CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0436 |
1.0482 |
0.0046 |
0.4% |
1.0385 |
| High |
1.0495 |
1.0650 |
0.0155 |
1.5% |
1.0529 |
| Low |
1.0420 |
1.0477 |
0.0057 |
0.5% |
1.0371 |
| Close |
1.0479 |
1.0620 |
0.0141 |
1.3% |
1.0438 |
| Range |
0.0075 |
0.0173 |
0.0098 |
130.7% |
0.0158 |
| ATR |
0.0076 |
0.0083 |
0.0007 |
9.0% |
0.0000 |
| Volume |
23,191 |
43,264 |
20,073 |
86.6% |
148,493 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1101 |
1.1034 |
1.0715 |
|
| R3 |
1.0928 |
1.0861 |
1.0668 |
|
| R2 |
1.0755 |
1.0755 |
1.0652 |
|
| R1 |
1.0688 |
1.0688 |
1.0636 |
1.0722 |
| PP |
1.0582 |
1.0582 |
1.0582 |
1.0599 |
| S1 |
1.0515 |
1.0515 |
1.0604 |
1.0549 |
| S2 |
1.0409 |
1.0409 |
1.0588 |
|
| S3 |
1.0236 |
1.0342 |
1.0572 |
|
| S4 |
1.0063 |
1.0169 |
1.0525 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0837 |
1.0525 |
|
| R3 |
1.0762 |
1.0679 |
1.0481 |
|
| R2 |
1.0604 |
1.0604 |
1.0467 |
|
| R1 |
1.0521 |
1.0521 |
1.0452 |
1.0563 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0467 |
| S1 |
1.0363 |
1.0363 |
1.0424 |
1.0405 |
| S2 |
1.0288 |
1.0288 |
1.0409 |
|
| S3 |
1.0130 |
1.0205 |
1.0395 |
|
| S4 |
0.9972 |
1.0047 |
1.0351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0650 |
1.0382 |
0.0268 |
2.5% |
0.0105 |
1.0% |
89% |
True |
False |
29,565 |
| 10 |
1.0650 |
1.0204 |
0.0446 |
4.2% |
0.0103 |
1.0% |
93% |
True |
False |
34,026 |
| 20 |
1.0650 |
1.0159 |
0.0491 |
4.6% |
0.0081 |
0.8% |
94% |
True |
False |
26,856 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0071 |
0.7% |
95% |
True |
False |
20,363 |
| 60 |
1.0650 |
1.0062 |
0.0588 |
5.5% |
0.0067 |
0.6% |
95% |
True |
False |
13,593 |
| 80 |
1.0650 |
1.0062 |
0.0588 |
5.5% |
0.0064 |
0.6% |
95% |
True |
False |
10,198 |
| 100 |
1.0737 |
1.0062 |
0.0675 |
6.4% |
0.0063 |
0.6% |
83% |
False |
False |
8,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1385 |
|
2.618 |
1.1103 |
|
1.618 |
1.0930 |
|
1.000 |
1.0823 |
|
0.618 |
1.0757 |
|
HIGH |
1.0650 |
|
0.618 |
1.0584 |
|
0.500 |
1.0564 |
|
0.382 |
1.0543 |
|
LOW |
1.0477 |
|
0.618 |
1.0370 |
|
1.000 |
1.0304 |
|
1.618 |
1.0197 |
|
2.618 |
1.0024 |
|
4.250 |
0.9742 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0601 |
1.0591 |
| PP |
1.0582 |
1.0562 |
| S1 |
1.0564 |
1.0533 |
|