CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0082 |
1.0103 |
0.0021 |
0.2% |
1.0059 |
| High |
1.0119 |
1.0207 |
0.0088 |
0.9% |
1.0176 |
| Low |
1.0069 |
1.0101 |
0.0032 |
0.3% |
1.0034 |
| Close |
1.0097 |
1.0202 |
0.0105 |
1.0% |
1.0134 |
| Range |
0.0050 |
0.0106 |
0.0056 |
112.0% |
0.0142 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.9% |
0.0000 |
| Volume |
20,843 |
29,505 |
8,662 |
41.6% |
117,858 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0451 |
1.0260 |
|
| R3 |
1.0382 |
1.0345 |
1.0231 |
|
| R2 |
1.0276 |
1.0276 |
1.0221 |
|
| R1 |
1.0239 |
1.0239 |
1.0212 |
1.0258 |
| PP |
1.0170 |
1.0170 |
1.0170 |
1.0179 |
| S1 |
1.0133 |
1.0133 |
1.0192 |
1.0152 |
| S2 |
1.0064 |
1.0064 |
1.0183 |
|
| S3 |
0.9958 |
1.0027 |
1.0173 |
|
| S4 |
0.9852 |
0.9921 |
1.0144 |
|
|
| 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 |
1.0207 |
1.0069 |
0.0138 |
1.4% |
0.0069 |
0.7% |
96% |
True |
False |
23,099 |
| 10 |
1.0207 |
1.0005 |
0.0202 |
2.0% |
0.0069 |
0.7% |
98% |
True |
False |
25,442 |
| 20 |
1.0207 |
0.9991 |
0.0216 |
2.1% |
0.0067 |
0.7% |
98% |
True |
False |
26,244 |
| 40 |
1.0392 |
0.9991 |
0.0401 |
3.9% |
0.0066 |
0.6% |
53% |
False |
False |
24,903 |
| 60 |
1.0681 |
0.9991 |
0.0690 |
6.8% |
0.0074 |
0.7% |
31% |
False |
False |
22,314 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0076 |
0.7% |
30% |
False |
False |
16,765 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0077 |
0.8% |
30% |
False |
False |
13,416 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0071 |
0.7% |
30% |
False |
False |
11,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0658 |
|
2.618 |
1.0485 |
|
1.618 |
1.0379 |
|
1.000 |
1.0313 |
|
0.618 |
1.0273 |
|
HIGH |
1.0207 |
|
0.618 |
1.0167 |
|
0.500 |
1.0154 |
|
0.382 |
1.0141 |
|
LOW |
1.0101 |
|
0.618 |
1.0035 |
|
1.000 |
0.9995 |
|
1.618 |
0.9929 |
|
2.618 |
0.9823 |
|
4.250 |
0.9651 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0186 |
1.0181 |
| PP |
1.0170 |
1.0159 |
| S1 |
1.0154 |
1.0138 |
|