CME Swiss Franc Future December 2017


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Trading Metrics calculated at close of trading on 28-Nov-2017
Day Change Summary
Previous Current
27-Nov-2017 28-Nov-2017 Change Change % Previous Week
Open 1.0223 1.0204 -0.0019 -0.2% 1.0120
High 1.0239 1.0213 -0.0026 -0.3% 1.0233
Low 1.0196 1.0162 -0.0034 -0.3% 1.0069
Close 1.0206 1.0170 -0.0036 -0.4% 1.0222
Range 0.0043 0.0051 0.0008 18.6% 0.0164
ATR 0.0065 0.0064 -0.0001 -1.5% 0.0000
Volume 20,371 25,697 5,326 26.1% 100,315
Daily Pivots for day following 28-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0335 1.0303 1.0198
R3 1.0284 1.0252 1.0184
R2 1.0233 1.0233 1.0179
R1 1.0201 1.0201 1.0175 1.0192
PP 1.0182 1.0182 1.0182 1.0177
S1 1.0150 1.0150 1.0165 1.0141
S2 1.0131 1.0131 1.0161
S3 1.0080 1.0099 1.0156
S4 1.0029 1.0048 1.0142
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0667 1.0608 1.0312
R3 1.0503 1.0444 1.0267
R2 1.0339 1.0339 1.0252
R1 1.0280 1.0280 1.0237 1.0310
PP 1.0175 1.0175 1.0175 1.0189
S1 1.0116 1.0116 1.0207 1.0146
S2 1.0011 1.0011 1.0192
S3 0.9847 0.9952 1.0177
S4 0.9683 0.9788 1.0132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0239 1.0069 0.0170 1.7% 0.0059 0.6% 59% False False 24,920
10 1.0239 1.0050 0.0189 1.9% 0.0064 0.6% 63% False False 24,483
20 1.0239 0.9991 0.0248 2.4% 0.0062 0.6% 72% False False 24,857
40 1.0347 0.9991 0.0356 3.5% 0.0064 0.6% 50% False False 24,873
60 1.0681 0.9991 0.0690 6.8% 0.0071 0.7% 26% False False 23,531
80 1.0683 0.9991 0.0692 6.8% 0.0075 0.7% 26% False False 17,693
100 1.0696 0.9991 0.0705 6.9% 0.0076 0.8% 25% False False 14,159
120 1.0696 0.9991 0.0705 6.9% 0.0072 0.7% 25% False False 11,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0430
2.618 1.0347
1.618 1.0296
1.000 1.0264
0.618 1.0245
HIGH 1.0213
0.618 1.0194
0.500 1.0188
0.382 1.0181
LOW 1.0162
0.618 1.0130
1.000 1.0111
1.618 1.0079
2.618 1.0028
4.250 0.9945
Fisher Pivots for day following 28-Nov-2017
Pivot 1 day 3 day
R1 1.0188 1.0201
PP 1.0182 1.0190
S1 1.0176 1.0180

These figures are updated between 7pm and 10pm EST after a trading day.

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