CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0302 |
1.0294 |
-0.0008 |
-0.1% |
1.0267 |
| High |
1.0318 |
1.0299 |
-0.0019 |
-0.2% |
1.0346 |
| Low |
1.0277 |
1.0234 |
-0.0043 |
-0.4% |
1.0240 |
| Close |
1.0287 |
1.0264 |
-0.0023 |
-0.2% |
1.0306 |
| Range |
0.0041 |
0.0065 |
0.0024 |
58.5% |
0.0106 |
| ATR |
0.0071 |
0.0070 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
18,870 |
24,175 |
5,305 |
28.1% |
101,934 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0461 |
1.0427 |
1.0300 |
|
| R3 |
1.0396 |
1.0362 |
1.0282 |
|
| R2 |
1.0331 |
1.0331 |
1.0276 |
|
| R1 |
1.0297 |
1.0297 |
1.0270 |
1.0282 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0258 |
| S1 |
1.0232 |
1.0232 |
1.0258 |
1.0217 |
| S2 |
1.0201 |
1.0201 |
1.0252 |
|
| S3 |
1.0136 |
1.0167 |
1.0246 |
|
| S4 |
1.0071 |
1.0102 |
1.0228 |
|
|
| 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 |
1.0234 |
0.0112 |
1.1% |
0.0057 |
0.6% |
27% |
False |
True |
21,409 |
| 10 |
1.0347 |
1.0199 |
0.0148 |
1.4% |
0.0058 |
0.6% |
44% |
False |
False |
20,441 |
| 20 |
1.0488 |
1.0199 |
0.0289 |
2.8% |
0.0069 |
0.7% |
22% |
False |
False |
25,045 |
| 40 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0080 |
0.8% |
13% |
False |
False |
16,158 |
| 60 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0081 |
0.8% |
13% |
False |
False |
10,796 |
| 80 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0078 |
0.8% |
13% |
False |
False |
8,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0575 |
|
2.618 |
1.0469 |
|
1.618 |
1.0404 |
|
1.000 |
1.0364 |
|
0.618 |
1.0339 |
|
HIGH |
1.0299 |
|
0.618 |
1.0274 |
|
0.500 |
1.0267 |
|
0.382 |
1.0259 |
|
LOW |
1.0234 |
|
0.618 |
1.0194 |
|
1.000 |
1.0169 |
|
1.618 |
1.0129 |
|
2.618 |
1.0064 |
|
4.250 |
0.9958 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0267 |
1.0290 |
| PP |
1.0266 |
1.0281 |
| S1 |
1.0265 |
1.0273 |
|