CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 10-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0025 |
1.0083 |
0.0058 |
0.6% |
1.0021 |
| High |
1.0101 |
1.0097 |
-0.0004 |
0.0% |
1.0101 |
| Low |
1.0005 |
1.0054 |
0.0049 |
0.5% |
0.9997 |
| Close |
1.0091 |
1.0064 |
-0.0027 |
-0.3% |
1.0064 |
| Range |
0.0096 |
0.0043 |
-0.0053 |
-55.2% |
0.0104 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
40,188 |
24,249 |
-15,939 |
-39.7% |
120,880 |
|
| Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0175 |
1.0088 |
|
| R3 |
1.0158 |
1.0132 |
1.0076 |
|
| R2 |
1.0115 |
1.0115 |
1.0072 |
|
| R1 |
1.0089 |
1.0089 |
1.0068 |
1.0081 |
| PP |
1.0072 |
1.0072 |
1.0072 |
1.0067 |
| S1 |
1.0046 |
1.0046 |
1.0060 |
1.0038 |
| S2 |
1.0029 |
1.0029 |
1.0056 |
|
| S3 |
0.9986 |
1.0003 |
1.0052 |
|
| S4 |
0.9943 |
0.9960 |
1.0040 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0366 |
1.0319 |
1.0121 |
|
| R3 |
1.0262 |
1.0215 |
1.0093 |
|
| R2 |
1.0158 |
1.0158 |
1.0083 |
|
| R1 |
1.0111 |
1.0111 |
1.0074 |
1.0134 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0066 |
| S1 |
1.0007 |
1.0007 |
1.0054 |
1.0031 |
| S2 |
0.9950 |
0.9950 |
1.0045 |
|
| S3 |
0.9846 |
0.9903 |
1.0035 |
|
| S4 |
0.9742 |
0.9799 |
1.0007 |
|
|
| 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% |
0.0054 |
0.5% |
64% |
False |
False |
24,176 |
| 10 |
1.0101 |
0.9991 |
0.0110 |
1.1% |
0.0061 |
0.6% |
66% |
False |
False |
26,053 |
| 20 |
1.0318 |
0.9991 |
0.0327 |
3.2% |
0.0067 |
0.7% |
22% |
False |
False |
27,336 |
| 40 |
1.0499 |
0.9991 |
0.0508 |
5.0% |
0.0068 |
0.7% |
14% |
False |
False |
26,305 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0077 |
0.8% |
11% |
False |
False |
19,170 |
| 80 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0078 |
0.8% |
10% |
False |
False |
14,394 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0076 |
0.8% |
10% |
False |
False |
11,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0280 |
|
2.618 |
1.0210 |
|
1.618 |
1.0167 |
|
1.000 |
1.0140 |
|
0.618 |
1.0124 |
|
HIGH |
1.0097 |
|
0.618 |
1.0081 |
|
0.500 |
1.0076 |
|
0.382 |
1.0070 |
|
LOW |
1.0054 |
|
0.618 |
1.0027 |
|
1.000 |
1.0011 |
|
1.618 |
0.9984 |
|
2.618 |
0.9941 |
|
4.250 |
0.9871 |
|
|
| Fisher Pivots for day following 10-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0060 |
| PP |
1.0072 |
1.0057 |
| S1 |
1.0068 |
1.0053 |
|