CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0082 |
-0.0038 |
-0.4% |
1.0059 |
| High |
1.0140 |
1.0119 |
-0.0021 |
-0.2% |
1.0176 |
| Low |
1.0080 |
1.0069 |
-0.0011 |
-0.1% |
1.0034 |
| Close |
1.0085 |
1.0097 |
0.0012 |
0.1% |
1.0134 |
| Range |
0.0060 |
0.0050 |
-0.0010 |
-16.7% |
0.0142 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
21,781 |
20,843 |
-938 |
-4.3% |
117,858 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0221 |
1.0125 |
|
| R3 |
1.0195 |
1.0171 |
1.0111 |
|
| R2 |
1.0145 |
1.0145 |
1.0106 |
|
| R1 |
1.0121 |
1.0121 |
1.0102 |
1.0133 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0101 |
| S1 |
1.0071 |
1.0071 |
1.0092 |
1.0083 |
| S2 |
1.0045 |
1.0045 |
1.0088 |
|
| S3 |
0.9995 |
1.0021 |
1.0083 |
|
| S4 |
0.9945 |
0.9971 |
1.0070 |
|
|
| 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 |
1.0069 |
0.0107 |
1.1% |
0.0061 |
0.6% |
26% |
False |
True |
23,242 |
| 10 |
1.0176 |
1.0005 |
0.0171 |
1.7% |
0.0061 |
0.6% |
54% |
False |
False |
24,064 |
| 20 |
1.0176 |
0.9991 |
0.0185 |
1.8% |
0.0065 |
0.6% |
57% |
False |
False |
26,547 |
| 40 |
1.0392 |
0.9991 |
0.0401 |
4.0% |
0.0065 |
0.6% |
26% |
False |
False |
25,016 |
| 60 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0075 |
0.7% |
15% |
False |
False |
21,829 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0075 |
0.7% |
15% |
False |
False |
16,397 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0076 |
0.8% |
15% |
False |
False |
13,122 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0070 |
0.7% |
15% |
False |
False |
10,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0332 |
|
2.618 |
1.0250 |
|
1.618 |
1.0200 |
|
1.000 |
1.0169 |
|
0.618 |
1.0150 |
|
HIGH |
1.0119 |
|
0.618 |
1.0100 |
|
0.500 |
1.0094 |
|
0.382 |
1.0088 |
|
LOW |
1.0069 |
|
0.618 |
1.0038 |
|
1.000 |
1.0019 |
|
1.618 |
0.9988 |
|
2.618 |
0.9938 |
|
4.250 |
0.9857 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0106 |
| PP |
1.0095 |
1.0103 |
| S1 |
1.0094 |
1.0100 |
|