CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0141 |
1.0056 |
-0.0085 |
-0.8% |
1.0190 |
| High |
1.0157 |
1.0061 |
-0.0096 |
-0.9% |
1.0206 |
| Low |
1.0052 |
0.9993 |
-0.0059 |
-0.6% |
0.9993 |
| Close |
1.0057 |
1.0045 |
-0.0012 |
-0.1% |
1.0045 |
| Range |
0.0105 |
0.0068 |
-0.0037 |
-35.2% |
0.0213 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
37,996 |
36,368 |
-1,628 |
-4.3% |
158,046 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0209 |
1.0082 |
|
| R3 |
1.0169 |
1.0141 |
1.0064 |
|
| R2 |
1.0101 |
1.0101 |
1.0057 |
|
| R1 |
1.0073 |
1.0073 |
1.0051 |
1.0053 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0023 |
| S1 |
1.0005 |
1.0005 |
1.0039 |
0.9985 |
| S2 |
0.9965 |
0.9965 |
1.0033 |
|
| S3 |
0.9897 |
0.9937 |
1.0026 |
|
| S4 |
0.9829 |
0.9869 |
1.0008 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0596 |
1.0162 |
|
| R3 |
1.0507 |
1.0383 |
1.0104 |
|
| R2 |
1.0294 |
1.0294 |
1.0084 |
|
| R1 |
1.0170 |
1.0170 |
1.0065 |
1.0126 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0059 |
| S1 |
0.9957 |
0.9957 |
1.0025 |
0.9913 |
| S2 |
0.9868 |
0.9868 |
1.0006 |
|
| S3 |
0.9655 |
0.9744 |
0.9986 |
|
| S4 |
0.9442 |
0.9531 |
0.9928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0206 |
0.9993 |
0.0213 |
2.1% |
0.0074 |
0.7% |
24% |
False |
True |
31,609 |
| 10 |
1.0318 |
0.9993 |
0.0325 |
3.2% |
0.0072 |
0.7% |
16% |
False |
True |
28,620 |
| 20 |
1.0379 |
0.9993 |
0.0386 |
3.8% |
0.0067 |
0.7% |
13% |
False |
True |
24,818 |
| 40 |
1.0681 |
0.9993 |
0.0688 |
6.8% |
0.0076 |
0.8% |
8% |
False |
True |
22,189 |
| 60 |
1.0683 |
0.9993 |
0.0690 |
6.9% |
0.0080 |
0.8% |
8% |
False |
True |
14,845 |
| 80 |
1.0696 |
0.9993 |
0.0703 |
7.0% |
0.0080 |
0.8% |
7% |
False |
True |
11,139 |
| 100 |
1.0696 |
0.9993 |
0.0703 |
7.0% |
0.0073 |
0.7% |
7% |
False |
True |
8,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0350 |
|
2.618 |
1.0239 |
|
1.618 |
1.0171 |
|
1.000 |
1.0129 |
|
0.618 |
1.0103 |
|
HIGH |
1.0061 |
|
0.618 |
1.0035 |
|
0.500 |
1.0027 |
|
0.382 |
1.0019 |
|
LOW |
0.9993 |
|
0.618 |
0.9951 |
|
1.000 |
0.9925 |
|
1.618 |
0.9883 |
|
2.618 |
0.9815 |
|
4.250 |
0.9704 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0039 |
1.0080 |
| PP |
1.0033 |
1.0068 |
| S1 |
1.0027 |
1.0057 |
|