CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0183 |
1.0211 |
0.0028 |
0.3% |
1.0178 |
| High |
1.0221 |
1.0289 |
0.0068 |
0.7% |
1.0251 |
| Low |
1.0175 |
1.0191 |
0.0016 |
0.2% |
1.0164 |
| Close |
1.0212 |
1.0278 |
0.0066 |
0.6% |
1.0178 |
| Range |
0.0046 |
0.0098 |
0.0052 |
113.0% |
0.0087 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.8% |
0.0000 |
| Volume |
16,990 |
20,150 |
3,160 |
18.6% |
99,949 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0510 |
1.0332 |
|
| R3 |
1.0449 |
1.0412 |
1.0305 |
|
| R2 |
1.0351 |
1.0351 |
1.0296 |
|
| R1 |
1.0314 |
1.0314 |
1.0287 |
1.0333 |
| PP |
1.0253 |
1.0253 |
1.0253 |
1.0262 |
| S1 |
1.0216 |
1.0216 |
1.0269 |
1.0235 |
| S2 |
1.0155 |
1.0155 |
1.0260 |
|
| S3 |
1.0057 |
1.0118 |
1.0251 |
|
| S4 |
0.9959 |
1.0020 |
1.0224 |
|
|
| 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 |
1.0289 |
1.0159 |
0.0130 |
1.3% |
0.0054 |
0.5% |
92% |
True |
False |
15,212 |
| 10 |
1.0289 |
1.0153 |
0.0136 |
1.3% |
0.0058 |
0.6% |
92% |
True |
False |
21,726 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.4% |
0.0063 |
0.6% |
70% |
False |
False |
15,997 |
| 40 |
1.0353 |
1.0062 |
0.0291 |
2.8% |
0.0060 |
0.6% |
74% |
False |
False |
8,035 |
| 60 |
1.0415 |
1.0062 |
0.0353 |
3.4% |
0.0059 |
0.6% |
61% |
False |
False |
5,362 |
| 80 |
1.0737 |
1.0062 |
0.0675 |
6.6% |
0.0059 |
0.6% |
32% |
False |
False |
4,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0706 |
|
2.618 |
1.0546 |
|
1.618 |
1.0448 |
|
1.000 |
1.0387 |
|
0.618 |
1.0350 |
|
HIGH |
1.0289 |
|
0.618 |
1.0252 |
|
0.500 |
1.0240 |
|
0.382 |
1.0228 |
|
LOW |
1.0191 |
|
0.618 |
1.0130 |
|
1.000 |
1.0093 |
|
1.618 |
1.0032 |
|
2.618 |
0.9934 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0265 |
1.0260 |
| PP |
1.0253 |
1.0242 |
| S1 |
1.0240 |
1.0224 |
|