CME Swiss Franc Future December 2017
| 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 |
|
|
|
| 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 |
|