CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0164 |
1.0135 |
-0.0029 |
-0.3% |
1.0223 |
| High |
1.0174 |
1.0154 |
-0.0020 |
-0.2% |
1.0281 |
| Low |
1.0121 |
1.0098 |
-0.0023 |
-0.2% |
1.0129 |
| Close |
1.0126 |
1.0105 |
-0.0021 |
-0.2% |
1.0257 |
| Range |
0.0053 |
0.0056 |
0.0003 |
5.7% |
0.0152 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
20,104 |
25,205 |
5,101 |
25.4% |
149,723 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0252 |
1.0136 |
|
| R3 |
1.0231 |
1.0196 |
1.0120 |
|
| R2 |
1.0175 |
1.0175 |
1.0115 |
|
| R1 |
1.0140 |
1.0140 |
1.0110 |
1.0130 |
| PP |
1.0119 |
1.0119 |
1.0119 |
1.0114 |
| S1 |
1.0084 |
1.0084 |
1.0100 |
1.0074 |
| S2 |
1.0063 |
1.0063 |
1.0095 |
|
| S3 |
1.0007 |
1.0028 |
1.0090 |
|
| S4 |
0.9951 |
0.9972 |
1.0074 |
|
|
| 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 |
1.0098 |
0.0183 |
1.8% |
0.0079 |
0.8% |
4% |
False |
True |
30,355 |
| 10 |
1.0281 |
1.0098 |
0.0183 |
1.8% |
0.0069 |
0.7% |
4% |
False |
True |
27,923 |
| 20 |
1.0281 |
1.0005 |
0.0276 |
2.7% |
0.0065 |
0.6% |
36% |
False |
False |
25,993 |
| 40 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0066 |
0.7% |
32% |
False |
False |
26,261 |
| 60 |
1.0515 |
0.9991 |
0.0524 |
5.2% |
0.0069 |
0.7% |
22% |
False |
False |
26,084 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.8% |
0.0075 |
0.7% |
16% |
False |
False |
19,877 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0077 |
0.8% |
16% |
False |
False |
15,913 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0074 |
0.7% |
16% |
False |
False |
13,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0392 |
|
2.618 |
1.0301 |
|
1.618 |
1.0245 |
|
1.000 |
1.0210 |
|
0.618 |
1.0189 |
|
HIGH |
1.0154 |
|
0.618 |
1.0133 |
|
0.500 |
1.0126 |
|
0.382 |
1.0119 |
|
LOW |
1.0098 |
|
0.618 |
1.0063 |
|
1.000 |
1.0042 |
|
1.618 |
1.0007 |
|
2.618 |
0.9951 |
|
4.250 |
0.9860 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0126 |
1.0159 |
| PP |
1.0119 |
1.0141 |
| S1 |
1.0112 |
1.0123 |
|