CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0231 |
1.0278 |
0.0047 |
0.5% |
1.0302 |
| High |
1.0307 |
1.0286 |
-0.0021 |
-0.2% |
1.0318 |
| Low |
1.0226 |
1.0186 |
-0.0040 |
-0.4% |
1.0186 |
| Close |
1.0278 |
1.0190 |
-0.0088 |
-0.9% |
1.0190 |
| Range |
0.0081 |
0.0100 |
0.0019 |
23.5% |
0.0132 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
3.0% |
0.0000 |
| Volume |
31,422 |
33,472 |
2,050 |
6.5% |
128,159 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0455 |
1.0245 |
|
| R3 |
1.0421 |
1.0355 |
1.0218 |
|
| R2 |
1.0321 |
1.0321 |
1.0208 |
|
| R1 |
1.0255 |
1.0255 |
1.0199 |
1.0238 |
| PP |
1.0221 |
1.0221 |
1.0221 |
1.0212 |
| S1 |
1.0155 |
1.0155 |
1.0181 |
1.0138 |
| S2 |
1.0121 |
1.0121 |
1.0172 |
|
| S3 |
1.0021 |
1.0055 |
1.0163 |
|
| S4 |
0.9921 |
0.9955 |
1.0135 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0627 |
1.0541 |
1.0263 |
|
| R3 |
1.0495 |
1.0409 |
1.0226 |
|
| R2 |
1.0363 |
1.0363 |
1.0214 |
|
| R1 |
1.0277 |
1.0277 |
1.0202 |
1.0254 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0220 |
| S1 |
1.0145 |
1.0145 |
1.0178 |
1.0122 |
| S2 |
1.0099 |
1.0099 |
1.0166 |
|
| S3 |
0.9967 |
1.0013 |
1.0154 |
|
| S4 |
0.9835 |
0.9881 |
1.0117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0318 |
1.0186 |
0.0132 |
1.3% |
0.0071 |
0.7% |
3% |
False |
True |
25,631 |
| 10 |
1.0346 |
1.0186 |
0.0160 |
1.6% |
0.0064 |
0.6% |
3% |
False |
True |
23,009 |
| 20 |
1.0428 |
1.0186 |
0.0242 |
2.4% |
0.0069 |
0.7% |
2% |
False |
True |
24,394 |
| 40 |
1.0683 |
1.0186 |
0.0497 |
4.9% |
0.0081 |
0.8% |
1% |
False |
True |
18,277 |
| 60 |
1.0683 |
1.0186 |
0.0497 |
4.9% |
0.0080 |
0.8% |
1% |
False |
True |
12,212 |
| 80 |
1.0696 |
1.0186 |
0.0510 |
5.0% |
0.0079 |
0.8% |
1% |
False |
True |
9,164 |
| 100 |
1.0696 |
1.0186 |
0.0510 |
5.0% |
0.0070 |
0.7% |
1% |
False |
True |
7,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0711 |
|
2.618 |
1.0548 |
|
1.618 |
1.0448 |
|
1.000 |
1.0386 |
|
0.618 |
1.0348 |
|
HIGH |
1.0286 |
|
0.618 |
1.0248 |
|
0.500 |
1.0236 |
|
0.382 |
1.0224 |
|
LOW |
1.0186 |
|
0.618 |
1.0124 |
|
1.000 |
1.0086 |
|
1.618 |
1.0024 |
|
2.618 |
0.9924 |
|
4.250 |
0.9761 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0236 |
1.0247 |
| PP |
1.0221 |
1.0228 |
| S1 |
1.0205 |
1.0209 |
|