CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
1.0142 |
0.0057 |
0.6% |
1.0213 |
| High |
1.0163 |
1.0164 |
0.0001 |
0.0% |
1.0219 |
| Low |
1.0075 |
1.0098 |
0.0023 |
0.2% |
1.0027 |
| Close |
1.0159 |
1.0130 |
-0.0029 |
-0.3% |
1.0078 |
| Range |
0.0088 |
0.0066 |
-0.0022 |
-25.0% |
0.0192 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
70,781 |
53,818 |
-16,963 |
-24.0% |
133,196 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0329 |
1.0295 |
1.0166 |
|
| R3 |
1.0263 |
1.0229 |
1.0148 |
|
| R2 |
1.0197 |
1.0197 |
1.0142 |
|
| R1 |
1.0163 |
1.0163 |
1.0136 |
1.0147 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0123 |
| S1 |
1.0097 |
1.0097 |
1.0124 |
1.0081 |
| S2 |
1.0065 |
1.0065 |
1.0118 |
|
| S3 |
0.9999 |
1.0031 |
1.0112 |
|
| S4 |
0.9933 |
0.9965 |
1.0094 |
|
|
| 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 |
1.0164 |
1.0027 |
0.0137 |
1.4% |
0.0059 |
0.6% |
75% |
True |
False |
44,214 |
| 10 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0070 |
0.7% |
41% |
False |
False |
36,644 |
| 20 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0065 |
0.6% |
41% |
False |
False |
30,576 |
| 40 |
1.0307 |
0.9991 |
0.0316 |
3.1% |
0.0067 |
0.7% |
44% |
False |
False |
29,237 |
| 60 |
1.0428 |
0.9991 |
0.0437 |
4.3% |
0.0066 |
0.7% |
32% |
False |
False |
27,540 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0073 |
0.7% |
20% |
False |
False |
22,950 |
| 100 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0075 |
0.7% |
20% |
False |
False |
18,374 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0075 |
0.7% |
20% |
False |
False |
15,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0445 |
|
2.618 |
1.0337 |
|
1.618 |
1.0271 |
|
1.000 |
1.0230 |
|
0.618 |
1.0205 |
|
HIGH |
1.0164 |
|
0.618 |
1.0139 |
|
0.500 |
1.0131 |
|
0.382 |
1.0123 |
|
LOW |
1.0098 |
|
0.618 |
1.0057 |
|
1.000 |
1.0032 |
|
1.618 |
0.9991 |
|
2.618 |
0.9925 |
|
4.250 |
0.9818 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0131 |
1.0125 |
| PP |
1.0131 |
1.0121 |
| S1 |
1.0130 |
1.0116 |
|