CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0232 |
1.0211 |
-0.0021 |
-0.2% |
1.0151 |
| High |
1.0251 |
1.0219 |
-0.0032 |
-0.3% |
1.0253 |
| Low |
1.0193 |
1.0164 |
-0.0029 |
-0.3% |
1.0144 |
| Close |
1.0210 |
1.0194 |
-0.0016 |
-0.2% |
1.0181 |
| Range |
0.0058 |
0.0055 |
-0.0003 |
-5.2% |
0.0109 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
21,029 |
19,047 |
-1,982 |
-9.4% |
154,217 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0331 |
1.0224 |
|
| R3 |
1.0302 |
1.0276 |
1.0209 |
|
| R2 |
1.0247 |
1.0247 |
1.0204 |
|
| R1 |
1.0221 |
1.0221 |
1.0199 |
1.0207 |
| PP |
1.0192 |
1.0192 |
1.0192 |
1.0185 |
| S1 |
1.0166 |
1.0166 |
1.0189 |
1.0152 |
| S2 |
1.0137 |
1.0137 |
1.0184 |
|
| S3 |
1.0082 |
1.0111 |
1.0179 |
|
| S4 |
1.0027 |
1.0056 |
1.0164 |
|
|
| 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 |
1.0251 |
1.0153 |
0.0098 |
1.0% |
0.0059 |
0.6% |
42% |
False |
False |
23,595 |
| 10 |
1.0253 |
1.0103 |
0.0150 |
1.5% |
0.0059 |
0.6% |
61% |
False |
False |
25,043 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.5% |
0.0062 |
0.6% |
36% |
False |
False |
13,180 |
| 40 |
1.0353 |
1.0062 |
0.0291 |
2.9% |
0.0062 |
0.6% |
45% |
False |
False |
6,613 |
| 60 |
1.0457 |
1.0062 |
0.0395 |
3.9% |
0.0059 |
0.6% |
33% |
False |
False |
4,412 |
| 80 |
1.0737 |
1.0062 |
0.0675 |
6.6% |
0.0059 |
0.6% |
20% |
False |
False |
3,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0453 |
|
2.618 |
1.0363 |
|
1.618 |
1.0308 |
|
1.000 |
1.0274 |
|
0.618 |
1.0253 |
|
HIGH |
1.0219 |
|
0.618 |
1.0198 |
|
0.500 |
1.0192 |
|
0.382 |
1.0185 |
|
LOW |
1.0164 |
|
0.618 |
1.0130 |
|
1.000 |
1.0109 |
|
1.618 |
1.0075 |
|
2.618 |
1.0020 |
|
4.250 |
0.9930 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0193 |
1.0208 |
| PP |
1.0192 |
1.0203 |
| S1 |
1.0192 |
1.0199 |
|