CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0262 |
1.0231 |
-0.0031 |
-0.3% |
1.0267 |
| High |
1.0270 |
1.0307 |
0.0037 |
0.4% |
1.0346 |
| Low |
1.0204 |
1.0226 |
0.0022 |
0.2% |
1.0240 |
| Close |
1.0236 |
1.0278 |
0.0042 |
0.4% |
1.0306 |
| Range |
0.0066 |
0.0081 |
0.0015 |
22.7% |
0.0106 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.1% |
0.0000 |
| Volume |
20,220 |
31,422 |
11,202 |
55.4% |
101,934 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0477 |
1.0323 |
|
| R3 |
1.0432 |
1.0396 |
1.0300 |
|
| R2 |
1.0351 |
1.0351 |
1.0293 |
|
| R1 |
1.0315 |
1.0315 |
1.0285 |
1.0333 |
| PP |
1.0270 |
1.0270 |
1.0270 |
1.0280 |
| S1 |
1.0234 |
1.0234 |
1.0271 |
1.0252 |
| S2 |
1.0189 |
1.0189 |
1.0263 |
|
| S3 |
1.0108 |
1.0153 |
1.0256 |
|
| S4 |
1.0027 |
1.0072 |
1.0233 |
|
|
| 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% |
0.0065 |
0.6% |
52% |
False |
False |
23,767 |
| 10 |
1.0346 |
1.0199 |
0.0147 |
1.4% |
0.0062 |
0.6% |
54% |
False |
False |
22,145 |
| 20 |
1.0428 |
1.0199 |
0.0229 |
2.2% |
0.0066 |
0.6% |
34% |
False |
False |
24,161 |
| 40 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0080 |
0.8% |
16% |
False |
False |
17,443 |
| 60 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0081 |
0.8% |
16% |
False |
False |
11,656 |
| 80 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0078 |
0.8% |
16% |
False |
False |
8,746 |
| 100 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0070 |
0.7% |
16% |
False |
False |
7,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0651 |
|
2.618 |
1.0519 |
|
1.618 |
1.0438 |
|
1.000 |
1.0388 |
|
0.618 |
1.0357 |
|
HIGH |
1.0307 |
|
0.618 |
1.0276 |
|
0.500 |
1.0267 |
|
0.382 |
1.0257 |
|
LOW |
1.0226 |
|
0.618 |
1.0176 |
|
1.000 |
1.0145 |
|
1.618 |
1.0095 |
|
2.618 |
1.0014 |
|
4.250 |
0.9882 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0274 |
1.0271 |
| PP |
1.0270 |
1.0263 |
| S1 |
1.0267 |
1.0256 |
|