CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0222 |
1.0190 |
-0.0032 |
-0.3% |
1.0151 |
| High |
1.0243 |
1.0213 |
-0.0030 |
-0.3% |
1.0253 |
| Low |
1.0179 |
1.0153 |
-0.0026 |
-0.3% |
1.0144 |
| Close |
1.0212 |
1.0181 |
-0.0031 |
-0.3% |
1.0181 |
| Range |
0.0064 |
0.0060 |
-0.0004 |
-6.3% |
0.0109 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
42,272 |
32,027 |
-10,245 |
-24.2% |
154,217 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0332 |
1.0214 |
|
| R3 |
1.0302 |
1.0272 |
1.0198 |
|
| R2 |
1.0242 |
1.0242 |
1.0192 |
|
| R1 |
1.0212 |
1.0212 |
1.0187 |
1.0197 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0175 |
| S1 |
1.0152 |
1.0152 |
1.0176 |
1.0137 |
| S2 |
1.0122 |
1.0122 |
1.0170 |
|
| S3 |
1.0062 |
1.0092 |
1.0165 |
|
| S4 |
1.0002 |
1.0032 |
1.0148 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0459 |
1.0241 |
|
| R3 |
1.0411 |
1.0350 |
1.0211 |
|
| R2 |
1.0302 |
1.0302 |
1.0201 |
|
| R1 |
1.0241 |
1.0241 |
1.0191 |
1.0272 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0208 |
| S1 |
1.0132 |
1.0132 |
1.0171 |
1.0163 |
| S2 |
1.0084 |
1.0084 |
1.0161 |
|
| S3 |
0.9975 |
1.0023 |
1.0151 |
|
| S4 |
0.9866 |
0.9914 |
1.0121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0253 |
1.0144 |
0.0109 |
1.1% |
0.0060 |
0.6% |
34% |
False |
False |
30,843 |
| 10 |
1.0289 |
1.0103 |
0.0186 |
1.8% |
0.0061 |
0.6% |
42% |
False |
False |
17,531 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.5% |
0.0063 |
0.6% |
31% |
False |
False |
8,900 |
| 40 |
1.0353 |
1.0062 |
0.0291 |
2.9% |
0.0063 |
0.6% |
41% |
False |
False |
4,467 |
| 60 |
1.0490 |
1.0062 |
0.0428 |
4.2% |
0.0060 |
0.6% |
28% |
False |
False |
2,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0468 |
|
2.618 |
1.0370 |
|
1.618 |
1.0310 |
|
1.000 |
1.0273 |
|
0.618 |
1.0250 |
|
HIGH |
1.0213 |
|
0.618 |
1.0190 |
|
0.500 |
1.0183 |
|
0.382 |
1.0176 |
|
LOW |
1.0153 |
|
0.618 |
1.0116 |
|
1.000 |
1.0093 |
|
1.618 |
1.0056 |
|
2.618 |
0.9996 |
|
4.250 |
0.9898 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0183 |
1.0203 |
| PP |
1.0182 |
1.0196 |
| S1 |
1.0182 |
1.0188 |
|