CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0080 |
1.0120 |
0.0040 |
0.4% |
1.0059 |
| High |
1.0143 |
1.0140 |
-0.0003 |
0.0% |
1.0176 |
| Low |
1.0076 |
1.0080 |
0.0004 |
0.0% |
1.0034 |
| Close |
1.0134 |
1.0085 |
-0.0049 |
-0.5% |
1.0134 |
| Range |
0.0067 |
0.0060 |
-0.0007 |
-10.4% |
0.0142 |
| ATR |
0.0067 |
0.0066 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
22,939 |
21,781 |
-1,158 |
-5.0% |
117,858 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0282 |
1.0243 |
1.0118 |
|
| R3 |
1.0222 |
1.0183 |
1.0102 |
|
| R2 |
1.0162 |
1.0162 |
1.0096 |
|
| R1 |
1.0123 |
1.0123 |
1.0091 |
1.0113 |
| PP |
1.0102 |
1.0102 |
1.0102 |
1.0096 |
| S1 |
1.0063 |
1.0063 |
1.0080 |
1.0053 |
| S2 |
1.0042 |
1.0042 |
1.0074 |
|
| S3 |
0.9982 |
1.0003 |
1.0069 |
|
| S4 |
0.9922 |
0.9943 |
1.0052 |
|
|
| 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 |
1.0050 |
0.0126 |
1.2% |
0.0069 |
0.7% |
28% |
False |
False |
24,045 |
| 10 |
1.0176 |
1.0005 |
0.0171 |
1.7% |
0.0061 |
0.6% |
47% |
False |
False |
24,197 |
| 20 |
1.0199 |
0.9991 |
0.0208 |
2.1% |
0.0066 |
0.7% |
45% |
False |
False |
26,683 |
| 40 |
1.0416 |
0.9991 |
0.0425 |
4.2% |
0.0066 |
0.7% |
22% |
False |
False |
25,310 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0075 |
0.7% |
14% |
False |
False |
21,484 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0076 |
0.8% |
14% |
False |
False |
16,136 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0076 |
0.8% |
13% |
False |
False |
12,913 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0070 |
0.7% |
13% |
False |
False |
10,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0395 |
|
2.618 |
1.0297 |
|
1.618 |
1.0237 |
|
1.000 |
1.0200 |
|
0.618 |
1.0177 |
|
HIGH |
1.0140 |
|
0.618 |
1.0117 |
|
0.500 |
1.0110 |
|
0.382 |
1.0103 |
|
LOW |
1.0080 |
|
0.618 |
1.0043 |
|
1.000 |
1.0020 |
|
1.618 |
0.9983 |
|
2.618 |
0.9923 |
|
4.250 |
0.9825 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0110 |
1.0108 |
| PP |
1.0102 |
1.0100 |
| S1 |
1.0093 |
1.0093 |
|