According to FICO, debit card fraud increased by 10% from 2016 to 2017. Since debit cards are linked to bank accounts, they don't offer as much fraud protection as credit cards. Because of this there are times when you should use cash or a credit card instead. If possible you should avoid using unfamiliar or independent ATMs. These are very susceptible to hackers. Gas pumps, like ATMs, are also highly vulnerable. Restaurants are another risky place because the servers do the swiping for you.
