CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0178 |
1.0229 |
0.0051 |
0.5% |
1.0151 |
| High |
1.0247 |
1.0248 |
0.0001 |
0.0% |
1.0253 |
| Low |
1.0170 |
1.0201 |
0.0031 |
0.3% |
1.0144 |
| Close |
1.0228 |
1.0225 |
-0.0003 |
0.0% |
1.0181 |
| Range |
0.0077 |
0.0047 |
-0.0030 |
-39.0% |
0.0109 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
22,328 |
23,544 |
1,216 |
5.4% |
154,217 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0366 |
1.0342 |
1.0251 |
|
| R3 |
1.0319 |
1.0295 |
1.0238 |
|
| R2 |
1.0272 |
1.0272 |
1.0234 |
|
| R1 |
1.0248 |
1.0248 |
1.0229 |
1.0237 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0219 |
| S1 |
1.0201 |
1.0201 |
1.0221 |
1.0190 |
| S2 |
1.0178 |
1.0178 |
1.0216 |
|
| S3 |
1.0131 |
1.0154 |
1.0212 |
|
| S4 |
1.0084 |
1.0107 |
1.0199 |
|
|
| 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 |
1.0153 |
0.0100 |
1.0% |
0.0069 |
0.7% |
72% |
False |
False |
34,045 |
| 10 |
1.0253 |
1.0103 |
0.0150 |
1.5% |
0.0061 |
0.6% |
81% |
False |
False |
21,928 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.4% |
0.0063 |
0.6% |
49% |
False |
False |
11,184 |
| 40 |
1.0353 |
1.0062 |
0.0291 |
2.8% |
0.0062 |
0.6% |
56% |
False |
False |
5,613 |
| 60 |
1.0484 |
1.0062 |
0.0422 |
4.1% |
0.0060 |
0.6% |
39% |
False |
False |
3,744 |
| 80 |
1.0744 |
1.0062 |
0.0682 |
6.7% |
0.0060 |
0.6% |
24% |
False |
False |
2,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0448 |
|
2.618 |
1.0371 |
|
1.618 |
1.0324 |
|
1.000 |
1.0295 |
|
0.618 |
1.0277 |
|
HIGH |
1.0248 |
|
0.618 |
1.0230 |
|
0.500 |
1.0225 |
|
0.382 |
1.0219 |
|
LOW |
1.0201 |
|
0.618 |
1.0172 |
|
1.000 |
1.0154 |
|
1.618 |
1.0125 |
|
2.618 |
1.0078 |
|
4.250 |
1.0001 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0225 |
1.0217 |
| PP |
1.0225 |
1.0209 |
| S1 |
1.0225 |
1.0201 |
|