CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0285 |
1.0238 |
-0.0047 |
-0.5% |
1.0287 |
| High |
1.0289 |
1.0246 |
-0.0043 |
-0.4% |
1.0353 |
| Low |
1.0218 |
1.0196 |
-0.0022 |
-0.2% |
1.0203 |
| Close |
1.0227 |
1.0200 |
-0.0027 |
-0.3% |
1.0330 |
| Range |
0.0071 |
0.0050 |
-0.0021 |
-29.6% |
0.0150 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
1,439 |
462 |
-977 |
-67.9% |
2,156 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0332 |
1.0228 |
|
| R3 |
1.0314 |
1.0282 |
1.0214 |
|
| R2 |
1.0264 |
1.0264 |
1.0209 |
|
| R1 |
1.0232 |
1.0232 |
1.0205 |
1.0223 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0210 |
| S1 |
1.0182 |
1.0182 |
1.0195 |
1.0173 |
| S2 |
1.0164 |
1.0164 |
1.0191 |
|
| S3 |
1.0114 |
1.0132 |
1.0186 |
|
| S4 |
1.0064 |
1.0082 |
1.0173 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0745 |
1.0688 |
1.0413 |
|
| R3 |
1.0595 |
1.0538 |
1.0371 |
|
| R2 |
1.0445 |
1.0445 |
1.0358 |
|
| R1 |
1.0388 |
1.0388 |
1.0344 |
1.0417 |
| PP |
1.0295 |
1.0295 |
1.0295 |
1.0310 |
| S1 |
1.0238 |
1.0238 |
1.0316 |
1.0267 |
| S2 |
1.0145 |
1.0145 |
1.0303 |
|
| S3 |
0.9995 |
1.0088 |
1.0289 |
|
| S4 |
0.9845 |
0.9938 |
1.0248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0353 |
1.0196 |
0.0157 |
1.5% |
0.0076 |
0.7% |
3% |
False |
True |
744 |
| 10 |
1.0353 |
1.0144 |
0.0209 |
2.0% |
0.0066 |
0.6% |
27% |
False |
False |
440 |
| 20 |
1.0353 |
1.0076 |
0.0277 |
2.7% |
0.0062 |
0.6% |
45% |
False |
False |
249 |
| 40 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0061 |
0.6% |
40% |
False |
False |
133 |
| 60 |
1.0563 |
1.0062 |
0.0501 |
4.9% |
0.0060 |
0.6% |
28% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0459 |
|
2.618 |
1.0377 |
|
1.618 |
1.0327 |
|
1.000 |
1.0296 |
|
0.618 |
1.0277 |
|
HIGH |
1.0246 |
|
0.618 |
1.0227 |
|
0.500 |
1.0221 |
|
0.382 |
1.0215 |
|
LOW |
1.0196 |
|
0.618 |
1.0165 |
|
1.000 |
1.0146 |
|
1.618 |
1.0115 |
|
2.618 |
1.0065 |
|
4.250 |
0.9984 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0221 |
1.0275 |
| PP |
1.0214 |
1.0250 |
| S1 |
1.0207 |
1.0225 |
|