CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0190 |
1.0187 |
-0.0003 |
0.0% |
1.0302 |
| High |
1.0206 |
1.0199 |
-0.0007 |
-0.1% |
1.0318 |
| Low |
1.0156 |
1.0122 |
-0.0034 |
-0.3% |
1.0186 |
| Close |
1.0171 |
1.0149 |
-0.0022 |
-0.2% |
1.0190 |
| Range |
0.0050 |
0.0077 |
0.0027 |
54.0% |
0.0132 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.6% |
0.0000 |
| Volume |
24,542 |
23,563 |
-979 |
-4.0% |
128,159 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0388 |
1.0345 |
1.0191 |
|
| R3 |
1.0311 |
1.0268 |
1.0170 |
|
| R2 |
1.0234 |
1.0234 |
1.0163 |
|
| R1 |
1.0191 |
1.0191 |
1.0156 |
1.0174 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0148 |
| S1 |
1.0114 |
1.0114 |
1.0142 |
1.0097 |
| S2 |
1.0080 |
1.0080 |
1.0135 |
|
| S3 |
1.0003 |
1.0037 |
1.0128 |
|
| S4 |
0.9926 |
0.9960 |
1.0107 |
|
|
| 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 |
1.0307 |
1.0122 |
0.0185 |
1.8% |
0.0075 |
0.7% |
15% |
False |
True |
26,643 |
| 10 |
1.0346 |
1.0122 |
0.0224 |
2.2% |
0.0066 |
0.7% |
12% |
False |
True |
24,026 |
| 20 |
1.0392 |
1.0122 |
0.0270 |
2.7% |
0.0065 |
0.6% |
10% |
False |
True |
23,485 |
| 40 |
1.0683 |
1.0122 |
0.0561 |
5.5% |
0.0079 |
0.8% |
5% |
False |
True |
19,469 |
| 60 |
1.0683 |
1.0122 |
0.0561 |
5.5% |
0.0079 |
0.8% |
5% |
False |
True |
13,013 |
| 80 |
1.0696 |
1.0122 |
0.0574 |
5.7% |
0.0079 |
0.8% |
5% |
False |
True |
9,765 |
| 100 |
1.0696 |
1.0122 |
0.0574 |
5.7% |
0.0071 |
0.7% |
5% |
False |
True |
7,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0526 |
|
2.618 |
1.0401 |
|
1.618 |
1.0324 |
|
1.000 |
1.0276 |
|
0.618 |
1.0247 |
|
HIGH |
1.0199 |
|
0.618 |
1.0170 |
|
0.500 |
1.0161 |
|
0.382 |
1.0151 |
|
LOW |
1.0122 |
|
0.618 |
1.0074 |
|
1.000 |
1.0045 |
|
1.618 |
0.9997 |
|
2.618 |
0.9920 |
|
4.250 |
0.9795 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0161 |
1.0204 |
| PP |
1.0157 |
1.0186 |
| S1 |
1.0153 |
1.0167 |
|