CME Swiss Franc Future March 2018
| 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 |
1.0164 |
1.0222 |
0.0058 |
0.6% |
1.0285 |
| High |
1.0253 |
1.0243 |
-0.0010 |
-0.1% |
1.0289 |
| Low |
1.0155 |
1.0179 |
0.0024 |
0.2% |
1.0103 |
| Close |
1.0238 |
1.0212 |
-0.0026 |
-0.3% |
1.0154 |
| Range |
0.0098 |
0.0064 |
-0.0034 |
-34.7% |
0.0186 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
50,056 |
42,272 |
-7,784 |
-15.6% |
21,099 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0403 |
1.0372 |
1.0247 |
|
| R3 |
1.0339 |
1.0308 |
1.0230 |
|
| R2 |
1.0275 |
1.0275 |
1.0224 |
|
| R1 |
1.0244 |
1.0244 |
1.0218 |
1.0228 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0203 |
| S1 |
1.0180 |
1.0180 |
1.0206 |
1.0164 |
| S2 |
1.0147 |
1.0147 |
1.0200 |
|
| S3 |
1.0083 |
1.0116 |
1.0194 |
|
| S4 |
1.0019 |
1.0052 |
1.0177 |
|
|
| 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% |
0.0059 |
0.6% |
73% |
False |
False |
26,491 |
| 10 |
1.0353 |
1.0103 |
0.0250 |
2.4% |
0.0069 |
0.7% |
44% |
False |
False |
14,457 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.4% |
0.0063 |
0.6% |
44% |
False |
False |
7,300 |
| 40 |
1.0373 |
1.0062 |
0.0311 |
3.0% |
0.0063 |
0.6% |
48% |
False |
False |
3,667 |
| 60 |
1.0490 |
1.0062 |
0.0428 |
4.2% |
0.0060 |
0.6% |
35% |
False |
False |
2,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0515 |
|
2.618 |
1.0411 |
|
1.618 |
1.0347 |
|
1.000 |
1.0307 |
|
0.618 |
1.0283 |
|
HIGH |
1.0243 |
|
0.618 |
1.0219 |
|
0.500 |
1.0211 |
|
0.382 |
1.0203 |
|
LOW |
1.0179 |
|
0.618 |
1.0139 |
|
1.000 |
1.0115 |
|
1.618 |
1.0075 |
|
2.618 |
1.0011 |
|
4.250 |
0.9907 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0208 |
| PP |
1.0211 |
1.0203 |
| S1 |
1.0211 |
1.0199 |
|