CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0326 |
0.0055 |
0.5% |
1.0190 |
| High |
1.0329 |
1.0365 |
0.0036 |
0.3% |
1.0329 |
| Low |
1.0269 |
1.0313 |
0.0044 |
0.4% |
1.0159 |
| Close |
1.0327 |
1.0343 |
0.0016 |
0.2% |
1.0327 |
| Range |
0.0060 |
0.0052 |
-0.0008 |
-13.3% |
0.0170 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
17,121 |
23,152 |
6,031 |
35.2% |
60,135 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0472 |
1.0372 |
|
| R3 |
1.0444 |
1.0420 |
1.0357 |
|
| R2 |
1.0392 |
1.0392 |
1.0353 |
|
| R1 |
1.0368 |
1.0368 |
1.0348 |
1.0380 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0347 |
| S1 |
1.0316 |
1.0316 |
1.0338 |
1.0328 |
| S2 |
1.0288 |
1.0288 |
1.0333 |
|
| S3 |
1.0236 |
1.0264 |
1.0329 |
|
| S4 |
1.0184 |
1.0212 |
1.0314 |
|
|
| 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 |
1.0365 |
1.0159 |
0.0206 |
2.0% |
0.0058 |
0.6% |
89% |
True |
False |
16,657 |
| 10 |
1.0365 |
1.0159 |
0.0206 |
2.0% |
0.0056 |
0.5% |
89% |
True |
False |
18,323 |
| 20 |
1.0365 |
1.0103 |
0.0262 |
2.5% |
0.0059 |
0.6% |
92% |
True |
False |
17,927 |
| 40 |
1.0365 |
1.0067 |
0.0298 |
2.9% |
0.0060 |
0.6% |
93% |
True |
False |
9,042 |
| 60 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0059 |
0.6% |
81% |
False |
False |
6,033 |
| 80 |
1.0737 |
1.0062 |
0.0675 |
6.5% |
0.0059 |
0.6% |
42% |
False |
False |
4,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0586 |
|
2.618 |
1.0501 |
|
1.618 |
1.0449 |
|
1.000 |
1.0417 |
|
0.618 |
1.0397 |
|
HIGH |
1.0365 |
|
0.618 |
1.0345 |
|
0.500 |
1.0339 |
|
0.382 |
1.0333 |
|
LOW |
1.0313 |
|
0.618 |
1.0281 |
|
1.000 |
1.0261 |
|
1.618 |
1.0229 |
|
2.618 |
1.0177 |
|
4.250 |
1.0092 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0342 |
1.0321 |
| PP |
1.0340 |
1.0300 |
| S1 |
1.0339 |
1.0278 |
|