CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0229 |
1.0232 |
0.0003 |
0.0% |
1.0151 |
| High |
1.0248 |
1.0251 |
0.0003 |
0.0% |
1.0253 |
| Low |
1.0201 |
1.0193 |
-0.0008 |
-0.1% |
1.0144 |
| Close |
1.0225 |
1.0210 |
-0.0015 |
-0.1% |
1.0181 |
| Range |
0.0047 |
0.0058 |
0.0011 |
23.4% |
0.0109 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
23,544 |
21,029 |
-2,515 |
-10.7% |
154,217 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0392 |
1.0359 |
1.0242 |
|
| R3 |
1.0334 |
1.0301 |
1.0226 |
|
| R2 |
1.0276 |
1.0276 |
1.0221 |
|
| R1 |
1.0243 |
1.0243 |
1.0215 |
1.0231 |
| PP |
1.0218 |
1.0218 |
1.0218 |
1.0212 |
| S1 |
1.0185 |
1.0185 |
1.0205 |
1.0173 |
| S2 |
1.0160 |
1.0160 |
1.0199 |
|
| S3 |
1.0102 |
1.0127 |
1.0194 |
|
| S4 |
1.0044 |
1.0069 |
1.0178 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0459 |
1.0241 |
|
| R3 |
1.0411 |
1.0350 |
1.0211 |
|
| R2 |
1.0302 |
1.0302 |
1.0201 |
|
| R1 |
1.0241 |
1.0241 |
1.0191 |
1.0272 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0208 |
| S1 |
1.0132 |
1.0132 |
1.0171 |
1.0163 |
| S2 |
1.0084 |
1.0084 |
1.0161 |
|
| S3 |
0.9975 |
1.0023 |
1.0151 |
|
| S4 |
0.9866 |
0.9914 |
1.0121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0251 |
1.0153 |
0.0098 |
1.0% |
0.0061 |
0.6% |
58% |
True |
False |
28,240 |
| 10 |
1.0253 |
1.0103 |
0.0150 |
1.5% |
0.0061 |
0.6% |
71% |
False |
False |
23,354 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.4% |
0.0064 |
0.6% |
43% |
False |
False |
12,232 |
| 40 |
1.0353 |
1.0062 |
0.0291 |
2.9% |
0.0062 |
0.6% |
51% |
False |
False |
6,138 |
| 60 |
1.0457 |
1.0062 |
0.0395 |
3.9% |
0.0060 |
0.6% |
37% |
False |
False |
4,095 |
| 80 |
1.0744 |
1.0062 |
0.0682 |
6.7% |
0.0060 |
0.6% |
22% |
False |
False |
3,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0498 |
|
2.618 |
1.0403 |
|
1.618 |
1.0345 |
|
1.000 |
1.0309 |
|
0.618 |
1.0287 |
|
HIGH |
1.0251 |
|
0.618 |
1.0229 |
|
0.500 |
1.0222 |
|
0.382 |
1.0215 |
|
LOW |
1.0193 |
|
0.618 |
1.0157 |
|
1.000 |
1.0135 |
|
1.618 |
1.0099 |
|
2.618 |
1.0041 |
|
4.250 |
0.9947 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0222 |
1.0211 |
| PP |
1.0218 |
1.0210 |
| S1 |
1.0214 |
1.0210 |
|