CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0190 |
1.0183 |
-0.0007 |
-0.1% |
1.0178 |
| High |
1.0192 |
1.0221 |
0.0029 |
0.3% |
1.0251 |
| Low |
1.0159 |
1.0175 |
0.0016 |
0.2% |
1.0164 |
| Close |
1.0186 |
1.0212 |
0.0026 |
0.3% |
1.0178 |
| Range |
0.0033 |
0.0046 |
0.0013 |
39.4% |
0.0087 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
5,874 |
16,990 |
11,116 |
189.2% |
99,949 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0322 |
1.0237 |
|
| R3 |
1.0295 |
1.0276 |
1.0225 |
|
| R2 |
1.0249 |
1.0249 |
1.0220 |
|
| R1 |
1.0230 |
1.0230 |
1.0216 |
1.0240 |
| PP |
1.0203 |
1.0203 |
1.0203 |
1.0207 |
| S1 |
1.0184 |
1.0184 |
1.0208 |
1.0194 |
| S2 |
1.0157 |
1.0157 |
1.0204 |
|
| S3 |
1.0111 |
1.0138 |
1.0199 |
|
| S4 |
1.0065 |
1.0092 |
1.0187 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0459 |
1.0405 |
1.0226 |
|
| R3 |
1.0372 |
1.0318 |
1.0202 |
|
| R2 |
1.0285 |
1.0285 |
1.0194 |
|
| R1 |
1.0231 |
1.0231 |
1.0186 |
1.0222 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0193 |
| S1 |
1.0144 |
1.0144 |
1.0170 |
1.0135 |
| S2 |
1.0111 |
1.0111 |
1.0162 |
|
| S3 |
1.0024 |
1.0057 |
1.0154 |
|
| S4 |
0.9937 |
0.9970 |
1.0130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0251 |
1.0159 |
0.0092 |
0.9% |
0.0046 |
0.4% |
58% |
False |
False |
15,388 |
| 10 |
1.0253 |
1.0153 |
0.0100 |
1.0% |
0.0058 |
0.6% |
59% |
False |
False |
24,716 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.4% |
0.0061 |
0.6% |
44% |
False |
False |
14,997 |
| 40 |
1.0353 |
1.0062 |
0.0291 |
2.8% |
0.0059 |
0.6% |
52% |
False |
False |
7,532 |
| 60 |
1.0415 |
1.0062 |
0.0353 |
3.5% |
0.0058 |
0.6% |
42% |
False |
False |
5,026 |
| 80 |
1.0737 |
1.0062 |
0.0675 |
6.6% |
0.0058 |
0.6% |
22% |
False |
False |
3,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0417 |
|
2.618 |
1.0341 |
|
1.618 |
1.0295 |
|
1.000 |
1.0267 |
|
0.618 |
1.0249 |
|
HIGH |
1.0221 |
|
0.618 |
1.0203 |
|
0.500 |
1.0198 |
|
0.382 |
1.0193 |
|
LOW |
1.0175 |
|
0.618 |
1.0147 |
|
1.000 |
1.0129 |
|
1.618 |
1.0101 |
|
2.618 |
1.0055 |
|
4.250 |
0.9980 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0205 |
| PP |
1.0203 |
1.0197 |
| S1 |
1.0198 |
1.0190 |
|