CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0204 |
1.0177 |
-0.0027 |
-0.3% |
1.0120 |
| High |
1.0213 |
1.0196 |
-0.0017 |
-0.2% |
1.0233 |
| Low |
1.0162 |
1.0143 |
-0.0019 |
-0.2% |
1.0069 |
| Close |
1.0170 |
1.0176 |
0.0006 |
0.1% |
1.0222 |
| Range |
0.0051 |
0.0053 |
0.0002 |
3.9% |
0.0164 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
25,697 |
23,701 |
-1,996 |
-7.8% |
100,315 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0306 |
1.0205 |
|
| R3 |
1.0278 |
1.0253 |
1.0191 |
|
| R2 |
1.0225 |
1.0225 |
1.0186 |
|
| R1 |
1.0200 |
1.0200 |
1.0181 |
1.0186 |
| PP |
1.0172 |
1.0172 |
1.0172 |
1.0165 |
| S1 |
1.0147 |
1.0147 |
1.0171 |
1.0133 |
| S2 |
1.0119 |
1.0119 |
1.0166 |
|
| S3 |
1.0066 |
1.0094 |
1.0161 |
|
| S4 |
1.0013 |
1.0041 |
1.0147 |
|
|
| 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 |
1.0101 |
0.0138 |
1.4% |
0.0059 |
0.6% |
54% |
False |
False |
25,492 |
| 10 |
1.0239 |
1.0069 |
0.0170 |
1.7% |
0.0060 |
0.6% |
63% |
False |
False |
24,367 |
| 20 |
1.0239 |
0.9991 |
0.0248 |
2.4% |
0.0062 |
0.6% |
75% |
False |
False |
24,681 |
| 40 |
1.0347 |
0.9991 |
0.0356 |
3.5% |
0.0064 |
0.6% |
52% |
False |
False |
24,901 |
| 60 |
1.0681 |
0.9991 |
0.0690 |
6.8% |
0.0070 |
0.7% |
27% |
False |
False |
23,902 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0075 |
0.7% |
27% |
False |
False |
17,989 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0076 |
0.8% |
26% |
False |
False |
14,396 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0072 |
0.7% |
26% |
False |
False |
12,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0421 |
|
2.618 |
1.0335 |
|
1.618 |
1.0282 |
|
1.000 |
1.0249 |
|
0.618 |
1.0229 |
|
HIGH |
1.0196 |
|
0.618 |
1.0176 |
|
0.500 |
1.0170 |
|
0.382 |
1.0163 |
|
LOW |
1.0143 |
|
0.618 |
1.0110 |
|
1.000 |
1.0090 |
|
1.618 |
1.0057 |
|
2.618 |
1.0004 |
|
4.250 |
0.9918 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0174 |
1.0191 |
| PP |
1.0172 |
1.0186 |
| S1 |
1.0170 |
1.0181 |
|