CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0213 |
1.0164 |
-0.0049 |
-0.5% |
1.0223 |
| High |
1.0219 |
1.0174 |
-0.0045 |
-0.4% |
1.0281 |
| Low |
1.0143 |
1.0121 |
-0.0022 |
-0.2% |
1.0129 |
| Close |
1.0153 |
1.0126 |
-0.0027 |
-0.3% |
1.0257 |
| Range |
0.0076 |
0.0053 |
-0.0023 |
-30.3% |
0.0152 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
26,513 |
20,104 |
-6,409 |
-24.2% |
149,723 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0266 |
1.0155 |
|
| R3 |
1.0246 |
1.0213 |
1.0141 |
|
| R2 |
1.0193 |
1.0193 |
1.0136 |
|
| R1 |
1.0160 |
1.0160 |
1.0131 |
1.0150 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0136 |
| S1 |
1.0107 |
1.0107 |
1.0121 |
1.0097 |
| S2 |
1.0087 |
1.0087 |
1.0116 |
|
| S3 |
1.0034 |
1.0054 |
1.0111 |
|
| S4 |
0.9981 |
1.0001 |
1.0097 |
|
|
| 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 |
1.0121 |
0.0160 |
1.6% |
0.0078 |
0.8% |
3% |
False |
True |
30,054 |
| 10 |
1.0281 |
1.0069 |
0.0212 |
2.1% |
0.0069 |
0.7% |
27% |
False |
False |
27,487 |
| 20 |
1.0281 |
1.0005 |
0.0276 |
2.7% |
0.0065 |
0.6% |
44% |
False |
False |
25,842 |
| 40 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0067 |
0.7% |
38% |
False |
False |
26,220 |
| 60 |
1.0539 |
0.9991 |
0.0548 |
5.4% |
0.0069 |
0.7% |
25% |
False |
False |
25,832 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0076 |
0.7% |
20% |
False |
False |
19,563 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0077 |
0.8% |
19% |
False |
False |
15,661 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0073 |
0.7% |
19% |
False |
False |
13,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0399 |
|
2.618 |
1.0313 |
|
1.618 |
1.0260 |
|
1.000 |
1.0227 |
|
0.618 |
1.0207 |
|
HIGH |
1.0174 |
|
0.618 |
1.0154 |
|
0.500 |
1.0148 |
|
0.382 |
1.0141 |
|
LOW |
1.0121 |
|
0.618 |
1.0088 |
|
1.000 |
1.0068 |
|
1.618 |
1.0035 |
|
2.618 |
0.9982 |
|
4.250 |
0.9896 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0148 |
1.0201 |
| PP |
1.0140 |
1.0176 |
| S1 |
1.0133 |
1.0151 |
|