CME Swiss Franc Future March 2018
| 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 |
1.0162 |
1.0164 |
0.0002 |
0.0% |
1.0285 |
| High |
1.0190 |
1.0253 |
0.0063 |
0.6% |
1.0289 |
| Low |
1.0144 |
1.0155 |
0.0011 |
0.1% |
1.0103 |
| Close |
1.0156 |
1.0238 |
0.0082 |
0.8% |
1.0154 |
| Range |
0.0046 |
0.0098 |
0.0052 |
113.0% |
0.0186 |
| ATR |
0.0063 |
0.0065 |
0.0003 |
4.0% |
0.0000 |
| Volume |
16,828 |
50,056 |
33,228 |
197.5% |
21,099 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0509 |
1.0472 |
1.0292 |
|
| R3 |
1.0411 |
1.0374 |
1.0265 |
|
| R2 |
1.0313 |
1.0313 |
1.0256 |
|
| R1 |
1.0276 |
1.0276 |
1.0247 |
1.0295 |
| PP |
1.0215 |
1.0215 |
1.0215 |
1.0225 |
| S1 |
1.0178 |
1.0178 |
1.0229 |
1.0197 |
| S2 |
1.0117 |
1.0117 |
1.0220 |
|
| S3 |
1.0019 |
1.0080 |
1.0211 |
|
| S4 |
0.9921 |
0.9982 |
1.0184 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0740 |
1.0633 |
1.0256 |
|
| R3 |
1.0554 |
1.0447 |
1.0205 |
|
| R2 |
1.0368 |
1.0368 |
1.0188 |
|
| R1 |
1.0261 |
1.0261 |
1.0171 |
1.0222 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0162 |
| S1 |
1.0075 |
1.0075 |
1.0137 |
1.0036 |
| S2 |
0.9996 |
0.9996 |
1.0120 |
|
| S3 |
0.9810 |
0.9889 |
1.0103 |
|
| S4 |
0.9624 |
0.9703 |
1.0052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0253 |
1.0103 |
0.0150 |
1.5% |
0.0062 |
0.6% |
90% |
True |
False |
18,469 |
| 10 |
1.0353 |
1.0103 |
0.0250 |
2.4% |
0.0069 |
0.7% |
54% |
False |
False |
10,267 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.4% |
0.0063 |
0.6% |
54% |
False |
False |
5,189 |
| 40 |
1.0373 |
1.0062 |
0.0311 |
3.0% |
0.0063 |
0.6% |
57% |
False |
False |
2,610 |
| 60 |
1.0549 |
1.0062 |
0.0487 |
4.8% |
0.0061 |
0.6% |
36% |
False |
False |
1,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0670 |
|
2.618 |
1.0510 |
|
1.618 |
1.0412 |
|
1.000 |
1.0351 |
|
0.618 |
1.0314 |
|
HIGH |
1.0253 |
|
0.618 |
1.0216 |
|
0.500 |
1.0204 |
|
0.382 |
1.0192 |
|
LOW |
1.0155 |
|
0.618 |
1.0094 |
|
1.000 |
1.0057 |
|
1.618 |
0.9996 |
|
2.618 |
0.9898 |
|
4.250 |
0.9739 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0227 |
1.0225 |
| PP |
1.0215 |
1.0212 |
| S1 |
1.0204 |
1.0199 |
|