CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0191 |
1.0132 |
-0.0059 |
-0.6% |
1.0285 |
| High |
1.0210 |
1.0158 |
-0.0052 |
-0.5% |
1.0289 |
| Low |
1.0134 |
1.0103 |
-0.0031 |
-0.3% |
1.0103 |
| Close |
1.0137 |
1.0154 |
0.0017 |
0.2% |
1.0154 |
| Range |
0.0076 |
0.0055 |
-0.0021 |
-27.6% |
0.0186 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
2,163 |
10,267 |
8,104 |
374.7% |
21,099 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0303 |
1.0284 |
1.0184 |
|
| R3 |
1.0248 |
1.0229 |
1.0169 |
|
| R2 |
1.0193 |
1.0193 |
1.0164 |
|
| R1 |
1.0174 |
1.0174 |
1.0159 |
1.0184 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0143 |
| S1 |
1.0119 |
1.0119 |
1.0149 |
1.0129 |
| S2 |
1.0083 |
1.0083 |
1.0144 |
|
| S3 |
1.0028 |
1.0064 |
1.0139 |
|
| S4 |
0.9973 |
1.0009 |
1.0124 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0740 |
1.0633 |
1.0256 |
|
| R3 |
1.0554 |
1.0447 |
1.0205 |
|
| R2 |
1.0368 |
1.0368 |
1.0188 |
|
| R1 |
1.0261 |
1.0261 |
1.0171 |
1.0222 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0162 |
| S1 |
1.0075 |
1.0075 |
1.0137 |
1.0036 |
| S2 |
0.9996 |
0.9996 |
1.0120 |
|
| S3 |
0.9810 |
0.9889 |
1.0103 |
|
| S4 |
0.9624 |
0.9703 |
1.0052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0289 |
1.0103 |
0.0186 |
1.8% |
0.0061 |
0.6% |
27% |
False |
True |
4,219 |
| 10 |
1.0353 |
1.0103 |
0.0250 |
2.5% |
0.0065 |
0.6% |
20% |
False |
True |
2,325 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.5% |
0.0063 |
0.6% |
20% |
False |
True |
1,205 |
| 40 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0062 |
0.6% |
26% |
False |
False |
612 |
| 60 |
1.0563 |
1.0062 |
0.0501 |
4.9% |
0.0061 |
0.6% |
18% |
False |
False |
410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0392 |
|
2.618 |
1.0302 |
|
1.618 |
1.0247 |
|
1.000 |
1.0213 |
|
0.618 |
1.0192 |
|
HIGH |
1.0158 |
|
0.618 |
1.0137 |
|
0.500 |
1.0131 |
|
0.382 |
1.0124 |
|
LOW |
1.0103 |
|
0.618 |
1.0069 |
|
1.000 |
1.0048 |
|
1.618 |
1.0014 |
|
2.618 |
0.9959 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0166 |
| PP |
1.0138 |
1.0162 |
| S1 |
1.0131 |
1.0158 |
|