404 |
|
2.618 |
1.0301 |
|
1.618 |
1.0238 |
|
1.000 |
1.0199 |
|
0.618 |
1.0175 |
|
HIGH |
1.0136 |
|
0.618 |
1.0112 |
|
0.500 |
1.0105 |
|
0.382 |
1.0097 |
|
LOW |
1.0073 |
|
0.618 |
1.0034 |
|
1.000 |
1.0010 |
|
1.618 |
0.9971 |
|
2.618 |
0.9908 |
|
4.250 |
0.9805 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0113 |
| PP |
1.0097 |
1.0103 |
| S1 |
1.0090 |
1.0092 |
|