CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0271 |
0.0060 |
0.6% |
1.0190 |
| High |
1.0289 |
1.0329 |
0.0040 |
0.4% |
1.0329 |
| Low |
1.0191 |
1.0269 |
0.0078 |
0.8% |
1.0159 |
| Close |
1.0278 |
1.0327 |
0.0049 |
0.5% |
1.0327 |
| Range |
0.0098 |
0.0060 |
-0.0038 |
-38.8% |
0.0170 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
20,150 |
17,121 |
-3,029 |
-15.0% |
60,135 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0468 |
1.0360 |
|
| R3 |
1.0428 |
1.0408 |
1.0344 |
|
| R2 |
1.0368 |
1.0368 |
1.0338 |
|
| R1 |
1.0348 |
1.0348 |
1.0333 |
1.0358 |
| PP |
1.0308 |
1.0308 |
1.0308 |
1.0314 |
| S1 |
1.0288 |
1.0288 |
1.0322 |
1.0298 |
| S2 |
1.0248 |
1.0248 |
1.0316 |
|
| S3 |
1.0188 |
1.0228 |
1.0311 |
|
| S4 |
1.0128 |
1.0168 |
1.0294 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0782 |
1.0724 |
1.0421 |
|
| R3 |
1.0612 |
1.0554 |
1.0374 |
|
| R2 |
1.0442 |
1.0442 |
1.0358 |
|
| R1 |
1.0384 |
1.0384 |
1.0343 |
1.0413 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0286 |
| S1 |
1.0214 |
1.0214 |
1.0311 |
1.0243 |
| S2 |
1.0102 |
1.0102 |
1.0296 |
|
| S3 |
0.9932 |
1.0044 |
1.0280 |
|
| S4 |
0.9762 |
0.9874 |
1.0234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0329 |
1.0159 |
0.0170 |
1.6% |
0.0055 |
0.5% |
99% |
True |
False |
14,827 |
| 10 |
1.0329 |
1.0153 |
0.0176 |
1.7% |
0.0057 |
0.6% |
99% |
True |
False |
19,211 |
| 20 |
1.0353 |
1.0103 |
0.0250 |
2.4% |
0.0063 |
0.6% |
90% |
False |
False |
16,834 |
| 40 |
1.0353 |
1.0067 |
0.0286 |
2.8% |
0.0060 |
0.6% |
91% |
False |
False |
8,463 |
| 60 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0059 |
0.6% |
76% |
False |
False |
5,647 |
| 80 |
1.0737 |
1.0062 |
0.0675 |
6.5% |
0.0059 |
0.6% |
39% |
False |
False |
4,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0584 |
|
2.618 |
1.0486 |
|
1.618 |
1.0426 |
|
1.000 |
1.0389 |
|
0.618 |
1.0366 |
|
HIGH |
1.0329 |
|
0.618 |
1.0306 |
|
0.500 |
1.0299 |
|
0.382 |
1.0292 |
|
LOW |
1.0269 |
|
0.618 |
1.0232 |
|
1.000 |
1.0209 |
|
1.618 |
1.0172 |
|
2.618 |
1.0112 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0318 |
1.0302 |
| PP |
1.0308 |
1.0277 |
| S1 |
1.0299 |
1.0252 |
|