CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0076 |
1.0085 |
0.0009 |
0.1% |
1.0213 |
| High |
1.0108 |
1.0115 |
0.0007 |
0.1% |
1.0219 |
| Low |
1.0071 |
1.0068 |
-0.0003 |
0.0% |
1.0027 |
| Close |
1.0091 |
1.0081 |
-0.0010 |
-0.1% |
1.0078 |
| Range |
0.0037 |
0.0047 |
0.0010 |
27.0% |
0.0192 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
29,880 |
30,443 |
563 |
1.9% |
133,196 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0229 |
1.0202 |
1.0107 |
|
| R3 |
1.0182 |
1.0155 |
1.0094 |
|
| R2 |
1.0135 |
1.0135 |
1.0090 |
|
| R1 |
1.0108 |
1.0108 |
1.0085 |
1.0098 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0083 |
| S1 |
1.0061 |
1.0061 |
1.0077 |
1.0051 |
| S2 |
1.0041 |
1.0041 |
1.0072 |
|
| S3 |
0.9994 |
1.0014 |
1.0068 |
|
| S4 |
0.9947 |
0.9967 |
1.0055 |
|
|
| 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 |
1.0154 |
1.0027 |
0.0127 |
1.3% |
0.0054 |
0.5% |
43% |
False |
False |
29,380 |
| 10 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0066 |
0.7% |
21% |
False |
False |
29,717 |
| 20 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0065 |
0.6% |
21% |
False |
False |
27,100 |
| 40 |
1.0307 |
0.9991 |
0.0316 |
3.1% |
0.0066 |
0.7% |
28% |
False |
False |
27,232 |
| 60 |
1.0488 |
0.9991 |
0.0497 |
4.9% |
0.0067 |
0.7% |
18% |
False |
False |
26,491 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0073 |
0.7% |
13% |
False |
False |
21,394 |
| 100 |
1.0686 |
0.9991 |
0.0695 |
6.9% |
0.0075 |
0.7% |
13% |
False |
False |
17,129 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0074 |
0.7% |
13% |
False |
False |
14,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0315 |
|
2.618 |
1.0238 |
|
1.618 |
1.0191 |
|
1.000 |
1.0162 |
|
0.618 |
1.0144 |
|
HIGH |
1.0115 |
|
0.618 |
1.0097 |
|
0.500 |
1.0092 |
|
0.382 |
1.0086 |
|
LOW |
1.0068 |
|
0.618 |
1.0039 |
|
1.000 |
1.0021 |
|
1.618 |
0.9992 |
|
2.618 |
0.9945 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0092 |
1.0078 |
| PP |
1.0088 |
1.0074 |
| S1 |
1.0085 |
1.0071 |
|