CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0269 |
1.0296 |
0.0027 |
0.3% |
1.0301 |
| High |
1.0322 |
1.0392 |
0.0070 |
0.7% |
1.0392 |
| Low |
1.0233 |
1.0281 |
0.0048 |
0.5% |
1.0204 |
| Close |
1.0293 |
1.0370 |
0.0077 |
0.7% |
1.0370 |
| Range |
0.0089 |
0.0111 |
0.0022 |
24.7% |
0.0188 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
5.0% |
0.0000 |
| Volume |
30,507 |
41,056 |
10,549 |
34.6% |
152,509 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0681 |
1.0636 |
1.0431 |
|
| R3 |
1.0570 |
1.0525 |
1.0401 |
|
| R2 |
1.0459 |
1.0459 |
1.0390 |
|
| R1 |
1.0414 |
1.0414 |
1.0380 |
1.0437 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0359 |
| S1 |
1.0303 |
1.0303 |
1.0360 |
1.0326 |
| S2 |
1.0237 |
1.0237 |
1.0350 |
|
| S3 |
1.0126 |
1.0192 |
1.0339 |
|
| S4 |
1.0015 |
1.0081 |
1.0309 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0816 |
1.0473 |
|
| R3 |
1.0698 |
1.0628 |
1.0422 |
|
| R2 |
1.0510 |
1.0510 |
1.0404 |
|
| R1 |
1.0440 |
1.0440 |
1.0387 |
1.0475 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0340 |
| S1 |
1.0252 |
1.0252 |
1.0353 |
1.0287 |
| S2 |
1.0134 |
1.0134 |
1.0336 |
|
| S3 |
0.9946 |
1.0064 |
1.0318 |
|
| S4 |
0.9758 |
0.9876 |
1.0267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0392 |
1.0204 |
0.0188 |
1.8% |
0.0083 |
0.8% |
88% |
True |
False |
30,501 |
| 10 |
1.0392 |
1.0204 |
0.0188 |
1.8% |
0.0072 |
0.7% |
88% |
True |
False |
25,652 |
| 20 |
1.0392 |
1.0153 |
0.0239 |
2.3% |
0.0065 |
0.6% |
91% |
True |
False |
23,689 |
| 40 |
1.0392 |
1.0103 |
0.0289 |
2.8% |
0.0064 |
0.6% |
92% |
True |
False |
14,439 |
| 60 |
1.0392 |
1.0062 |
0.0330 |
3.2% |
0.0063 |
0.6% |
93% |
True |
False |
9,636 |
| 80 |
1.0549 |
1.0062 |
0.0487 |
4.7% |
0.0062 |
0.6% |
63% |
False |
False |
7,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0864 |
|
2.618 |
1.0683 |
|
1.618 |
1.0572 |
|
1.000 |
1.0503 |
|
0.618 |
1.0461 |
|
HIGH |
1.0392 |
|
0.618 |
1.0350 |
|
0.500 |
1.0337 |
|
0.382 |
1.0323 |
|
LOW |
1.0281 |
|
0.618 |
1.0212 |
|
1.000 |
1.0170 |
|
1.618 |
1.0101 |
|
2.618 |
0.9990 |
|
4.250 |
0.9809 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0359 |
1.0346 |
| PP |
1.0348 |
1.0322 |
| S1 |
1.0337 |
1.0298 |
|