CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0170 |
1.0213 |
0.0043 |
0.4% |
1.0223 |
| High |
1.0281 |
1.0219 |
-0.0062 |
-0.6% |
1.0281 |
| Low |
1.0139 |
1.0143 |
0.0004 |
0.0% |
1.0129 |
| Close |
1.0257 |
1.0153 |
-0.0104 |
-1.0% |
1.0257 |
| Range |
0.0142 |
0.0076 |
-0.0066 |
-46.5% |
0.0152 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.6% |
0.0000 |
| Volume |
48,325 |
26,513 |
-21,812 |
-45.1% |
149,723 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0400 |
1.0352 |
1.0195 |
|
| R3 |
1.0324 |
1.0276 |
1.0174 |
|
| R2 |
1.0248 |
1.0248 |
1.0167 |
|
| R1 |
1.0200 |
1.0200 |
1.0160 |
1.0186 |
| PP |
1.0172 |
1.0172 |
1.0172 |
1.0165 |
| S1 |
1.0124 |
1.0124 |
1.0146 |
1.0110 |
| S2 |
1.0096 |
1.0096 |
1.0139 |
|
| S3 |
1.0020 |
1.0048 |
1.0132 |
|
| S4 |
0.9944 |
0.9972 |
1.0111 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0620 |
1.0341 |
|
| R3 |
1.0526 |
1.0468 |
1.0299 |
|
| R2 |
1.0374 |
1.0374 |
1.0285 |
|
| R1 |
1.0316 |
1.0316 |
1.0271 |
1.0345 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0237 |
| S1 |
1.0164 |
1.0164 |
1.0243 |
1.0193 |
| S2 |
1.0070 |
1.0070 |
1.0229 |
|
| S3 |
0.9918 |
1.0012 |
1.0215 |
|
| S4 |
0.9766 |
0.9860 |
1.0173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0281 |
1.0129 |
0.0152 |
1.5% |
0.0078 |
0.8% |
16% |
False |
False |
31,173 |
| 10 |
1.0281 |
1.0069 |
0.0212 |
2.1% |
0.0069 |
0.7% |
40% |
False |
False |
27,655 |
| 20 |
1.0281 |
0.9997 |
0.0284 |
2.8% |
0.0065 |
0.6% |
55% |
False |
False |
25,764 |
| 40 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0066 |
0.7% |
46% |
False |
False |
26,077 |
| 60 |
1.0634 |
0.9991 |
0.0643 |
6.3% |
0.0070 |
0.7% |
25% |
False |
False |
25,605 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0076 |
0.7% |
23% |
False |
False |
19,316 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0077 |
0.8% |
23% |
False |
False |
15,460 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0073 |
0.7% |
23% |
False |
False |
12,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0542 |
|
2.618 |
1.0418 |
|
1.618 |
1.0342 |
|
1.000 |
1.0295 |
|
0.618 |
1.0266 |
|
HIGH |
1.0219 |
|
0.618 |
1.0190 |
|
0.500 |
1.0181 |
|
0.382 |
1.0172 |
|
LOW |
1.0143 |
|
0.618 |
1.0096 |
|
1.000 |
1.0067 |
|
1.618 |
1.0020 |
|
2.618 |
0.9944 |
|
4.250 |
0.9820 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0205 |
| PP |
1.0172 |
1.0188 |
| S1 |
1.0162 |
1.0170 |
|