CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0220 |
1.0269 |
0.0049 |
0.5% |
1.0326 |
| High |
1.0301 |
1.0322 |
0.0021 |
0.2% |
1.0365 |
| Low |
1.0204 |
1.0233 |
0.0029 |
0.3% |
1.0258 |
| Close |
1.0272 |
1.0293 |
0.0021 |
0.2% |
1.0301 |
| Range |
0.0097 |
0.0089 |
-0.0008 |
-8.2% |
0.0107 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.9% |
0.0000 |
| Volume |
31,100 |
30,507 |
-593 |
-1.9% |
86,892 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0510 |
1.0342 |
|
| R3 |
1.0461 |
1.0421 |
1.0317 |
|
| R2 |
1.0372 |
1.0372 |
1.0309 |
|
| R1 |
1.0332 |
1.0332 |
1.0301 |
1.0352 |
| PP |
1.0283 |
1.0283 |
1.0283 |
1.0293 |
| S1 |
1.0243 |
1.0243 |
1.0285 |
1.0263 |
| S2 |
1.0194 |
1.0194 |
1.0277 |
|
| S3 |
1.0105 |
1.0154 |
1.0269 |
|
| S4 |
1.0016 |
1.0065 |
1.0244 |
|
|
| 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 |
1.0322 |
1.0204 |
0.0118 |
1.1% |
0.0071 |
0.7% |
75% |
True |
False |
26,474 |
| 10 |
1.0365 |
1.0191 |
0.0174 |
1.7% |
0.0070 |
0.7% |
59% |
False |
False |
23,561 |
| 20 |
1.0365 |
1.0153 |
0.0212 |
2.1% |
0.0064 |
0.6% |
66% |
False |
False |
24,139 |
| 40 |
1.0365 |
1.0103 |
0.0262 |
2.5% |
0.0063 |
0.6% |
73% |
False |
False |
13,413 |
| 60 |
1.0373 |
1.0062 |
0.0311 |
3.0% |
0.0063 |
0.6% |
74% |
False |
False |
8,952 |
| 80 |
1.0549 |
1.0062 |
0.0487 |
4.7% |
0.0061 |
0.6% |
47% |
False |
False |
6,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0700 |
|
2.618 |
1.0555 |
|
1.618 |
1.0466 |
|
1.000 |
1.0411 |
|
0.618 |
1.0377 |
|
HIGH |
1.0322 |
|
0.618 |
1.0288 |
|
0.500 |
1.0278 |
|
0.382 |
1.0267 |
|
LOW |
1.0233 |
|
0.618 |
1.0178 |
|
1.000 |
1.0144 |
|
1.618 |
1.0089 |
|
2.618 |
1.0000 |
|
4.250 |
0.9855 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0288 |
1.0283 |
| PP |
1.0283 |
1.0273 |
| S1 |
1.0278 |
1.0263 |
|