CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0250 |
1.0242 |
-0.0008 |
-0.1% |
1.0208 |
| High |
1.0269 |
1.0270 |
0.0001 |
0.0% |
1.0305 |
| Low |
1.0218 |
1.0203 |
-0.0015 |
-0.1% |
1.0144 |
| Close |
1.0249 |
1.0244 |
-0.0005 |
0.0% |
1.0295 |
| Range |
0.0051 |
0.0067 |
0.0016 |
31.4% |
0.0161 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
0.9% |
0.0000 |
| Volume |
161 |
372 |
211 |
131.1% |
419 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0440 |
1.0409 |
1.0281 |
|
| R3 |
1.0373 |
1.0342 |
1.0262 |
|
| R2 |
1.0306 |
1.0306 |
1.0256 |
|
| R1 |
1.0275 |
1.0275 |
1.0250 |
1.0291 |
| PP |
1.0239 |
1.0239 |
1.0239 |
1.0247 |
| S1 |
1.0208 |
1.0208 |
1.0238 |
1.0224 |
| S2 |
1.0172 |
1.0172 |
1.0232 |
|
| S3 |
1.0105 |
1.0141 |
1.0226 |
|
| S4 |
1.0038 |
1.0074 |
1.0207 |
|
|
| 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 |
1.0203 |
0.0108 |
1.1% |
0.0050 |
0.5% |
38% |
False |
True |
210 |
| 10 |
1.0311 |
1.0144 |
0.0167 |
1.6% |
0.0058 |
0.6% |
60% |
False |
False |
142 |
| 20 |
1.0311 |
1.0067 |
0.0244 |
2.4% |
0.0058 |
0.6% |
73% |
False |
False |
93 |
| 40 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0057 |
0.6% |
52% |
False |
False |
54 |
| 60 |
1.0737 |
1.0062 |
0.0675 |
6.6% |
0.0058 |
0.6% |
27% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0555 |
|
2.618 |
1.0445 |
|
1.618 |
1.0378 |
|
1.000 |
1.0337 |
|
0.618 |
1.0311 |
|
HIGH |
1.0270 |
|
0.618 |
1.0244 |
|
0.500 |
1.0237 |
|
0.382 |
1.0229 |
|
LOW |
1.0203 |
|
0.618 |
1.0162 |
|
1.000 |
1.0136 |
|
1.618 |
1.0095 |
|
2.618 |
1.0028 |
|
4.250 |
0.9918 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0242 |
1.0244 |
| PP |
1.0239 |
1.0244 |
| S1 |
1.0237 |
1.0244 |
|