CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0316 |
0.0016 |
0.2% |
1.0374 |
| High |
1.0337 |
1.0339 |
0.0002 |
0.0% |
1.0379 |
| Low |
1.0283 |
1.0284 |
0.0001 |
0.0% |
1.0199 |
| Close |
1.0320 |
1.0293 |
-0.0027 |
-0.3% |
1.0267 |
| Range |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0180 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
19,425 |
20,426 |
1,001 |
5.2% |
108,232 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0470 |
1.0437 |
1.0323 |
|
| R3 |
1.0415 |
1.0382 |
1.0308 |
|
| R2 |
1.0360 |
1.0360 |
1.0303 |
|
| R1 |
1.0327 |
1.0327 |
1.0298 |
1.0316 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0300 |
| S1 |
1.0272 |
1.0272 |
1.0288 |
1.0261 |
| S2 |
1.0250 |
1.0250 |
1.0283 |
|
| S3 |
1.0195 |
1.0217 |
1.0278 |
|
| S4 |
1.0140 |
1.0162 |
1.0263 |
|
|
| 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 |
1.0339 |
1.0199 |
0.0140 |
1.4% |
0.0059 |
0.6% |
67% |
True |
False |
20,523 |
| 10 |
1.0392 |
1.0199 |
0.0193 |
1.9% |
0.0060 |
0.6% |
49% |
False |
False |
21,137 |
| 20 |
1.0515 |
1.0199 |
0.0316 |
3.1% |
0.0071 |
0.7% |
30% |
False |
False |
25,634 |
| 40 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0082 |
0.8% |
19% |
False |
False |
14,485 |
| 60 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0083 |
0.8% |
19% |
False |
False |
9,679 |
| 80 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0078 |
0.8% |
19% |
False |
False |
7,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0573 |
|
2.618 |
1.0483 |
|
1.618 |
1.0428 |
|
1.000 |
1.0394 |
|
0.618 |
1.0373 |
|
HIGH |
1.0339 |
|
0.618 |
1.0318 |
|
0.500 |
1.0312 |
|
0.382 |
1.0305 |
|
LOW |
1.0284 |
|
0.618 |
1.0250 |
|
1.000 |
1.0229 |
|
1.618 |
1.0195 |
|
2.618 |
1.0140 |
|
4.250 |
1.0050 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0312 |
1.0294 |
| PP |
1.0305 |
1.0293 |
| S1 |
1.0299 |
1.0293 |
|