CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
1.0085 |
0.0000 |
0.0% |
1.0213 |
| High |
1.0115 |
1.0163 |
0.0048 |
0.5% |
1.0219 |
| Low |
1.0068 |
1.0075 |
0.0007 |
0.1% |
1.0027 |
| Close |
1.0081 |
1.0159 |
0.0078 |
0.8% |
1.0078 |
| Range |
0.0047 |
0.0088 |
0.0041 |
87.2% |
0.0192 |
| ATR |
0.0066 |
0.0067 |
0.0002 |
2.4% |
0.0000 |
| Volume |
30,443 |
70,781 |
40,338 |
132.5% |
133,196 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0396 |
1.0366 |
1.0207 |
|
| R3 |
1.0308 |
1.0278 |
1.0183 |
|
| R2 |
1.0220 |
1.0220 |
1.0175 |
|
| R1 |
1.0190 |
1.0190 |
1.0167 |
1.0205 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0140 |
| S1 |
1.0102 |
1.0102 |
1.0151 |
1.0117 |
| S2 |
1.0044 |
1.0044 |
1.0143 |
|
| S3 |
0.9956 |
1.0014 |
1.0135 |
|
| S4 |
0.9868 |
0.9926 |
1.0111 |
|
|
| 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 |
1.0163 |
1.0027 |
0.0136 |
1.3% |
0.0061 |
0.6% |
97% |
True |
False |
38,495 |
| 10 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0070 |
0.7% |
52% |
False |
False |
34,425 |
| 20 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0065 |
0.6% |
52% |
False |
False |
29,396 |
| 40 |
1.0307 |
0.9991 |
0.0316 |
3.1% |
0.0067 |
0.7% |
53% |
False |
False |
28,397 |
| 60 |
1.0488 |
0.9991 |
0.0497 |
4.9% |
0.0067 |
0.7% |
34% |
False |
False |
27,280 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0073 |
0.7% |
24% |
False |
False |
22,278 |
| 100 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0076 |
0.7% |
24% |
False |
False |
17,837 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0075 |
0.7% |
24% |
False |
False |
14,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0537 |
|
2.618 |
1.0393 |
|
1.618 |
1.0305 |
|
1.000 |
1.0251 |
|
0.618 |
1.0217 |
|
HIGH |
1.0163 |
|
0.618 |
1.0129 |
|
0.500 |
1.0119 |
|
0.382 |
1.0109 |
|
LOW |
1.0075 |
|
0.618 |
1.0021 |
|
1.000 |
0.9987 |
|
1.618 |
0.9933 |
|
2.618 |
0.9845 |
|
4.250 |
0.9701 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0145 |
| PP |
1.0132 |
1.0130 |
| S1 |
1.0119 |
1.0116 |
|