CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0220 |
-0.0060 |
-0.6% |
1.0326 |
| High |
1.0287 |
1.0301 |
0.0014 |
0.1% |
1.0365 |
| Low |
1.0207 |
1.0204 |
-0.0003 |
0.0% |
1.0258 |
| Close |
1.0216 |
1.0272 |
0.0056 |
0.5% |
1.0301 |
| Range |
0.0080 |
0.0097 |
0.0017 |
21.3% |
0.0107 |
| ATR |
0.0061 |
0.0063 |
0.0003 |
4.3% |
0.0000 |
| Volume |
30,187 |
31,100 |
913 |
3.0% |
86,892 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0508 |
1.0325 |
|
| R3 |
1.0453 |
1.0411 |
1.0299 |
|
| R2 |
1.0356 |
1.0356 |
1.0290 |
|
| R1 |
1.0314 |
1.0314 |
1.0281 |
1.0335 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0270 |
| S1 |
1.0217 |
1.0217 |
1.0263 |
1.0238 |
| S2 |
1.0162 |
1.0162 |
1.0254 |
|
| S3 |
1.0065 |
1.0120 |
1.0245 |
|
| S4 |
0.9968 |
1.0023 |
1.0219 |
|
|
| 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 |
1.0321 |
1.0204 |
0.0117 |
1.1% |
0.0062 |
0.6% |
58% |
False |
True |
23,806 |
| 10 |
1.0365 |
1.0175 |
0.0190 |
1.8% |
0.0066 |
0.6% |
51% |
False |
False |
22,209 |
| 20 |
1.0365 |
1.0144 |
0.0221 |
2.2% |
0.0062 |
0.6% |
58% |
False |
False |
23,455 |
| 40 |
1.0365 |
1.0103 |
0.0262 |
2.6% |
0.0062 |
0.6% |
65% |
False |
False |
12,652 |
| 60 |
1.0384 |
1.0062 |
0.0322 |
3.1% |
0.0062 |
0.6% |
65% |
False |
False |
8,444 |
| 80 |
1.0557 |
1.0062 |
0.0495 |
4.8% |
0.0061 |
0.6% |
42% |
False |
False |
6,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0713 |
|
2.618 |
1.0555 |
|
1.618 |
1.0458 |
|
1.000 |
1.0398 |
|
0.618 |
1.0361 |
|
HIGH |
1.0301 |
|
0.618 |
1.0264 |
|
0.500 |
1.0253 |
|
0.382 |
1.0241 |
|
LOW |
1.0204 |
|
0.618 |
1.0144 |
|
1.000 |
1.0107 |
|
1.618 |
1.0047 |
|
2.618 |
0.9950 |
|
4.250 |
0.9792 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0266 |
1.0267 |
| PP |
1.0259 |
1.0262 |
| S1 |
1.0253 |
1.0257 |
|