CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0135 |
1.0111 |
-0.0024 |
-0.2% |
1.0223 |
| High |
1.0154 |
1.0135 |
-0.0019 |
-0.2% |
1.0281 |
| Low |
1.0098 |
1.0059 |
-0.0039 |
-0.4% |
1.0129 |
| Close |
1.0105 |
1.0062 |
-0.0043 |
-0.4% |
1.0257 |
| Range |
0.0056 |
0.0076 |
0.0020 |
35.7% |
0.0152 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
| Volume |
25,205 |
25,226 |
21 |
0.1% |
149,723 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0313 |
1.0264 |
1.0104 |
|
| R3 |
1.0237 |
1.0188 |
1.0083 |
|
| R2 |
1.0161 |
1.0161 |
1.0076 |
|
| R1 |
1.0112 |
1.0112 |
1.0069 |
1.0099 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0079 |
| S1 |
1.0036 |
1.0036 |
1.0055 |
1.0023 |
| S2 |
1.0009 |
1.0009 |
1.0048 |
|
| S3 |
0.9933 |
0.9960 |
1.0041 |
|
| S4 |
0.9857 |
0.9884 |
1.0020 |
|
|
| 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 |
1.0059 |
0.0222 |
2.2% |
0.0081 |
0.8% |
1% |
False |
True |
29,074 |
| 10 |
1.0281 |
1.0059 |
0.0222 |
2.2% |
0.0066 |
0.7% |
1% |
False |
True |
27,495 |
| 20 |
1.0281 |
1.0005 |
0.0276 |
2.7% |
0.0068 |
0.7% |
21% |
False |
False |
26,469 |
| 40 |
1.0346 |
0.9991 |
0.0355 |
3.5% |
0.0067 |
0.7% |
20% |
False |
False |
26,406 |
| 60 |
1.0515 |
0.9991 |
0.0524 |
5.2% |
0.0069 |
0.7% |
14% |
False |
False |
26,159 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0075 |
0.7% |
10% |
False |
False |
20,191 |
| 100 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0076 |
0.8% |
10% |
False |
False |
16,165 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0074 |
0.7% |
10% |
False |
False |
13,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0458 |
|
2.618 |
1.0334 |
|
1.618 |
1.0258 |
|
1.000 |
1.0211 |
|
0.618 |
1.0182 |
|
HIGH |
1.0135 |
|
0.618 |
1.0106 |
|
0.500 |
1.0097 |
|
0.382 |
1.0088 |
|
LOW |
1.0059 |
|
0.618 |
1.0012 |
|
1.000 |
0.9983 |
|
1.618 |
0.9936 |
|
2.618 |
0.9860 |
|
4.250 |
0.9736 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0097 |
1.0117 |
| PP |
1.0085 |
1.0098 |
| S1 |
1.0074 |
1.0080 |
|