CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0177 |
1.0169 |
-0.0008 |
-0.1% |
1.0120 |
| High |
1.0196 |
1.0197 |
0.0001 |
0.0% |
1.0233 |
| Low |
1.0143 |
1.0129 |
-0.0014 |
-0.1% |
1.0069 |
| Close |
1.0176 |
1.0171 |
-0.0005 |
0.0% |
1.0222 |
| Range |
0.0053 |
0.0068 |
0.0015 |
28.3% |
0.0164 |
| ATR |
0.0063 |
0.0064 |
0.0000 |
0.5% |
0.0000 |
| Volume |
23,701 |
31,629 |
7,928 |
33.5% |
100,315 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0370 |
1.0338 |
1.0208 |
|
| R3 |
1.0302 |
1.0270 |
1.0190 |
|
| R2 |
1.0234 |
1.0234 |
1.0183 |
|
| R1 |
1.0202 |
1.0202 |
1.0177 |
1.0218 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0174 |
| S1 |
1.0134 |
1.0134 |
1.0165 |
1.0150 |
| S2 |
1.0098 |
1.0098 |
1.0159 |
|
| S3 |
1.0030 |
1.0066 |
1.0152 |
|
| S4 |
0.9962 |
0.9998 |
1.0134 |
|
|
| 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 |
1.0129 |
0.0110 |
1.1% |
0.0052 |
0.5% |
38% |
False |
True |
25,916 |
| 10 |
1.0239 |
1.0069 |
0.0170 |
1.7% |
0.0061 |
0.6% |
60% |
False |
False |
24,507 |
| 20 |
1.0239 |
0.9994 |
0.0245 |
2.4% |
0.0062 |
0.6% |
72% |
False |
False |
24,901 |
| 40 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0064 |
0.6% |
51% |
False |
False |
25,264 |
| 60 |
1.0681 |
0.9991 |
0.0690 |
6.8% |
0.0070 |
0.7% |
26% |
False |
False |
24,413 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0075 |
0.7% |
26% |
False |
False |
18,384 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0076 |
0.8% |
26% |
False |
False |
14,712 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0072 |
0.7% |
26% |
False |
False |
12,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0486 |
|
2.618 |
1.0375 |
|
1.618 |
1.0307 |
|
1.000 |
1.0265 |
|
0.618 |
1.0239 |
|
HIGH |
1.0197 |
|
0.618 |
1.0171 |
|
0.500 |
1.0163 |
|
0.382 |
1.0155 |
|
LOW |
1.0129 |
|
0.618 |
1.0087 |
|
1.000 |
1.0061 |
|
1.618 |
1.0019 |
|
2.618 |
0.9951 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0168 |
1.0171 |
| PP |
1.0166 |
1.0171 |
| S1 |
1.0163 |
1.0171 |
|