CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0169 |
1.0170 |
0.0001 |
0.0% |
1.0223 |
| High |
1.0197 |
1.0281 |
0.0084 |
0.8% |
1.0281 |
| Low |
1.0129 |
1.0139 |
0.0010 |
0.1% |
1.0129 |
| Close |
1.0171 |
1.0257 |
0.0086 |
0.8% |
1.0257 |
| Range |
0.0068 |
0.0142 |
0.0074 |
108.8% |
0.0152 |
| ATR |
0.0064 |
0.0069 |
0.0006 |
8.8% |
0.0000 |
| Volume |
31,629 |
48,325 |
16,696 |
52.8% |
149,723 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0652 |
1.0596 |
1.0335 |
|
| R3 |
1.0510 |
1.0454 |
1.0296 |
|
| R2 |
1.0368 |
1.0368 |
1.0283 |
|
| R1 |
1.0312 |
1.0312 |
1.0270 |
1.0340 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0240 |
| S1 |
1.0170 |
1.0170 |
1.0244 |
1.0198 |
| S2 |
1.0084 |
1.0084 |
1.0231 |
|
| S3 |
0.9942 |
1.0028 |
1.0218 |
|
| S4 |
0.9800 |
0.9886 |
1.0179 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0620 |
1.0341 |
|
| R3 |
1.0526 |
1.0468 |
1.0299 |
|
| R2 |
1.0374 |
1.0374 |
1.0285 |
|
| R1 |
1.0316 |
1.0316 |
1.0271 |
1.0345 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0237 |
| S1 |
1.0164 |
1.0164 |
1.0243 |
1.0193 |
| S2 |
1.0070 |
1.0070 |
1.0229 |
|
| S3 |
0.9918 |
1.0012 |
1.0215 |
|
| S4 |
0.9766 |
0.9860 |
1.0173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0281 |
1.0129 |
0.0152 |
1.5% |
0.0071 |
0.7% |
84% |
True |
False |
29,944 |
| 10 |
1.0281 |
1.0069 |
0.0212 |
2.1% |
0.0068 |
0.7% |
89% |
True |
False |
27,297 |
| 20 |
1.0281 |
0.9997 |
0.0284 |
2.8% |
0.0065 |
0.6% |
92% |
True |
False |
25,745 |
| 40 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0066 |
0.6% |
75% |
False |
False |
26,035 |
| 60 |
1.0681 |
0.9991 |
0.0690 |
6.7% |
0.0071 |
0.7% |
39% |
False |
False |
25,186 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.7% |
0.0076 |
0.7% |
38% |
False |
False |
18,986 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0077 |
0.8% |
38% |
False |
False |
15,195 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
6.9% |
0.0073 |
0.7% |
38% |
False |
False |
12,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0885 |
|
2.618 |
1.0653 |
|
1.618 |
1.0511 |
|
1.000 |
1.0423 |
|
0.618 |
1.0369 |
|
HIGH |
1.0281 |
|
0.618 |
1.0227 |
|
0.500 |
1.0210 |
|
0.382 |
1.0193 |
|
LOW |
1.0139 |
|
0.618 |
1.0051 |
|
1.000 |
0.9997 |
|
1.618 |
0.9909 |
|
2.618 |
0.9767 |
|
4.250 |
0.9536 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0241 |
1.0240 |
| PP |
1.0226 |
1.0222 |
| S1 |
1.0210 |
1.0205 |
|