CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0057 |
1.0127 |
0.0070 |
0.7% |
1.0021 |
| High |
1.0141 |
1.0176 |
0.0035 |
0.3% |
1.0101 |
| Low |
1.0050 |
1.0110 |
0.0060 |
0.6% |
0.9997 |
| Close |
1.0126 |
1.0134 |
0.0008 |
0.1% |
1.0064 |
| Range |
0.0091 |
0.0066 |
-0.0025 |
-27.5% |
0.0104 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
24,861 |
30,220 |
5,359 |
21.6% |
120,880 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0302 |
1.0170 |
|
| R3 |
1.0272 |
1.0236 |
1.0152 |
|
| R2 |
1.0206 |
1.0206 |
1.0146 |
|
| R1 |
1.0170 |
1.0170 |
1.0140 |
1.0188 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0149 |
| S1 |
1.0104 |
1.0104 |
1.0128 |
1.0122 |
| S2 |
1.0074 |
1.0074 |
1.0122 |
|
| S3 |
1.0008 |
1.0038 |
1.0116 |
|
| S4 |
0.9942 |
0.9972 |
1.0098 |
|
|
| 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 |
1.0176 |
1.0005 |
0.0171 |
1.7% |
0.0070 |
0.7% |
75% |
True |
False |
27,785 |
| 10 |
1.0176 |
0.9994 |
0.0182 |
1.8% |
0.0064 |
0.6% |
77% |
True |
False |
25,295 |
| 20 |
1.0307 |
0.9991 |
0.0316 |
3.1% |
0.0068 |
0.7% |
45% |
False |
False |
27,898 |
| 40 |
1.0428 |
0.9991 |
0.0437 |
4.3% |
0.0067 |
0.7% |
33% |
False |
False |
26,022 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0076 |
0.7% |
21% |
False |
False |
20,408 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0078 |
0.8% |
21% |
False |
False |
15,324 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0077 |
0.8% |
20% |
False |
False |
12,262 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0069 |
0.7% |
20% |
False |
False |
10,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0457 |
|
2.618 |
1.0349 |
|
1.618 |
1.0283 |
|
1.000 |
1.0242 |
|
0.618 |
1.0217 |
|
HIGH |
1.0176 |
|
0.618 |
1.0151 |
|
0.500 |
1.0143 |
|
0.382 |
1.0135 |
|
LOW |
1.0110 |
|
0.618 |
1.0069 |
|
1.000 |
1.0044 |
|
1.618 |
1.0003 |
|
2.618 |
0.9937 |
|
4.250 |
0.9830 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0124 |
| PP |
1.0140 |
1.0115 |
| S1 |
1.0137 |
1.0105 |
|