CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 17-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0080 |
-0.0045 |
-0.4% |
1.0059 |
| High |
1.0136 |
1.0143 |
0.0007 |
0.1% |
1.0176 |
| Low |
1.0073 |
1.0076 |
0.0003 |
0.0% |
1.0034 |
| Close |
1.0082 |
1.0134 |
0.0052 |
0.5% |
1.0134 |
| Range |
0.0063 |
0.0067 |
0.0004 |
6.3% |
0.0142 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0000 |
| Volume |
20,427 |
22,939 |
2,512 |
12.3% |
117,858 |
|
| Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0319 |
1.0293 |
1.0171 |
|
| R3 |
1.0252 |
1.0226 |
1.0152 |
|
| R2 |
1.0185 |
1.0185 |
1.0146 |
|
| R1 |
1.0159 |
1.0159 |
1.0140 |
1.0172 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0124 |
| S1 |
1.0092 |
1.0092 |
1.0128 |
1.0105 |
| S2 |
1.0051 |
1.0051 |
1.0122 |
|
| S3 |
0.9984 |
1.0025 |
1.0116 |
|
| S4 |
0.9917 |
0.9958 |
1.0097 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0479 |
1.0212 |
|
| R3 |
1.0399 |
1.0337 |
1.0173 |
|
| R2 |
1.0257 |
1.0257 |
1.0160 |
|
| R1 |
1.0195 |
1.0195 |
1.0147 |
1.0226 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0130 |
| S1 |
1.0053 |
1.0053 |
1.0121 |
1.0084 |
| S2 |
0.9973 |
0.9973 |
1.0108 |
|
| S3 |
0.9831 |
0.9911 |
1.0095 |
|
| S4 |
0.9689 |
0.9769 |
1.0056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0176 |
1.0034 |
0.0142 |
1.4% |
0.0068 |
0.7% |
70% |
False |
False |
23,571 |
| 10 |
1.0176 |
0.9997 |
0.0179 |
1.8% |
0.0061 |
0.6% |
77% |
False |
False |
23,873 |
| 20 |
1.0206 |
0.9991 |
0.0215 |
2.1% |
0.0066 |
0.7% |
67% |
False |
False |
26,821 |
| 40 |
1.0428 |
0.9991 |
0.0437 |
4.3% |
0.0067 |
0.7% |
33% |
False |
False |
25,607 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0076 |
0.8% |
21% |
False |
False |
21,125 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0076 |
0.8% |
21% |
False |
False |
15,864 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0076 |
0.8% |
20% |
False |
False |
12,695 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0069 |
0.7% |
20% |
False |
False |
10,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0318 |
|
1.618 |
1.0251 |
|
1.000 |
1.0210 |
|
0.618 |
1.0184 |
|
HIGH |
1.0143 |
|
0.618 |
1.0117 |
|
0.500 |
1.0110 |
|
0.382 |
1.0102 |
|
LOW |
1.0076 |
|
0.618 |
1.0035 |
|
1.000 |
1.0009 |
|
1.618 |
0.9968 |
|
2.618 |
0.9901 |
|
4.250 |
0.9791 |
|
|
| Fisher Pivots for day following 17-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0126 |
1.0131 |
| PP |
1.0118 |
1.0128 |
| S1 |
1.0110 |
1.0125 |
|