CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0274 |
1.0287 |
0.0013 |
0.1% |
1.0208 |
| High |
1.0305 |
1.0311 |
0.0006 |
0.1% |
1.0305 |
| Low |
1.0263 |
1.0270 |
0.0007 |
0.1% |
1.0144 |
| Close |
1.0295 |
1.0279 |
-0.0016 |
-0.2% |
1.0295 |
| Range |
0.0042 |
0.0041 |
-0.0001 |
-2.4% |
0.0161 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
183 |
144 |
-39 |
-21.3% |
419 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0410 |
1.0385 |
1.0302 |
|
| R3 |
1.0369 |
1.0344 |
1.0290 |
|
| R2 |
1.0328 |
1.0328 |
1.0287 |
|
| R1 |
1.0303 |
1.0303 |
1.0283 |
1.0295 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0283 |
| S1 |
1.0262 |
1.0262 |
1.0275 |
1.0254 |
| S2 |
1.0246 |
1.0246 |
1.0271 |
|
| S3 |
1.0205 |
1.0221 |
1.0268 |
|
| S4 |
1.0164 |
1.0180 |
1.0256 |
|
|
| 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 |
1.0311 |
1.0144 |
0.0167 |
1.6% |
0.0057 |
0.6% |
81% |
True |
False |
112 |
| 10 |
1.0311 |
1.0106 |
0.0205 |
2.0% |
0.0062 |
0.6% |
84% |
True |
False |
86 |
| 20 |
1.0311 |
1.0062 |
0.0249 |
2.4% |
0.0057 |
0.6% |
87% |
True |
False |
57 |
| 40 |
1.0442 |
1.0062 |
0.0380 |
3.7% |
0.0058 |
0.6% |
57% |
False |
False |
36 |
| 60 |
1.0737 |
1.0062 |
0.0675 |
6.6% |
0.0057 |
0.6% |
32% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0485 |
|
2.618 |
1.0418 |
|
1.618 |
1.0377 |
|
1.000 |
1.0352 |
|
0.618 |
1.0336 |
|
HIGH |
1.0311 |
|
0.618 |
1.0295 |
|
0.500 |
1.0291 |
|
0.382 |
1.0286 |
|
LOW |
1.0270 |
|
0.618 |
1.0245 |
|
1.000 |
1.0229 |
|
1.618 |
1.0204 |
|
2.618 |
1.0163 |
|
4.250 |
1.0096 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0291 |
1.0268 |
| PP |
1.0287 |
1.0257 |
| S1 |
1.0283 |
1.0246 |
|