CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 06-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0034 |
1.0021 |
-0.0013 |
-0.1% |
1.0055 |
| High |
1.0084 |
1.0054 |
-0.0030 |
-0.3% |
1.0092 |
| Low |
1.0002 |
0.9997 |
-0.0005 |
0.0% |
0.9991 |
| Close |
1.0019 |
1.0047 |
0.0028 |
0.3% |
1.0019 |
| Range |
0.0082 |
0.0057 |
-0.0025 |
-30.5% |
0.0101 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
26,138 |
18,545 |
-7,593 |
-29.0% |
139,653 |
|
| Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0204 |
1.0182 |
1.0078 |
|
| R3 |
1.0147 |
1.0125 |
1.0063 |
|
| R2 |
1.0090 |
1.0090 |
1.0057 |
|
| R1 |
1.0068 |
1.0068 |
1.0052 |
1.0079 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0038 |
| S1 |
1.0011 |
1.0011 |
1.0042 |
1.0022 |
| S2 |
0.9976 |
0.9976 |
1.0037 |
|
| S3 |
0.9919 |
0.9954 |
1.0031 |
|
| S4 |
0.9862 |
0.9897 |
1.0016 |
|
|
| 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 |
1.0084 |
0.9991 |
0.0093 |
0.9% |
0.0068 |
0.7% |
60% |
False |
False |
26,114 |
| 10 |
1.0199 |
0.9991 |
0.0208 |
2.1% |
0.0072 |
0.7% |
27% |
False |
False |
29,170 |
| 20 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0068 |
0.7% |
16% |
False |
False |
26,599 |
| 40 |
1.0539 |
0.9991 |
0.0548 |
5.5% |
0.0071 |
0.7% |
10% |
False |
False |
25,828 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0079 |
0.8% |
8% |
False |
False |
17,470 |
| 80 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0080 |
0.8% |
8% |
False |
False |
13,116 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0075 |
0.7% |
8% |
False |
False |
10,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0296 |
|
2.618 |
1.0203 |
|
1.618 |
1.0146 |
|
1.000 |
1.0111 |
|
0.618 |
1.0089 |
|
HIGH |
1.0054 |
|
0.618 |
1.0032 |
|
0.500 |
1.0026 |
|
0.382 |
1.0019 |
|
LOW |
0.9997 |
|
0.618 |
0.9962 |
|
1.000 |
0.9940 |
|
1.618 |
0.9905 |
|
2.618 |
0.9848 |
|
4.250 |
0.9755 |
|
|
| Fisher Pivots for day following 06-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0040 |
1.0044 |
| PP |
1.0033 |
1.0042 |
| S1 |
1.0026 |
1.0039 |
|