CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0185 |
1.0274 |
0.0089 |
0.9% |
1.0208 |
| High |
1.0280 |
1.0305 |
0.0025 |
0.2% |
1.0305 |
| Low |
1.0181 |
1.0263 |
0.0082 |
0.8% |
1.0144 |
| Close |
1.0276 |
1.0295 |
0.0019 |
0.2% |
1.0295 |
| Range |
0.0099 |
0.0042 |
-0.0057 |
-57.6% |
0.0161 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
96 |
183 |
87 |
90.6% |
419 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0414 |
1.0396 |
1.0318 |
|
| R3 |
1.0372 |
1.0354 |
1.0307 |
|
| R2 |
1.0330 |
1.0330 |
1.0303 |
|
| R1 |
1.0312 |
1.0312 |
1.0299 |
1.0321 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0292 |
| S1 |
1.0270 |
1.0270 |
1.0291 |
1.0279 |
| S2 |
1.0246 |
1.0246 |
1.0287 |
|
| S3 |
1.0204 |
1.0228 |
1.0283 |
|
| S4 |
1.0162 |
1.0186 |
1.0272 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0731 |
1.0674 |
1.0384 |
|
| R3 |
1.0570 |
1.0513 |
1.0339 |
|
| R2 |
1.0409 |
1.0409 |
1.0325 |
|
| R1 |
1.0352 |
1.0352 |
1.0310 |
1.0381 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0262 |
| S1 |
1.0191 |
1.0191 |
1.0280 |
1.0220 |
| S2 |
1.0087 |
1.0087 |
1.0265 |
|
| S3 |
0.9926 |
1.0030 |
1.0251 |
|
| S4 |
0.9765 |
0.9869 |
1.0206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0305 |
1.0144 |
0.0161 |
1.6% |
0.0062 |
0.6% |
94% |
True |
False |
105 |
| 10 |
1.0305 |
1.0106 |
0.0199 |
1.9% |
0.0062 |
0.6% |
95% |
True |
False |
86 |
| 20 |
1.0305 |
1.0062 |
0.0243 |
2.4% |
0.0059 |
0.6% |
96% |
True |
False |
52 |
| 40 |
1.0457 |
1.0062 |
0.0395 |
3.8% |
0.0058 |
0.6% |
59% |
False |
False |
33 |
| 60 |
1.0737 |
1.0062 |
0.0675 |
6.6% |
0.0058 |
0.6% |
35% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0484 |
|
2.618 |
1.0415 |
|
1.618 |
1.0373 |
|
1.000 |
1.0347 |
|
0.618 |
1.0331 |
|
HIGH |
1.0305 |
|
0.618 |
1.0289 |
|
0.500 |
1.0284 |
|
0.382 |
1.0279 |
|
LOW |
1.0263 |
|
0.618 |
1.0237 |
|
1.000 |
1.0221 |
|
1.618 |
1.0195 |
|
2.618 |
1.0153 |
|
4.250 |
1.0085 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0291 |
1.0272 |
| PP |
1.0288 |
1.0248 |
| S1 |
1.0284 |
1.0225 |
|