CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0191 |
1.0190 |
-0.0001 |
0.0% |
1.0178 |
| High |
1.0202 |
1.0192 |
-0.0010 |
-0.1% |
1.0251 |
| Low |
1.0165 |
1.0159 |
-0.0006 |
-0.1% |
1.0164 |
| Close |
1.0178 |
1.0186 |
0.0008 |
0.1% |
1.0178 |
| Range |
0.0037 |
0.0033 |
-0.0004 |
-10.8% |
0.0087 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
14,001 |
5,874 |
-8,127 |
-58.0% |
99,949 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0278 |
1.0265 |
1.0204 |
|
| R3 |
1.0245 |
1.0232 |
1.0195 |
|
| R2 |
1.0212 |
1.0212 |
1.0192 |
|
| R1 |
1.0199 |
1.0199 |
1.0189 |
1.0189 |
| PP |
1.0179 |
1.0179 |
1.0179 |
1.0174 |
| S1 |
1.0166 |
1.0166 |
1.0183 |
1.0156 |
| S2 |
1.0146 |
1.0146 |
1.0180 |
|
| S3 |
1.0113 |
1.0133 |
1.0177 |
|
| S4 |
1.0080 |
1.0100 |
1.0168 |
|
|
| 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 |
1.0159 |
0.0092 |
0.9% |
0.0046 |
0.5% |
29% |
False |
True |
16,699 |
| 10 |
1.0253 |
1.0144 |
0.0109 |
1.1% |
0.0058 |
0.6% |
39% |
False |
False |
24,700 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.5% |
0.0061 |
0.6% |
33% |
False |
False |
14,157 |
| 40 |
1.0353 |
1.0062 |
0.0291 |
2.9% |
0.0059 |
0.6% |
43% |
False |
False |
7,107 |
| 60 |
1.0442 |
1.0062 |
0.0380 |
3.7% |
0.0059 |
0.6% |
33% |
False |
False |
4,743 |
| 80 |
1.0737 |
1.0062 |
0.0675 |
6.6% |
0.0058 |
0.6% |
18% |
False |
False |
3,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0332 |
|
2.618 |
1.0278 |
|
1.618 |
1.0245 |
|
1.000 |
1.0225 |
|
0.618 |
1.0212 |
|
HIGH |
1.0192 |
|
0.618 |
1.0179 |
|
0.500 |
1.0176 |
|
0.382 |
1.0172 |
|
LOW |
1.0159 |
|
0.618 |
1.0139 |
|
1.000 |
1.0126 |
|
1.618 |
1.0106 |
|
2.618 |
1.0073 |
|
4.250 |
1.0019 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0183 |
1.0189 |
| PP |
1.0179 |
1.0188 |
| S1 |
1.0176 |
1.0187 |
|