CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0191 |
-0.0020 |
-0.2% |
1.0178 |
| High |
1.0219 |
1.0202 |
-0.0017 |
-0.2% |
1.0251 |
| Low |
1.0164 |
1.0165 |
0.0001 |
0.0% |
1.0164 |
| Close |
1.0194 |
1.0178 |
-0.0016 |
-0.2% |
1.0178 |
| Range |
0.0055 |
0.0037 |
-0.0018 |
-32.7% |
0.0087 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
19,047 |
14,001 |
-5,046 |
-26.5% |
99,949 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0293 |
1.0272 |
1.0198 |
|
| R3 |
1.0256 |
1.0235 |
1.0188 |
|
| R2 |
1.0219 |
1.0219 |
1.0185 |
|
| R1 |
1.0198 |
1.0198 |
1.0181 |
1.0190 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0178 |
| S1 |
1.0161 |
1.0161 |
1.0175 |
1.0153 |
| S2 |
1.0145 |
1.0145 |
1.0171 |
|
| S3 |
1.0108 |
1.0124 |
1.0168 |
|
| S4 |
1.0071 |
1.0087 |
1.0158 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0459 |
1.0405 |
1.0226 |
|
| R3 |
1.0372 |
1.0318 |
1.0202 |
|
| R2 |
1.0285 |
1.0285 |
1.0194 |
|
| R1 |
1.0231 |
1.0231 |
1.0186 |
1.0222 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0193 |
| S1 |
1.0144 |
1.0144 |
1.0170 |
1.0135 |
| S2 |
1.0111 |
1.0111 |
1.0162 |
|
| S3 |
1.0024 |
1.0057 |
1.0154 |
|
| S4 |
0.9937 |
0.9970 |
1.0130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0251 |
1.0164 |
0.0087 |
0.9% |
0.0055 |
0.5% |
16% |
False |
False |
19,989 |
| 10 |
1.0253 |
1.0144 |
0.0109 |
1.1% |
0.0058 |
0.6% |
31% |
False |
False |
25,416 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.5% |
0.0061 |
0.6% |
30% |
False |
False |
13,871 |
| 40 |
1.0353 |
1.0062 |
0.0291 |
2.9% |
0.0060 |
0.6% |
40% |
False |
False |
6,961 |
| 60 |
1.0457 |
1.0062 |
0.0395 |
3.9% |
0.0059 |
0.6% |
29% |
False |
False |
4,646 |
| 80 |
1.0737 |
1.0062 |
0.0675 |
6.6% |
0.0059 |
0.6% |
17% |
False |
False |
3,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0359 |
|
2.618 |
1.0299 |
|
1.618 |
1.0262 |
|
1.000 |
1.0239 |
|
0.618 |
1.0225 |
|
HIGH |
1.0202 |
|
0.618 |
1.0188 |
|
0.500 |
1.0184 |
|
0.382 |
1.0179 |
|
LOW |
1.0165 |
|
0.618 |
1.0142 |
|
1.000 |
1.0128 |
|
1.618 |
1.0105 |
|
2.618 |
1.0068 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0184 |
1.0208 |
| PP |
1.0182 |
1.0198 |
| S1 |
1.0180 |
1.0188 |
|