CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0103 |
1.0202 |
0.0099 |
1.0% |
1.0120 |
| High |
1.0207 |
1.0233 |
0.0026 |
0.3% |
1.0233 |
| Low |
1.0101 |
1.0189 |
0.0088 |
0.9% |
1.0069 |
| Close |
1.0202 |
1.0222 |
0.0020 |
0.2% |
1.0222 |
| Range |
0.0106 |
0.0044 |
-0.0062 |
-58.5% |
0.0164 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
29,505 |
28,186 |
-1,319 |
-4.5% |
100,315 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0328 |
1.0246 |
|
| R3 |
1.0303 |
1.0284 |
1.0234 |
|
| R2 |
1.0259 |
1.0259 |
1.0230 |
|
| R1 |
1.0240 |
1.0240 |
1.0226 |
1.0250 |
| PP |
1.0215 |
1.0215 |
1.0215 |
1.0219 |
| S1 |
1.0196 |
1.0196 |
1.0218 |
1.0206 |
| S2 |
1.0171 |
1.0171 |
1.0214 |
|
| S3 |
1.0127 |
1.0152 |
1.0210 |
|
| S4 |
1.0083 |
1.0108 |
1.0198 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0667 |
1.0608 |
1.0312 |
|
| R3 |
1.0503 |
1.0444 |
1.0267 |
|
| R2 |
1.0339 |
1.0339 |
1.0252 |
|
| R1 |
1.0280 |
1.0280 |
1.0237 |
1.0310 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0189 |
| S1 |
1.0116 |
1.0116 |
1.0207 |
1.0146 |
| S2 |
1.0011 |
1.0011 |
1.0192 |
|
| S3 |
0.9847 |
0.9952 |
1.0177 |
|
| S4 |
0.9683 |
0.9788 |
1.0132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0233 |
1.0069 |
0.0164 |
1.6% |
0.0065 |
0.6% |
93% |
True |
False |
24,650 |
| 10 |
1.0233 |
1.0034 |
0.0199 |
1.9% |
0.0064 |
0.6% |
94% |
True |
False |
24,242 |
| 20 |
1.0233 |
0.9991 |
0.0242 |
2.4% |
0.0064 |
0.6% |
95% |
True |
False |
25,753 |
| 40 |
1.0392 |
0.9991 |
0.0401 |
3.9% |
0.0065 |
0.6% |
58% |
False |
False |
25,010 |
| 60 |
1.0681 |
0.9991 |
0.0690 |
6.8% |
0.0073 |
0.7% |
33% |
False |
False |
22,780 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0076 |
0.7% |
33% |
False |
False |
17,118 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0077 |
0.7% |
33% |
False |
False |
13,698 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0071 |
0.7% |
33% |
False |
False |
11,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0420 |
|
2.618 |
1.0348 |
|
1.618 |
1.0304 |
|
1.000 |
1.0277 |
|
0.618 |
1.0260 |
|
HIGH |
1.0233 |
|
0.618 |
1.0216 |
|
0.500 |
1.0211 |
|
0.382 |
1.0206 |
|
LOW |
1.0189 |
|
0.618 |
1.0162 |
|
1.000 |
1.0145 |
|
1.618 |
1.0118 |
|
2.618 |
1.0074 |
|
4.250 |
1.0002 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0218 |
1.0198 |
| PP |
1.0215 |
1.0175 |
| S1 |
1.0211 |
1.0151 |
|