CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0061 |
1.0076 |
0.0015 |
0.1% |
1.0213 |
| High |
1.0083 |
1.0108 |
0.0025 |
0.2% |
1.0219 |
| Low |
1.0027 |
1.0071 |
0.0044 |
0.4% |
1.0027 |
| Close |
1.0078 |
1.0091 |
0.0013 |
0.1% |
1.0078 |
| Range |
0.0056 |
0.0037 |
-0.0019 |
-33.9% |
0.0192 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
36,148 |
29,880 |
-6,268 |
-17.3% |
133,196 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0183 |
1.0111 |
|
| R3 |
1.0164 |
1.0146 |
1.0101 |
|
| R2 |
1.0127 |
1.0127 |
1.0098 |
|
| R1 |
1.0109 |
1.0109 |
1.0094 |
1.0118 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0095 |
| S1 |
1.0072 |
1.0072 |
1.0088 |
1.0081 |
| S2 |
1.0053 |
1.0053 |
1.0084 |
|
| S3 |
1.0016 |
1.0035 |
1.0081 |
|
| S4 |
0.9979 |
0.9998 |
1.0071 |
|
|
| 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 |
1.0174 |
1.0027 |
0.0147 |
1.5% |
0.0056 |
0.6% |
44% |
False |
False |
27,312 |
| 10 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0067 |
0.7% |
25% |
False |
False |
29,242 |
| 20 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0066 |
0.6% |
25% |
False |
False |
26,548 |
| 40 |
1.0318 |
0.9991 |
0.0327 |
3.2% |
0.0066 |
0.7% |
31% |
False |
False |
26,942 |
| 60 |
1.0499 |
0.9991 |
0.0508 |
5.0% |
0.0067 |
0.7% |
20% |
False |
False |
26,386 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0074 |
0.7% |
14% |
False |
False |
21,015 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0075 |
0.7% |
14% |
False |
False |
16,825 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0074 |
0.7% |
14% |
False |
False |
14,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0265 |
|
2.618 |
1.0205 |
|
1.618 |
1.0168 |
|
1.000 |
1.0145 |
|
0.618 |
1.0131 |
|
HIGH |
1.0108 |
|
0.618 |
1.0094 |
|
0.500 |
1.0090 |
|
0.382 |
1.0085 |
|
LOW |
1.0071 |
|
0.618 |
1.0048 |
|
1.000 |
1.0034 |
|
1.618 |
1.0011 |
|
2.618 |
0.9974 |
|
4.250 |
0.9914 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0091 |
1.0088 |
| PP |
1.0090 |
1.0084 |
| S1 |
1.0090 |
1.0081 |
|