CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0482 |
1.0614 |
0.0132 |
1.3% |
1.0385 |
| High |
1.0650 |
1.0804 |
0.0154 |
1.4% |
1.0529 |
| Low |
1.0477 |
1.0600 |
0.0123 |
1.2% |
1.0371 |
| Close |
1.0620 |
1.0648 |
0.0028 |
0.3% |
1.0438 |
| Range |
0.0173 |
0.0204 |
0.0031 |
17.9% |
0.0158 |
| ATR |
0.0083 |
0.0092 |
0.0009 |
10.3% |
0.0000 |
| Volume |
43,264 |
74,453 |
31,189 |
72.1% |
148,493 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1176 |
1.0760 |
|
| R3 |
1.1092 |
1.0972 |
1.0704 |
|
| R2 |
1.0888 |
1.0888 |
1.0685 |
|
| R1 |
1.0768 |
1.0768 |
1.0667 |
1.0828 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0714 |
| S1 |
1.0564 |
1.0564 |
1.0629 |
1.0624 |
| S2 |
1.0480 |
1.0480 |
1.0611 |
|
| S3 |
1.0276 |
1.0360 |
1.0592 |
|
| S4 |
1.0072 |
1.0156 |
1.0536 |
|
|
| 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 |
1.0804 |
1.0408 |
0.0396 |
3.7% |
0.0125 |
1.2% |
61% |
True |
False |
38,408 |
| 10 |
1.0804 |
1.0233 |
0.0571 |
5.4% |
0.0113 |
1.1% |
73% |
True |
False |
38,361 |
| 20 |
1.0804 |
1.0175 |
0.0629 |
5.9% |
0.0090 |
0.8% |
75% |
True |
False |
30,285 |
| 40 |
1.0804 |
1.0103 |
0.0701 |
6.6% |
0.0075 |
0.7% |
78% |
True |
False |
22,221 |
| 60 |
1.0804 |
1.0062 |
0.0742 |
7.0% |
0.0069 |
0.7% |
79% |
True |
False |
14,833 |
| 80 |
1.0804 |
1.0062 |
0.0742 |
7.0% |
0.0066 |
0.6% |
79% |
True |
False |
11,128 |
| 100 |
1.0804 |
1.0062 |
0.0742 |
7.0% |
0.0064 |
0.6% |
79% |
True |
False |
8,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1671 |
|
2.618 |
1.1338 |
|
1.618 |
1.1134 |
|
1.000 |
1.1008 |
|
0.618 |
1.0930 |
|
HIGH |
1.0804 |
|
0.618 |
1.0726 |
|
0.500 |
1.0702 |
|
0.382 |
1.0678 |
|
LOW |
1.0600 |
|
0.618 |
1.0474 |
|
1.000 |
1.0396 |
|
1.618 |
1.0270 |
|
2.618 |
1.0066 |
|
4.250 |
0.9733 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0636 |
| PP |
1.0684 |
1.0624 |
| S1 |
1.0666 |
1.0612 |
|