CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0162 |
0.0011 |
0.1% |
1.0285 |
| High |
1.0182 |
1.0190 |
0.0008 |
0.1% |
1.0289 |
| Low |
1.0149 |
1.0144 |
-0.0005 |
0.0% |
1.0103 |
| Close |
1.0166 |
1.0156 |
-0.0010 |
-0.1% |
1.0154 |
| Range |
0.0033 |
0.0046 |
0.0013 |
39.4% |
0.0186 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
13,034 |
16,828 |
3,794 |
29.1% |
21,099 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0301 |
1.0275 |
1.0181 |
|
| R3 |
1.0255 |
1.0229 |
1.0169 |
|
| R2 |
1.0209 |
1.0209 |
1.0164 |
|
| R1 |
1.0183 |
1.0183 |
1.0160 |
1.0173 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0159 |
| S1 |
1.0137 |
1.0137 |
1.0152 |
1.0127 |
| S2 |
1.0117 |
1.0117 |
1.0148 |
|
| S3 |
1.0071 |
1.0091 |
1.0143 |
|
| S4 |
1.0025 |
1.0045 |
1.0131 |
|
|
| 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 |
1.0228 |
1.0103 |
0.0125 |
1.2% |
0.0053 |
0.5% |
42% |
False |
False |
9,812 |
| 10 |
1.0353 |
1.0103 |
0.0250 |
2.5% |
0.0064 |
0.6% |
21% |
False |
False |
5,278 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.5% |
0.0063 |
0.6% |
21% |
False |
False |
2,687 |
| 40 |
1.0373 |
1.0062 |
0.0311 |
3.1% |
0.0062 |
0.6% |
30% |
False |
False |
1,359 |
| 60 |
1.0549 |
1.0062 |
0.0487 |
4.8% |
0.0060 |
0.6% |
19% |
False |
False |
907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0386 |
|
2.618 |
1.0310 |
|
1.618 |
1.0264 |
|
1.000 |
1.0236 |
|
0.618 |
1.0218 |
|
HIGH |
1.0190 |
|
0.618 |
1.0172 |
|
0.500 |
1.0167 |
|
0.382 |
1.0162 |
|
LOW |
1.0144 |
|
0.618 |
1.0116 |
|
1.000 |
1.0098 |
|
1.618 |
1.0070 |
|
2.618 |
1.0024 |
|
4.250 |
0.9949 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0167 |
1.0153 |
| PP |
1.0163 |
1.0150 |
| S1 |
1.0160 |
1.0147 |
|