CME Swiss Franc Future March 2018
| 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 |
1.0211 |
1.0191 |
-0.0020 |
-0.2% |
1.0287 |
| High |
1.0228 |
1.0210 |
-0.0018 |
-0.2% |
1.0353 |
| Low |
1.0174 |
1.0134 |
-0.0040 |
-0.4% |
1.0203 |
| Close |
1.0180 |
1.0137 |
-0.0043 |
-0.4% |
1.0330 |
| Range |
0.0054 |
0.0076 |
0.0022 |
40.7% |
0.0150 |
| ATR |
0.0067 |
0.0067 |
0.0001 |
1.0% |
0.0000 |
| Volume |
6,768 |
2,163 |
-4,605 |
-68.0% |
2,156 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0388 |
1.0339 |
1.0179 |
|
| R3 |
1.0312 |
1.0263 |
1.0158 |
|
| R2 |
1.0236 |
1.0236 |
1.0151 |
|
| R1 |
1.0187 |
1.0187 |
1.0144 |
1.0174 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0154 |
| S1 |
1.0111 |
1.0111 |
1.0130 |
1.0098 |
| S2 |
1.0084 |
1.0084 |
1.0123 |
|
| S3 |
1.0008 |
1.0035 |
1.0116 |
|
| S4 |
0.9932 |
0.9959 |
1.0095 |
|
|
| 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 |
1.0134 |
0.0219 |
2.2% |
0.0078 |
0.8% |
1% |
False |
True |
2,424 |
| 10 |
1.0353 |
1.0134 |
0.0219 |
2.2% |
0.0064 |
0.6% |
1% |
False |
True |
1,317 |
| 20 |
1.0353 |
1.0076 |
0.0277 |
2.7% |
0.0065 |
0.6% |
22% |
False |
False |
693 |
| 40 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0062 |
0.6% |
21% |
False |
False |
356 |
| 60 |
1.0563 |
1.0062 |
0.0501 |
4.9% |
0.0061 |
0.6% |
15% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0409 |
|
1.618 |
1.0333 |
|
1.000 |
1.0286 |
|
0.618 |
1.0257 |
|
HIGH |
1.0210 |
|
0.618 |
1.0181 |
|
0.500 |
1.0172 |
|
0.382 |
1.0163 |
|
LOW |
1.0134 |
|
0.618 |
1.0087 |
|
1.000 |
1.0058 |
|
1.618 |
1.0011 |
|
2.618 |
0.9935 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0172 |
1.0190 |
| PP |
1.0160 |
1.0172 |
| S1 |
1.0149 |
1.0155 |
|