CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0211 |
-0.0027 |
-0.3% |
1.0287 |
| High |
1.0246 |
1.0228 |
-0.0018 |
-0.2% |
1.0353 |
| Low |
1.0196 |
1.0174 |
-0.0022 |
-0.2% |
1.0203 |
| Close |
1.0200 |
1.0180 |
-0.0020 |
-0.2% |
1.0330 |
| Range |
0.0050 |
0.0054 |
0.0004 |
8.0% |
0.0150 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
462 |
6,768 |
6,306 |
1,364.9% |
2,156 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0322 |
1.0210 |
|
| R3 |
1.0302 |
1.0268 |
1.0195 |
|
| R2 |
1.0248 |
1.0248 |
1.0190 |
|
| R1 |
1.0214 |
1.0214 |
1.0185 |
1.0204 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0189 |
| S1 |
1.0160 |
1.0160 |
1.0175 |
1.0150 |
| S2 |
1.0140 |
1.0140 |
1.0170 |
|
| S3 |
1.0086 |
1.0106 |
1.0165 |
|
| S4 |
1.0032 |
1.0052 |
1.0150 |
|
|
| 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 |
1.0174 |
0.0179 |
1.8% |
0.0076 |
0.7% |
3% |
False |
True |
2,066 |
| 10 |
1.0353 |
1.0174 |
0.0179 |
1.8% |
0.0066 |
0.7% |
3% |
False |
True |
1,110 |
| 20 |
1.0353 |
1.0076 |
0.0277 |
2.7% |
0.0063 |
0.6% |
38% |
False |
False |
586 |
| 40 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0062 |
0.6% |
34% |
False |
False |
302 |
| 60 |
1.0563 |
1.0062 |
0.0501 |
4.9% |
0.0061 |
0.6% |
24% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0458 |
|
2.618 |
1.0369 |
|
1.618 |
1.0315 |
|
1.000 |
1.0282 |
|
0.618 |
1.0261 |
|
HIGH |
1.0228 |
|
0.618 |
1.0207 |
|
0.500 |
1.0201 |
|
0.382 |
1.0195 |
|
LOW |
1.0174 |
|
0.618 |
1.0141 |
|
1.000 |
1.0120 |
|
1.618 |
1.0087 |
|
2.618 |
1.0033 |
|
4.250 |
0.9945 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0201 |
1.0232 |
| PP |
1.0194 |
1.0214 |
| S1 |
1.0187 |
1.0197 |
|