CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0294 |
1.0262 |
-0.0032 |
-0.3% |
1.0267 |
| High |
1.0299 |
1.0270 |
-0.0029 |
-0.3% |
1.0346 |
| Low |
1.0234 |
1.0204 |
-0.0030 |
-0.3% |
1.0240 |
| Close |
1.0264 |
1.0236 |
-0.0028 |
-0.3% |
1.0306 |
| Range |
0.0065 |
0.0066 |
0.0001 |
1.5% |
0.0106 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
24,175 |
20,220 |
-3,955 |
-16.4% |
101,934 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0435 |
1.0401 |
1.0272 |
|
| R3 |
1.0369 |
1.0335 |
1.0254 |
|
| R2 |
1.0303 |
1.0303 |
1.0248 |
|
| R1 |
1.0269 |
1.0269 |
1.0242 |
1.0253 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0229 |
| S1 |
1.0203 |
1.0203 |
1.0230 |
1.0187 |
| S2 |
1.0171 |
1.0171 |
1.0224 |
|
| S3 |
1.0105 |
1.0137 |
1.0218 |
|
| S4 |
1.0039 |
1.0071 |
1.0200 |
|
|
| 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 |
1.0204 |
0.0142 |
1.4% |
0.0060 |
0.6% |
23% |
False |
True |
21,568 |
| 10 |
1.0346 |
1.0199 |
0.0147 |
1.4% |
0.0060 |
0.6% |
25% |
False |
False |
20,751 |
| 20 |
1.0428 |
1.0199 |
0.0229 |
2.2% |
0.0065 |
0.6% |
16% |
False |
False |
24,146 |
| 40 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0080 |
0.8% |
8% |
False |
False |
16,663 |
| 60 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0081 |
0.8% |
8% |
False |
False |
11,133 |
| 80 |
1.0696 |
1.0199 |
0.0497 |
4.9% |
0.0079 |
0.8% |
7% |
False |
False |
8,353 |
| 100 |
1.0696 |
1.0199 |
0.0497 |
4.9% |
0.0070 |
0.7% |
7% |
False |
False |
6,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0551 |
|
2.618 |
1.0443 |
|
1.618 |
1.0377 |
|
1.000 |
1.0336 |
|
0.618 |
1.0311 |
|
HIGH |
1.0270 |
|
0.618 |
1.0245 |
|
0.500 |
1.0237 |
|
0.382 |
1.0229 |
|
LOW |
1.0204 |
|
0.618 |
1.0163 |
|
1.000 |
1.0138 |
|
1.618 |
1.0097 |
|
2.618 |
1.0031 |
|
4.250 |
0.9924 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0237 |
1.0261 |
| PP |
1.0237 |
1.0253 |
| S1 |
1.0236 |
1.0244 |
|