CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0326 |
1.0346 |
0.0020 |
0.2% |
1.0190 |
| High |
1.0365 |
1.0350 |
-0.0015 |
-0.1% |
1.0329 |
| Low |
1.0313 |
1.0258 |
-0.0055 |
-0.5% |
1.0159 |
| Close |
1.0343 |
1.0288 |
-0.0055 |
-0.5% |
1.0327 |
| Range |
0.0052 |
0.0092 |
0.0040 |
76.9% |
0.0170 |
| ATR |
0.0060 |
0.0063 |
0.0002 |
3.7% |
0.0000 |
| Volume |
23,152 |
25,655 |
2,503 |
10.8% |
60,135 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0575 |
1.0523 |
1.0339 |
|
| R3 |
1.0483 |
1.0431 |
1.0313 |
|
| R2 |
1.0391 |
1.0391 |
1.0305 |
|
| R1 |
1.0339 |
1.0339 |
1.0296 |
1.0319 |
| PP |
1.0299 |
1.0299 |
1.0299 |
1.0289 |
| S1 |
1.0247 |
1.0247 |
1.0280 |
1.0227 |
| S2 |
1.0207 |
1.0207 |
1.0271 |
|
| S3 |
1.0115 |
1.0155 |
1.0263 |
|
| S4 |
1.0023 |
1.0063 |
1.0237 |
|
|
| 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 |
1.0175 |
0.0190 |
1.8% |
0.0070 |
0.7% |
59% |
False |
False |
20,613 |
| 10 |
1.0365 |
1.0159 |
0.0206 |
2.0% |
0.0058 |
0.6% |
63% |
False |
False |
18,656 |
| 20 |
1.0365 |
1.0103 |
0.0262 |
2.5% |
0.0060 |
0.6% |
71% |
False |
False |
19,138 |
| 40 |
1.0365 |
1.0067 |
0.0298 |
2.9% |
0.0061 |
0.6% |
74% |
False |
False |
9,682 |
| 60 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0060 |
0.6% |
65% |
False |
False |
6,461 |
| 80 |
1.0613 |
1.0062 |
0.0551 |
5.4% |
0.0060 |
0.6% |
41% |
False |
False |
4,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0741 |
|
2.618 |
1.0591 |
|
1.618 |
1.0499 |
|
1.000 |
1.0442 |
|
0.618 |
1.0407 |
|
HIGH |
1.0350 |
|
0.618 |
1.0315 |
|
0.500 |
1.0304 |
|
0.382 |
1.0293 |
|
LOW |
1.0258 |
|
0.618 |
1.0201 |
|
1.000 |
1.0166 |
|
1.618 |
1.0109 |
|
2.618 |
1.0017 |
|
4.250 |
0.9867 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0312 |
| PP |
1.0299 |
1.0304 |
| S1 |
1.0293 |
1.0296 |
|