CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0202 |
1.0223 |
0.0021 |
0.2% |
1.0120 |
| High |
1.0233 |
1.0239 |
0.0006 |
0.1% |
1.0233 |
| Low |
1.0189 |
1.0196 |
0.0007 |
0.1% |
1.0069 |
| Close |
1.0222 |
1.0206 |
-0.0016 |
-0.2% |
1.0222 |
| Range |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0164 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
28,186 |
20,371 |
-7,815 |
-27.7% |
100,315 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0343 |
1.0317 |
1.0230 |
|
| R3 |
1.0300 |
1.0274 |
1.0218 |
|
| R2 |
1.0257 |
1.0257 |
1.0214 |
|
| R1 |
1.0231 |
1.0231 |
1.0210 |
1.0223 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0209 |
| S1 |
1.0188 |
1.0188 |
1.0202 |
1.0180 |
| S2 |
1.0171 |
1.0171 |
1.0198 |
|
| S3 |
1.0128 |
1.0145 |
1.0194 |
|
| S4 |
1.0085 |
1.0102 |
1.0182 |
|
|
| 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 |
1.0239 |
1.0069 |
0.0170 |
1.7% |
0.0061 |
0.6% |
81% |
True |
False |
24,137 |
| 10 |
1.0239 |
1.0034 |
0.0205 |
2.0% |
0.0064 |
0.6% |
84% |
True |
False |
23,854 |
| 20 |
1.0239 |
0.9991 |
0.0248 |
2.4% |
0.0062 |
0.6% |
87% |
True |
False |
24,953 |
| 40 |
1.0379 |
0.9991 |
0.0388 |
3.8% |
0.0065 |
0.6% |
55% |
False |
False |
24,886 |
| 60 |
1.0681 |
0.9991 |
0.0690 |
6.8% |
0.0072 |
0.7% |
31% |
False |
False |
23,111 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0076 |
0.7% |
31% |
False |
False |
17,372 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0076 |
0.7% |
30% |
False |
False |
13,902 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0072 |
0.7% |
30% |
False |
False |
11,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0422 |
|
2.618 |
1.0352 |
|
1.618 |
1.0309 |
|
1.000 |
1.0282 |
|
0.618 |
1.0266 |
|
HIGH |
1.0239 |
|
0.618 |
1.0223 |
|
0.500 |
1.0218 |
|
0.382 |
1.0212 |
|
LOW |
1.0196 |
|
0.618 |
1.0169 |
|
1.000 |
1.0153 |
|
1.618 |
1.0126 |
|
2.618 |
1.0083 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0218 |
1.0194 |
| PP |
1.0214 |
1.0182 |
| S1 |
1.0210 |
1.0170 |
|