CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 03-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0001 |
1.0034 |
0.0033 |
0.3% |
1.0055 |
| High |
1.0078 |
1.0084 |
0.0006 |
0.1% |
1.0092 |
| Low |
0.9994 |
1.0002 |
0.0008 |
0.1% |
0.9991 |
| Close |
1.0036 |
1.0019 |
-0.0017 |
-0.2% |
1.0019 |
| Range |
0.0084 |
0.0082 |
-0.0002 |
-2.4% |
0.0101 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.0% |
0.0000 |
| Volume |
31,442 |
26,138 |
-5,304 |
-16.9% |
139,653 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0281 |
1.0232 |
1.0064 |
|
| R3 |
1.0199 |
1.0150 |
1.0042 |
|
| R2 |
1.0117 |
1.0117 |
1.0034 |
|
| R1 |
1.0068 |
1.0068 |
1.0027 |
1.0052 |
| PP |
1.0035 |
1.0035 |
1.0035 |
1.0027 |
| S1 |
0.9986 |
0.9986 |
1.0011 |
0.9970 |
| S2 |
0.9953 |
0.9953 |
1.0004 |
|
| S3 |
0.9871 |
0.9904 |
0.9996 |
|
| S4 |
0.9789 |
0.9822 |
0.9974 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0279 |
1.0075 |
|
| R3 |
1.0236 |
1.0178 |
1.0047 |
|
| R2 |
1.0135 |
1.0135 |
1.0038 |
|
| R1 |
1.0077 |
1.0077 |
1.0028 |
1.0056 |
| PP |
1.0034 |
1.0034 |
1.0034 |
1.0023 |
| S1 |
0.9976 |
0.9976 |
1.0010 |
0.9955 |
| S2 |
0.9933 |
0.9933 |
1.0000 |
|
| S3 |
0.9832 |
0.9875 |
0.9991 |
|
| S4 |
0.9731 |
0.9774 |
0.9963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0092 |
0.9991 |
0.0101 |
1.0% |
0.0068 |
0.7% |
28% |
False |
False |
27,930 |
| 10 |
1.0206 |
0.9991 |
0.0215 |
2.1% |
0.0071 |
0.7% |
13% |
False |
False |
29,769 |
| 20 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0067 |
0.7% |
8% |
False |
False |
26,389 |
| 40 |
1.0634 |
0.9991 |
0.0643 |
6.4% |
0.0073 |
0.7% |
4% |
False |
False |
25,525 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0079 |
0.8% |
4% |
False |
False |
17,166 |
| 80 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0080 |
0.8% |
4% |
False |
False |
12,885 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0075 |
0.7% |
4% |
False |
False |
10,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0433 |
|
2.618 |
1.0299 |
|
1.618 |
1.0217 |
|
1.000 |
1.0166 |
|
0.618 |
1.0135 |
|
HIGH |
1.0084 |
|
0.618 |
1.0053 |
|
0.500 |
1.0043 |
|
0.382 |
1.0033 |
|
LOW |
1.0002 |
|
0.618 |
0.9951 |
|
1.000 |
0.9920 |
|
1.618 |
0.9869 |
|
2.618 |
0.9787 |
|
4.250 |
0.9654 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0043 |
1.0038 |
| PP |
1.0035 |
1.0031 |
| S1 |
1.0027 |
1.0025 |
|