CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0168 |
1.0185 |
0.0017 |
0.2% |
1.0125 |
| High |
1.0191 |
1.0280 |
0.0089 |
0.9% |
1.0248 |
| Low |
1.0144 |
1.0181 |
0.0037 |
0.4% |
1.0106 |
| Close |
1.0171 |
1.0276 |
0.0105 |
1.0% |
1.0207 |
| Range |
0.0047 |
0.0099 |
0.0052 |
110.6% |
0.0142 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
5.7% |
0.0000 |
| Volume |
64 |
96 |
32 |
50.0% |
299 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0543 |
1.0508 |
1.0330 |
|
| R3 |
1.0444 |
1.0409 |
1.0303 |
|
| R2 |
1.0345 |
1.0345 |
1.0294 |
|
| R1 |
1.0310 |
1.0310 |
1.0285 |
1.0328 |
| PP |
1.0246 |
1.0246 |
1.0246 |
1.0254 |
| S1 |
1.0211 |
1.0211 |
1.0267 |
1.0229 |
| S2 |
1.0147 |
1.0147 |
1.0258 |
|
| S3 |
1.0048 |
1.0112 |
1.0249 |
|
| S4 |
0.9949 |
1.0013 |
1.0222 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0552 |
1.0285 |
|
| R3 |
1.0471 |
1.0410 |
1.0246 |
|
| R2 |
1.0329 |
1.0329 |
1.0233 |
|
| R1 |
1.0268 |
1.0268 |
1.0220 |
1.0299 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0202 |
| S1 |
1.0126 |
1.0126 |
1.0194 |
1.0157 |
| S2 |
1.0045 |
1.0045 |
1.0181 |
|
| S3 |
0.9903 |
0.9984 |
1.0168 |
|
| S4 |
0.9761 |
0.9842 |
1.0129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0280 |
1.0144 |
0.0136 |
1.3% |
0.0066 |
0.6% |
97% |
True |
False |
74 |
| 10 |
1.0280 |
1.0076 |
0.0204 |
2.0% |
0.0067 |
0.7% |
98% |
True |
False |
70 |
| 20 |
1.0280 |
1.0062 |
0.0218 |
2.1% |
0.0062 |
0.6% |
98% |
True |
False |
46 |
| 40 |
1.0457 |
1.0062 |
0.0395 |
3.8% |
0.0058 |
0.6% |
54% |
False |
False |
29 |
| 60 |
1.0737 |
1.0062 |
0.0675 |
6.6% |
0.0058 |
0.6% |
32% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0701 |
|
2.618 |
1.0539 |
|
1.618 |
1.0440 |
|
1.000 |
1.0379 |
|
0.618 |
1.0341 |
|
HIGH |
1.0280 |
|
0.618 |
1.0242 |
|
0.500 |
1.0231 |
|
0.382 |
1.0219 |
|
LOW |
1.0181 |
|
0.618 |
1.0120 |
|
1.000 |
1.0082 |
|
1.618 |
1.0021 |
|
2.618 |
0.9922 |
|
4.250 |
0.9760 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0261 |
1.0255 |
| PP |
1.0246 |
1.0233 |
| S1 |
1.0231 |
1.0212 |
|