CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0181 |
1.0208 |
0.0027 |
0.3% |
1.0125 |
| High |
1.0215 |
1.0212 |
-0.0003 |
0.0% |
1.0248 |
| Low |
1.0151 |
1.0155 |
0.0004 |
0.0% |
1.0106 |
| Close |
1.0207 |
1.0159 |
-0.0048 |
-0.5% |
1.0207 |
| Range |
0.0064 |
0.0057 |
-0.0007 |
-10.9% |
0.0142 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
109 |
76 |
-33 |
-30.3% |
299 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0310 |
1.0190 |
|
| R3 |
1.0289 |
1.0253 |
1.0175 |
|
| R2 |
1.0232 |
1.0232 |
1.0169 |
|
| R1 |
1.0196 |
1.0196 |
1.0164 |
1.0186 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0170 |
| S1 |
1.0139 |
1.0139 |
1.0154 |
1.0129 |
| S2 |
1.0118 |
1.0118 |
1.0149 |
|
| S3 |
1.0061 |
1.0082 |
1.0143 |
|
| S4 |
1.0004 |
1.0025 |
1.0128 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0552 |
1.0285 |
|
| R3 |
1.0471 |
1.0410 |
1.0246 |
|
| R2 |
1.0329 |
1.0329 |
1.0233 |
|
| R1 |
1.0268 |
1.0268 |
1.0220 |
1.0299 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0202 |
| S1 |
1.0126 |
1.0126 |
1.0194 |
1.0157 |
| S2 |
1.0045 |
1.0045 |
1.0181 |
|
| S3 |
0.9903 |
0.9984 |
1.0168 |
|
| S4 |
0.9761 |
0.9842 |
1.0129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0248 |
1.0123 |
0.0125 |
1.2% |
0.0067 |
0.7% |
29% |
False |
False |
56 |
| 10 |
1.0248 |
1.0076 |
0.0172 |
1.7% |
0.0059 |
0.6% |
48% |
False |
False |
59 |
| 20 |
1.0267 |
1.0062 |
0.0205 |
2.0% |
0.0061 |
0.6% |
47% |
False |
False |
42 |
| 40 |
1.0484 |
1.0062 |
0.0422 |
4.2% |
0.0058 |
0.6% |
23% |
False |
False |
25 |
| 60 |
1.0744 |
1.0062 |
0.0682 |
6.7% |
0.0059 |
0.6% |
14% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0454 |
|
2.618 |
1.0361 |
|
1.618 |
1.0304 |
|
1.000 |
1.0269 |
|
0.618 |
1.0247 |
|
HIGH |
1.0212 |
|
0.618 |
1.0190 |
|
0.500 |
1.0184 |
|
0.382 |
1.0177 |
|
LOW |
1.0155 |
|
0.618 |
1.0120 |
|
1.000 |
1.0098 |
|
1.618 |
1.0063 |
|
2.618 |
1.0006 |
|
4.250 |
0.9913 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0184 |
1.0182 |
| PP |
1.0175 |
1.0174 |
| S1 |
1.0167 |
1.0167 |
|