CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0256 |
1.0285 |
0.0029 |
0.3% |
1.0287 |
| High |
1.0353 |
1.0289 |
-0.0064 |
-0.6% |
1.0353 |
| Low |
1.0214 |
1.0218 |
0.0004 |
0.0% |
1.0203 |
| Close |
1.0330 |
1.0227 |
-0.0103 |
-1.0% |
1.0330 |
| Range |
0.0139 |
0.0071 |
-0.0068 |
-48.9% |
0.0150 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
5.0% |
0.0000 |
| Volume |
1,289 |
1,439 |
150 |
11.6% |
2,156 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0458 |
1.0413 |
1.0266 |
|
| R3 |
1.0387 |
1.0342 |
1.0247 |
|
| R2 |
1.0316 |
1.0316 |
1.0240 |
|
| R1 |
1.0271 |
1.0271 |
1.0234 |
1.0258 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0238 |
| S1 |
1.0200 |
1.0200 |
1.0220 |
1.0187 |
| S2 |
1.0174 |
1.0174 |
1.0214 |
|
| S3 |
1.0103 |
1.0129 |
1.0207 |
|
| S4 |
1.0032 |
1.0058 |
1.0188 |
|
|
| 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% |
0.0075 |
0.7% |
16% |
False |
False |
690 |
| 10 |
1.0353 |
1.0144 |
0.0209 |
2.0% |
0.0066 |
0.6% |
40% |
False |
False |
401 |
| 20 |
1.0353 |
1.0067 |
0.0286 |
2.8% |
0.0062 |
0.6% |
56% |
False |
False |
226 |
| 40 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0060 |
0.6% |
47% |
False |
False |
122 |
| 60 |
1.0613 |
1.0062 |
0.0551 |
5.4% |
0.0060 |
0.6% |
30% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0591 |
|
2.618 |
1.0475 |
|
1.618 |
1.0404 |
|
1.000 |
1.0360 |
|
0.618 |
1.0333 |
|
HIGH |
1.0289 |
|
0.618 |
1.0262 |
|
0.500 |
1.0254 |
|
0.382 |
1.0245 |
|
LOW |
1.0218 |
|
0.618 |
1.0174 |
|
1.000 |
1.0147 |
|
1.618 |
1.0103 |
|
2.618 |
1.0032 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0254 |
1.0278 |
| PP |
1.0245 |
1.0261 |
| S1 |
1.0236 |
1.0244 |
|