CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0132 |
1.0151 |
0.0019 |
0.2% |
1.0285 |
| High |
1.0158 |
1.0182 |
0.0024 |
0.2% |
1.0289 |
| Low |
1.0103 |
1.0149 |
0.0046 |
0.5% |
1.0103 |
| Close |
1.0154 |
1.0166 |
0.0012 |
0.1% |
1.0154 |
| Range |
0.0055 |
0.0033 |
-0.0022 |
-40.0% |
0.0186 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
10,267 |
13,034 |
2,767 |
27.0% |
21,099 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0248 |
1.0184 |
|
| R3 |
1.0232 |
1.0215 |
1.0175 |
|
| R2 |
1.0199 |
1.0199 |
1.0172 |
|
| R1 |
1.0182 |
1.0182 |
1.0169 |
1.0191 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0170 |
| S1 |
1.0149 |
1.0149 |
1.0163 |
1.0158 |
| S2 |
1.0133 |
1.0133 |
1.0160 |
|
| S3 |
1.0100 |
1.0116 |
1.0157 |
|
| S4 |
1.0067 |
1.0083 |
1.0148 |
|
|
| 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 |
1.0246 |
1.0103 |
0.0143 |
1.4% |
0.0054 |
0.5% |
44% |
False |
False |
6,538 |
| 10 |
1.0353 |
1.0103 |
0.0250 |
2.5% |
0.0064 |
0.6% |
25% |
False |
False |
3,614 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.5% |
0.0063 |
0.6% |
25% |
False |
False |
1,850 |
| 40 |
1.0384 |
1.0062 |
0.0322 |
3.2% |
0.0062 |
0.6% |
32% |
False |
False |
938 |
| 60 |
1.0557 |
1.0062 |
0.0495 |
4.9% |
0.0060 |
0.6% |
21% |
False |
False |
627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0322 |
|
2.618 |
1.0268 |
|
1.618 |
1.0235 |
|
1.000 |
1.0215 |
|
0.618 |
1.0202 |
|
HIGH |
1.0182 |
|
0.618 |
1.0169 |
|
0.500 |
1.0166 |
|
0.382 |
1.0162 |
|
LOW |
1.0149 |
|
0.618 |
1.0129 |
|
1.000 |
1.0116 |
|
1.618 |
1.0096 |
|
2.618 |
1.0063 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0166 |
1.0163 |
| PP |
1.0166 |
1.0160 |
| S1 |
1.0166 |
1.0157 |
|