CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0316 |
1.0293 |
-0.0023 |
-0.2% |
1.0267 |
| High |
1.0339 |
1.0346 |
0.0007 |
0.1% |
1.0346 |
| Low |
1.0284 |
1.0275 |
-0.0009 |
-0.1% |
1.0240 |
| Close |
1.0293 |
1.0306 |
0.0013 |
0.1% |
1.0306 |
| Range |
0.0055 |
0.0071 |
0.0016 |
29.1% |
0.0106 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
20,426 |
24,150 |
3,724 |
18.2% |
101,934 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0485 |
1.0345 |
|
| R3 |
1.0451 |
1.0414 |
1.0326 |
|
| R2 |
1.0380 |
1.0380 |
1.0319 |
|
| R1 |
1.0343 |
1.0343 |
1.0313 |
1.0362 |
| PP |
1.0309 |
1.0309 |
1.0309 |
1.0318 |
| S1 |
1.0272 |
1.0272 |
1.0299 |
1.0291 |
| S2 |
1.0238 |
1.0238 |
1.0293 |
|
| S3 |
1.0167 |
1.0201 |
1.0286 |
|
| S4 |
1.0096 |
1.0130 |
1.0267 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0615 |
1.0567 |
1.0364 |
|
| R3 |
1.0509 |
1.0461 |
1.0335 |
|
| R2 |
1.0403 |
1.0403 |
1.0325 |
|
| R1 |
1.0355 |
1.0355 |
1.0316 |
1.0379 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0310 |
| S1 |
1.0249 |
1.0249 |
1.0296 |
1.0273 |
| S2 |
1.0191 |
1.0191 |
1.0287 |
|
| S3 |
1.0085 |
1.0143 |
1.0277 |
|
| S4 |
0.9979 |
1.0037 |
1.0248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0346 |
1.0240 |
0.0106 |
1.0% |
0.0057 |
0.6% |
62% |
True |
False |
20,386 |
| 10 |
1.0379 |
1.0199 |
0.0180 |
1.7% |
0.0062 |
0.6% |
59% |
False |
False |
21,016 |
| 20 |
1.0499 |
1.0199 |
0.0300 |
2.9% |
0.0070 |
0.7% |
36% |
False |
False |
25,273 |
| 40 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0081 |
0.8% |
22% |
False |
False |
15,087 |
| 60 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0082 |
0.8% |
22% |
False |
False |
10,079 |
| 80 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0078 |
0.8% |
22% |
False |
False |
7,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0648 |
|
2.618 |
1.0532 |
|
1.618 |
1.0461 |
|
1.000 |
1.0417 |
|
0.618 |
1.0390 |
|
HIGH |
1.0346 |
|
0.618 |
1.0319 |
|
0.500 |
1.0311 |
|
0.382 |
1.0302 |
|
LOW |
1.0275 |
|
0.618 |
1.0231 |
|
1.000 |
1.0204 |
|
1.618 |
1.0160 |
|
2.618 |
1.0089 |
|
4.250 |
0.9973 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0311 |
1.0311 |
| PP |
1.0309 |
1.0309 |
| S1 |
1.0308 |
1.0308 |
|