CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0251 |
1.0300 |
0.0049 |
0.5% |
1.0374 |
| High |
1.0316 |
1.0337 |
0.0021 |
0.2% |
1.0379 |
| Low |
1.0248 |
1.0283 |
0.0035 |
0.3% |
1.0199 |
| Close |
1.0299 |
1.0320 |
0.0021 |
0.2% |
1.0267 |
| Range |
0.0068 |
0.0054 |
-0.0014 |
-20.6% |
0.0180 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
23,582 |
19,425 |
-4,157 |
-17.6% |
108,232 |
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0475 |
1.0452 |
1.0350 |
|
| R3 |
1.0421 |
1.0398 |
1.0335 |
|
| R2 |
1.0367 |
1.0367 |
1.0330 |
|
| R1 |
1.0344 |
1.0344 |
1.0325 |
1.0356 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0319 |
| S1 |
1.0290 |
1.0290 |
1.0315 |
1.0302 |
| S2 |
1.0259 |
1.0259 |
1.0310 |
|
| S3 |
1.0205 |
1.0236 |
1.0305 |
|
| S4 |
1.0151 |
1.0182 |
1.0290 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0724 |
1.0366 |
|
| R3 |
1.0642 |
1.0544 |
1.0317 |
|
| R2 |
1.0462 |
1.0462 |
1.0300 |
|
| R1 |
1.0364 |
1.0364 |
1.0284 |
1.0323 |
| PP |
1.0282 |
1.0282 |
1.0282 |
1.0261 |
| S1 |
1.0184 |
1.0184 |
1.0251 |
1.0143 |
| S2 |
1.0102 |
1.0102 |
1.0234 |
|
| S3 |
0.9922 |
1.0004 |
1.0218 |
|
| S4 |
0.9742 |
0.9824 |
1.0168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0337 |
1.0199 |
0.0138 |
1.3% |
0.0059 |
0.6% |
88% |
True |
False |
19,935 |
| 10 |
1.0392 |
1.0199 |
0.0193 |
1.9% |
0.0061 |
0.6% |
63% |
False |
False |
21,482 |
| 20 |
1.0515 |
1.0199 |
0.0316 |
3.1% |
0.0073 |
0.7% |
38% |
False |
False |
25,666 |
| 40 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0084 |
0.8% |
25% |
False |
False |
13,976 |
| 60 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0083 |
0.8% |
24% |
False |
False |
9,338 |
| 80 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0077 |
0.7% |
24% |
False |
False |
7,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0567 |
|
2.618 |
1.0478 |
|
1.618 |
1.0424 |
|
1.000 |
1.0391 |
|
0.618 |
1.0370 |
|
HIGH |
1.0337 |
|
0.618 |
1.0316 |
|
0.500 |
1.0310 |
|
0.382 |
1.0304 |
|
LOW |
1.0283 |
|
0.618 |
1.0250 |
|
1.000 |
1.0229 |
|
1.618 |
1.0196 |
|
2.618 |
1.0142 |
|
4.250 |
1.0054 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0317 |
1.0310 |
| PP |
1.0313 |
1.0299 |
| S1 |
1.0310 |
1.0289 |
|