CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 13-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0083 |
1.0059 |
-0.0024 |
-0.2% |
1.0021 |
| High |
1.0097 |
1.0086 |
-0.0011 |
-0.1% |
1.0101 |
| Low |
1.0054 |
1.0034 |
-0.0020 |
-0.2% |
0.9997 |
| Close |
1.0064 |
1.0065 |
0.0001 |
0.0% |
1.0064 |
| Range |
0.0043 |
0.0052 |
0.0009 |
20.9% |
0.0104 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
24,249 |
19,411 |
-4,838 |
-20.0% |
120,880 |
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0218 |
1.0193 |
1.0094 |
|
| R3 |
1.0166 |
1.0141 |
1.0079 |
|
| R2 |
1.0114 |
1.0114 |
1.0075 |
|
| R1 |
1.0089 |
1.0089 |
1.0070 |
1.0102 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0068 |
| S1 |
1.0037 |
1.0037 |
1.0060 |
1.0050 |
| S2 |
1.0010 |
1.0010 |
1.0055 |
|
| S3 |
0.9958 |
0.9985 |
1.0051 |
|
| S4 |
0.9906 |
0.9933 |
1.0036 |
|
|
| 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 |
1.0005 |
0.0096 |
1.0% |
0.0053 |
0.5% |
63% |
False |
False |
24,349 |
| 10 |
1.0101 |
0.9991 |
0.0110 |
1.1% |
0.0060 |
0.6% |
67% |
False |
False |
25,231 |
| 20 |
1.0307 |
0.9991 |
0.0316 |
3.1% |
0.0067 |
0.7% |
23% |
False |
False |
27,363 |
| 40 |
1.0488 |
0.9991 |
0.0497 |
4.9% |
0.0068 |
0.7% |
15% |
False |
False |
26,187 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0076 |
0.8% |
11% |
False |
False |
19,492 |
| 80 |
1.0686 |
0.9991 |
0.0695 |
6.9% |
0.0077 |
0.8% |
11% |
False |
False |
14,636 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0076 |
0.8% |
10% |
False |
False |
11,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0307 |
|
2.618 |
1.0222 |
|
1.618 |
1.0170 |
|
1.000 |
1.0138 |
|
0.618 |
1.0118 |
|
HIGH |
1.0086 |
|
0.618 |
1.0066 |
|
0.500 |
1.0060 |
|
0.382 |
1.0054 |
|
LOW |
1.0034 |
|
0.618 |
1.0002 |
|
1.000 |
0.9982 |
|
1.618 |
0.9950 |
|
2.618 |
0.9898 |
|
4.250 |
0.9813 |
|
|
| Fisher Pivots for day following 13-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0063 |
1.0061 |
| PP |
1.0062 |
1.0057 |
| S1 |
1.0060 |
1.0053 |
|