CME Swiss Franc Future March 2018
Trading Metrics calculated at close of trading on 18-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1.0466 |
1.0395 |
-0.0071 |
-0.7% |
1.0301 |
High |
1.0491 |
1.0487 |
-0.0004 |
0.0% |
1.0392 |
Low |
1.0399 |
1.0382 |
-0.0017 |
-0.2% |
1.0204 |
Close |
1.0448 |
1.0477 |
0.0029 |
0.3% |
1.0370 |
Range |
0.0092 |
0.0105 |
0.0013 |
14.1% |
0.0188 |
ATR |
0.0073 |
0.0075 |
0.0002 |
3.1% |
0.0000 |
Volume |
35,131 |
30,237 |
-4,894 |
-13.9% |
152,509 |
|
Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0764 |
1.0725 |
1.0535 |
|
R3 |
1.0659 |
1.0620 |
1.0506 |
|
R2 |
1.0554 |
1.0554 |
1.0496 |
|
R1 |
1.0515 |
1.0515 |
1.0487 |
1.0535 |
PP |
1.0449 |
1.0449 |
1.0449 |
1.0458 |
S1 |
1.0410 |
1.0410 |
1.0467 |
1.0430 |
S2 |
1.0344 |
1.0344 |
1.0458 |
|
S3 |
1.0239 |
1.0305 |
1.0448 |
|
S4 |
1.0134 |
1.0200 |
1.0419 |
|
|
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 |
1.0491 |
1.0233 |
0.0258 |
2.5% |
0.0102 |
1.0% |
95% |
False |
False |
38,315 |
10 |
1.0491 |
1.0204 |
0.0287 |
2.7% |
0.0082 |
0.8% |
95% |
False |
False |
31,060 |
20 |
1.0491 |
1.0159 |
0.0332 |
3.2% |
0.0070 |
0.7% |
96% |
False |
False |
24,858 |
40 |
1.0491 |
1.0103 |
0.0388 |
3.7% |
0.0067 |
0.6% |
96% |
False |
False |
17,434 |
60 |
1.0491 |
1.0062 |
0.0429 |
4.1% |
0.0065 |
0.6% |
97% |
False |
False |
11,636 |
80 |
1.0491 |
1.0062 |
0.0429 |
4.1% |
0.0063 |
0.6% |
97% |
False |
False |
8,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0933 |
2.618 |
1.0762 |
1.618 |
1.0657 |
1.000 |
1.0592 |
0.618 |
1.0552 |
HIGH |
1.0487 |
0.618 |
1.0447 |
0.500 |
1.0435 |
0.382 |
1.0422 |
LOW |
1.0382 |
0.618 |
1.0317 |
1.000 |
1.0277 |
1.618 |
1.0212 |
2.618 |
1.0107 |
4.250 |
0.9936 |
|
|
Fisher Pivots for day following 18-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0463 |
1.0462 |
PP |
1.0449 |
1.0446 |
S1 |
1.0435 |
1.0431 |
|