CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0301 |
1.0280 |
-0.0021 |
-0.2% |
1.0326 |
| High |
1.0309 |
1.0287 |
-0.0022 |
-0.2% |
1.0365 |
| Low |
1.0269 |
1.0207 |
-0.0062 |
-0.6% |
1.0258 |
| Close |
1.0276 |
1.0216 |
-0.0060 |
-0.6% |
1.0301 |
| Range |
0.0040 |
0.0080 |
0.0040 |
100.0% |
0.0107 |
| ATR |
0.0059 |
0.0061 |
0.0001 |
2.5% |
0.0000 |
| Volume |
19,659 |
30,187 |
10,528 |
53.6% |
86,892 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0477 |
1.0426 |
1.0260 |
|
| R3 |
1.0397 |
1.0346 |
1.0238 |
|
| R2 |
1.0317 |
1.0317 |
1.0231 |
|
| R1 |
1.0266 |
1.0266 |
1.0223 |
1.0252 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0229 |
| S1 |
1.0186 |
1.0186 |
1.0209 |
1.0172 |
| S2 |
1.0157 |
1.0157 |
1.0201 |
|
| S3 |
1.0077 |
1.0106 |
1.0194 |
|
| S4 |
0.9997 |
1.0026 |
1.0172 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0572 |
1.0360 |
|
| R3 |
1.0522 |
1.0465 |
1.0330 |
|
| R2 |
1.0415 |
1.0415 |
1.0321 |
|
| R1 |
1.0358 |
1.0358 |
1.0311 |
1.0333 |
| PP |
1.0308 |
1.0308 |
1.0308 |
1.0296 |
| S1 |
1.0251 |
1.0251 |
1.0291 |
1.0226 |
| S2 |
1.0201 |
1.0201 |
1.0281 |
|
| S3 |
1.0094 |
1.0144 |
1.0272 |
|
| S4 |
0.9987 |
1.0037 |
1.0242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0350 |
1.0207 |
0.0143 |
1.4% |
0.0061 |
0.6% |
6% |
False |
True |
22,717 |
| 10 |
1.0365 |
1.0159 |
0.0206 |
2.0% |
0.0060 |
0.6% |
28% |
False |
False |
19,687 |
| 20 |
1.0365 |
1.0144 |
0.0221 |
2.2% |
0.0059 |
0.6% |
33% |
False |
False |
22,551 |
| 40 |
1.0365 |
1.0103 |
0.0262 |
2.6% |
0.0061 |
0.6% |
43% |
False |
False |
11,878 |
| 60 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0061 |
0.6% |
44% |
False |
False |
7,925 |
| 80 |
1.0563 |
1.0062 |
0.0501 |
4.9% |
0.0060 |
0.6% |
31% |
False |
False |
5,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0627 |
|
2.618 |
1.0496 |
|
1.618 |
1.0416 |
|
1.000 |
1.0367 |
|
0.618 |
1.0336 |
|
HIGH |
1.0287 |
|
0.618 |
1.0256 |
|
0.500 |
1.0247 |
|
0.382 |
1.0238 |
|
LOW |
1.0207 |
|
0.618 |
1.0158 |
|
1.000 |
1.0127 |
|
1.618 |
1.0078 |
|
2.618 |
0.9998 |
|
4.250 |
0.9867 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0247 |
1.0262 |
| PP |
1.0237 |
1.0247 |
| S1 |
1.0226 |
1.0231 |
|