CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0108 |
1.0088 |
-0.0020 |
-0.2% |
1.0076 |
| High |
1.0128 |
1.0137 |
0.0009 |
0.1% |
1.0164 |
| Low |
1.0067 |
1.0085 |
0.0018 |
0.2% |
1.0067 |
| Close |
1.0095 |
1.0137 |
0.0042 |
0.4% |
1.0095 |
| Range |
0.0061 |
0.0052 |
-0.0009 |
-14.8% |
0.0097 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
11,506 |
780 |
-10,726 |
-93.2% |
196,428 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0276 |
1.0258 |
1.0166 |
|
| R3 |
1.0224 |
1.0206 |
1.0151 |
|
| R2 |
1.0172 |
1.0172 |
1.0147 |
|
| R1 |
1.0154 |
1.0154 |
1.0142 |
1.0163 |
| PP |
1.0120 |
1.0120 |
1.0120 |
1.0124 |
| S1 |
1.0102 |
1.0102 |
1.0132 |
1.0111 |
| S2 |
1.0068 |
1.0068 |
1.0127 |
|
| S3 |
1.0016 |
1.0050 |
1.0123 |
|
| S4 |
0.9964 |
0.9998 |
1.0108 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0400 |
1.0344 |
1.0148 |
|
| R3 |
1.0303 |
1.0247 |
1.0122 |
|
| R2 |
1.0206 |
1.0206 |
1.0113 |
|
| R1 |
1.0150 |
1.0150 |
1.0104 |
1.0178 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0123 |
| S1 |
1.0053 |
1.0053 |
1.0086 |
1.0081 |
| S2 |
1.0012 |
1.0012 |
1.0077 |
|
| S3 |
0.9915 |
0.9956 |
1.0068 |
|
| S4 |
0.9818 |
0.9859 |
1.0042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0164 |
1.0067 |
0.0097 |
1.0% |
0.0063 |
0.6% |
72% |
False |
False |
33,465 |
| 10 |
1.0174 |
1.0027 |
0.0147 |
1.5% |
0.0059 |
0.6% |
75% |
False |
False |
30,389 |
| 20 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0064 |
0.6% |
43% |
False |
False |
29,022 |
| 40 |
1.0281 |
0.9991 |
0.0290 |
2.9% |
0.0065 |
0.6% |
50% |
False |
False |
27,921 |
| 60 |
1.0428 |
0.9991 |
0.0437 |
4.3% |
0.0066 |
0.7% |
33% |
False |
False |
26,746 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0073 |
0.7% |
21% |
False |
False |
23,099 |
| 100 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0074 |
0.7% |
21% |
False |
False |
18,496 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0074 |
0.7% |
21% |
False |
False |
15,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0358 |
|
2.618 |
1.0273 |
|
1.618 |
1.0221 |
|
1.000 |
1.0189 |
|
0.618 |
1.0169 |
|
HIGH |
1.0137 |
|
0.618 |
1.0117 |
|
0.500 |
1.0111 |
|
0.382 |
1.0105 |
|
LOW |
1.0085 |
|
0.618 |
1.0053 |
|
1.000 |
1.0033 |
|
1.618 |
1.0001 |
|
2.618 |
0.9949 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0128 |
1.0130 |
| PP |
1.0120 |
1.0123 |
| S1 |
1.0111 |
1.0116 |
|