CME Swiss Franc Future March 2018
| 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 |
1.0242 |
1.0256 |
0.0014 |
0.1% |
1.0287 |
| High |
1.0270 |
1.0353 |
0.0083 |
0.8% |
1.0353 |
| Low |
1.0203 |
1.0214 |
0.0011 |
0.1% |
1.0203 |
| Close |
1.0244 |
1.0330 |
0.0086 |
0.8% |
1.0330 |
| Range |
0.0067 |
0.0139 |
0.0072 |
107.5% |
0.0150 |
| ATR |
0.0060 |
0.0066 |
0.0006 |
9.4% |
0.0000 |
| Volume |
372 |
1,289 |
917 |
246.5% |
2,156 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0716 |
1.0662 |
1.0406 |
|
| R3 |
1.0577 |
1.0523 |
1.0368 |
|
| R2 |
1.0438 |
1.0438 |
1.0355 |
|
| R1 |
1.0384 |
1.0384 |
1.0343 |
1.0411 |
| PP |
1.0299 |
1.0299 |
1.0299 |
1.0313 |
| S1 |
1.0245 |
1.0245 |
1.0317 |
1.0272 |
| S2 |
1.0160 |
1.0160 |
1.0305 |
|
| S3 |
1.0021 |
1.0106 |
1.0292 |
|
| S4 |
0.9882 |
0.9967 |
1.0254 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0745 |
1.0688 |
1.0413 |
|
| R3 |
1.0595 |
1.0538 |
1.0371 |
|
| R2 |
1.0445 |
1.0445 |
1.0358 |
|
| R1 |
1.0388 |
1.0388 |
1.0344 |
1.0417 |
| PP |
1.0295 |
1.0295 |
1.0295 |
1.0310 |
| S1 |
1.0238 |
1.0238 |
1.0316 |
1.0267 |
| S2 |
1.0145 |
1.0145 |
1.0303 |
|
| S3 |
0.9995 |
1.0088 |
1.0289 |
|
| S4 |
0.9845 |
0.9938 |
1.0248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0353 |
1.0203 |
0.0150 |
1.5% |
0.0069 |
0.7% |
85% |
True |
False |
431 |
| 10 |
1.0353 |
1.0144 |
0.0209 |
2.0% |
0.0066 |
0.6% |
89% |
True |
False |
268 |
| 20 |
1.0353 |
1.0067 |
0.0286 |
2.8% |
0.0062 |
0.6% |
92% |
True |
False |
157 |
| 40 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0060 |
0.6% |
77% |
False |
False |
86 |
| 60 |
1.0737 |
1.0062 |
0.0675 |
6.5% |
0.0059 |
0.6% |
40% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0944 |
|
2.618 |
1.0717 |
|
1.618 |
1.0578 |
|
1.000 |
1.0492 |
|
0.618 |
1.0439 |
|
HIGH |
1.0353 |
|
0.618 |
1.0300 |
|
0.500 |
1.0284 |
|
0.382 |
1.0267 |
|
LOW |
1.0214 |
|
0.618 |
1.0128 |
|
1.000 |
1.0075 |
|
1.618 |
0.9989 |
|
2.618 |
0.9850 |
|
4.250 |
0.9623 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0315 |
1.0313 |
| PP |
1.0299 |
1.0295 |
| S1 |
1.0284 |
1.0278 |
|