CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 09-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0029 |
1.0025 |
-0.0004 |
0.0% |
1.0055 |
| High |
1.0044 |
1.0101 |
0.0057 |
0.6% |
1.0092 |
| Low |
1.0018 |
1.0005 |
-0.0013 |
-0.1% |
0.9991 |
| Close |
1.0023 |
1.0091 |
0.0068 |
0.7% |
1.0019 |
| Range |
0.0026 |
0.0096 |
0.0070 |
269.2% |
0.0101 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.2% |
0.0000 |
| Volume |
15,721 |
40,188 |
24,467 |
155.6% |
139,653 |
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0354 |
1.0318 |
1.0144 |
|
| R3 |
1.0258 |
1.0222 |
1.0117 |
|
| R2 |
1.0162 |
1.0162 |
1.0109 |
|
| R1 |
1.0126 |
1.0126 |
1.0100 |
1.0144 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0075 |
| S1 |
1.0030 |
1.0030 |
1.0082 |
1.0048 |
| S2 |
0.9970 |
0.9970 |
1.0073 |
|
| S3 |
0.9874 |
0.9934 |
1.0065 |
|
| S4 |
0.9778 |
0.9838 |
1.0038 |
|
|
| 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 |
1.0101 |
0.9997 |
0.0104 |
1.0% |
0.0061 |
0.6% |
90% |
True |
False |
24,553 |
| 10 |
1.0101 |
0.9991 |
0.0110 |
1.1% |
0.0063 |
0.6% |
91% |
True |
False |
27,265 |
| 20 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0068 |
0.7% |
28% |
False |
False |
27,331 |
| 40 |
1.0515 |
0.9991 |
0.0524 |
5.2% |
0.0069 |
0.7% |
19% |
False |
False |
26,483 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0077 |
0.8% |
14% |
False |
False |
18,767 |
| 80 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0079 |
0.8% |
14% |
False |
False |
14,092 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0076 |
0.7% |
14% |
False |
False |
11,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0509 |
|
2.618 |
1.0352 |
|
1.618 |
1.0256 |
|
1.000 |
1.0197 |
|
0.618 |
1.0160 |
|
HIGH |
1.0101 |
|
0.618 |
1.0064 |
|
0.500 |
1.0053 |
|
0.382 |
1.0042 |
|
LOW |
1.0005 |
|
0.618 |
0.9946 |
|
1.000 |
0.9909 |
|
1.618 |
0.9850 |
|
2.618 |
0.9754 |
|
4.250 |
0.9597 |
|
|
| Fisher Pivots for day following 09-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0078 |
| PP |
1.0066 |
1.0066 |
| S1 |
1.0053 |
1.0053 |
|