CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0061 |
-0.0050 |
-0.5% |
1.0213 |
| High |
1.0135 |
1.0083 |
-0.0052 |
-0.5% |
1.0219 |
| Low |
1.0059 |
1.0027 |
-0.0032 |
-0.3% |
1.0027 |
| Close |
1.0062 |
1.0078 |
0.0016 |
0.2% |
1.0078 |
| Range |
0.0076 |
0.0056 |
-0.0020 |
-26.3% |
0.0192 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
25,226 |
36,148 |
10,922 |
43.3% |
133,196 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0231 |
1.0210 |
1.0109 |
|
| R3 |
1.0175 |
1.0154 |
1.0093 |
|
| R2 |
1.0119 |
1.0119 |
1.0088 |
|
| R1 |
1.0098 |
1.0098 |
1.0083 |
1.0109 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0068 |
| S1 |
1.0042 |
1.0042 |
1.0073 |
1.0053 |
| S2 |
1.0007 |
1.0007 |
1.0068 |
|
| S3 |
0.9951 |
0.9986 |
1.0063 |
|
| S4 |
0.9895 |
0.9930 |
1.0047 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0684 |
1.0573 |
1.0184 |
|
| R3 |
1.0492 |
1.0381 |
1.0131 |
|
| R2 |
1.0300 |
1.0300 |
1.0113 |
|
| R1 |
1.0189 |
1.0189 |
1.0096 |
1.0149 |
| PP |
1.0108 |
1.0108 |
1.0108 |
1.0088 |
| S1 |
0.9997 |
0.9997 |
1.0060 |
0.9957 |
| S2 |
0.9916 |
0.9916 |
1.0043 |
|
| S3 |
0.9724 |
0.9805 |
1.0025 |
|
| S4 |
0.9532 |
0.9613 |
0.9972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0219 |
1.0027 |
0.0192 |
1.9% |
0.0063 |
0.6% |
27% |
False |
True |
26,639 |
| 10 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0067 |
0.7% |
20% |
False |
True |
28,291 |
| 20 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0066 |
0.7% |
20% |
False |
True |
26,267 |
| 40 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0067 |
0.7% |
25% |
False |
False |
26,799 |
| 60 |
1.0515 |
0.9991 |
0.0524 |
5.2% |
0.0068 |
0.7% |
17% |
False |
False |
26,411 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0075 |
0.7% |
13% |
False |
False |
20,642 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0077 |
0.8% |
12% |
False |
False |
16,527 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0074 |
0.7% |
12% |
False |
False |
13,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0321 |
|
2.618 |
1.0230 |
|
1.618 |
1.0174 |
|
1.000 |
1.0139 |
|
0.618 |
1.0118 |
|
HIGH |
1.0083 |
|
0.618 |
1.0062 |
|
0.500 |
1.0055 |
|
0.382 |
1.0048 |
|
LOW |
1.0027 |
|
0.618 |
0.9992 |
|
1.000 |
0.9971 |
|
1.618 |
0.9936 |
|
2.618 |
0.9880 |
|
4.250 |
0.9789 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0070 |
1.0091 |
| PP |
1.0063 |
1.0086 |
| S1 |
1.0055 |
1.0082 |
|