CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0142 |
1.0108 |
-0.0034 |
-0.3% |
1.0076 |
| High |
1.0164 |
1.0128 |
-0.0036 |
-0.4% |
1.0164 |
| Low |
1.0098 |
1.0067 |
-0.0031 |
-0.3% |
1.0067 |
| Close |
1.0130 |
1.0095 |
-0.0035 |
-0.3% |
1.0095 |
| Range |
0.0066 |
0.0061 |
-0.0005 |
-7.6% |
0.0097 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
53,818 |
11,506 |
-42,312 |
-78.6% |
196,428 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0280 |
1.0248 |
1.0129 |
|
| R3 |
1.0219 |
1.0187 |
1.0112 |
|
| R2 |
1.0158 |
1.0158 |
1.0106 |
|
| R1 |
1.0126 |
1.0126 |
1.0101 |
1.0112 |
| PP |
1.0097 |
1.0097 |
1.0097 |
1.0089 |
| S1 |
1.0065 |
1.0065 |
1.0089 |
1.0051 |
| S2 |
1.0036 |
1.0036 |
1.0084 |
|
| S3 |
0.9975 |
1.0004 |
1.0078 |
|
| S4 |
0.9914 |
0.9943 |
1.0061 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0400 |
1.0344 |
1.0148 |
|
| R3 |
1.0303 |
1.0247 |
1.0122 |
|
| R2 |
1.0206 |
1.0206 |
1.0113 |
|
| R1 |
1.0150 |
1.0150 |
1.0104 |
1.0178 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0123 |
| S1 |
1.0053 |
1.0053 |
1.0086 |
1.0081 |
| S2 |
1.0012 |
1.0012 |
1.0077 |
|
| S3 |
0.9915 |
0.9956 |
1.0068 |
|
| S4 |
0.9818 |
0.9859 |
1.0042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0164 |
1.0067 |
0.0097 |
1.0% |
0.0060 |
0.6% |
29% |
False |
True |
39,285 |
| 10 |
1.0219 |
1.0027 |
0.0192 |
1.9% |
0.0062 |
0.6% |
35% |
False |
False |
32,962 |
| 20 |
1.0281 |
1.0027 |
0.0254 |
2.5% |
0.0065 |
0.6% |
27% |
False |
False |
30,130 |
| 40 |
1.0286 |
0.9991 |
0.0295 |
2.9% |
0.0066 |
0.7% |
35% |
False |
False |
28,739 |
| 60 |
1.0428 |
0.9991 |
0.0437 |
4.3% |
0.0066 |
0.7% |
24% |
False |
False |
27,213 |
| 80 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0073 |
0.7% |
15% |
False |
False |
23,091 |
| 100 |
1.0683 |
0.9991 |
0.0692 |
6.9% |
0.0075 |
0.7% |
15% |
False |
False |
18,489 |
| 120 |
1.0696 |
0.9991 |
0.0705 |
7.0% |
0.0074 |
0.7% |
15% |
False |
False |
15,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0288 |
|
1.618 |
1.0227 |
|
1.000 |
1.0189 |
|
0.618 |
1.0166 |
|
HIGH |
1.0128 |
|
0.618 |
1.0105 |
|
0.500 |
1.0098 |
|
0.382 |
1.0090 |
|
LOW |
1.0067 |
|
0.618 |
1.0029 |
|
1.000 |
1.0006 |
|
1.618 |
0.9968 |
|
2.618 |
0.9907 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0116 |
| PP |
1.0097 |
1.0109 |
| S1 |
1.0096 |
1.0102 |
|