CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0021 |
1.0052 |
0.0031 |
0.3% |
1.0055 |
| High |
1.0054 |
1.0052 |
-0.0002 |
0.0% |
1.0092 |
| Low |
0.9997 |
1.0006 |
0.0009 |
0.1% |
0.9991 |
| Close |
1.0047 |
1.0028 |
-0.0019 |
-0.2% |
1.0019 |
| Range |
0.0057 |
0.0046 |
-0.0011 |
-19.3% |
0.0101 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
18,545 |
22,177 |
3,632 |
19.6% |
139,653 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0167 |
1.0143 |
1.0053 |
|
| R3 |
1.0121 |
1.0097 |
1.0041 |
|
| R2 |
1.0075 |
1.0075 |
1.0036 |
|
| R1 |
1.0051 |
1.0051 |
1.0032 |
1.0040 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0023 |
| S1 |
1.0005 |
1.0005 |
1.0024 |
0.9994 |
| S2 |
0.9983 |
0.9983 |
1.0020 |
|
| S3 |
0.9937 |
0.9959 |
1.0015 |
|
| S4 |
0.9891 |
0.9913 |
1.0003 |
|
|
| 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% |
0.0067 |
0.7% |
40% |
False |
False |
25,107 |
| 10 |
1.0166 |
0.9991 |
0.0175 |
1.7% |
0.0069 |
0.7% |
21% |
False |
False |
29,031 |
| 20 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0067 |
0.7% |
10% |
False |
False |
26,529 |
| 40 |
1.0515 |
0.9991 |
0.0524 |
5.2% |
0.0071 |
0.7% |
7% |
False |
False |
26,129 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0078 |
0.8% |
5% |
False |
False |
17,838 |
| 80 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0080 |
0.8% |
5% |
False |
False |
13,393 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0075 |
0.8% |
5% |
False |
False |
10,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0248 |
|
2.618 |
1.0172 |
|
1.618 |
1.0126 |
|
1.000 |
1.0098 |
|
0.618 |
1.0080 |
|
HIGH |
1.0052 |
|
0.618 |
1.0034 |
|
0.500 |
1.0029 |
|
0.382 |
1.0024 |
|
LOW |
1.0006 |
|
0.618 |
0.9978 |
|
1.000 |
0.9960 |
|
1.618 |
0.9932 |
|
2.618 |
0.9886 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0029 |
1.0041 |
| PP |
1.0029 |
1.0036 |
| S1 |
1.0028 |
1.0032 |
|