CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0614 |
1.0648 |
0.0034 |
0.3% |
1.0440 |
| High |
1.0804 |
1.0764 |
-0.0040 |
-0.4% |
1.0804 |
| Low |
1.0600 |
1.0645 |
0.0045 |
0.4% |
1.0415 |
| Close |
1.0648 |
1.0732 |
0.0084 |
0.8% |
1.0732 |
| Range |
0.0204 |
0.0119 |
-0.0085 |
-41.7% |
0.0389 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.1% |
0.0000 |
| Volume |
74,453 |
49,916 |
-24,537 |
-33.0% |
213,476 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1020 |
1.0797 |
|
| R3 |
1.0952 |
1.0901 |
1.0765 |
|
| R2 |
1.0833 |
1.0833 |
1.0754 |
|
| R1 |
1.0782 |
1.0782 |
1.0743 |
1.0808 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0726 |
| S1 |
1.0663 |
1.0663 |
1.0721 |
1.0689 |
| S2 |
1.0595 |
1.0595 |
1.0710 |
|
| S3 |
1.0476 |
1.0544 |
1.0699 |
|
| S4 |
1.0357 |
1.0425 |
1.0667 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1817 |
1.1664 |
1.0946 |
|
| R3 |
1.1428 |
1.1275 |
1.0839 |
|
| R2 |
1.1039 |
1.1039 |
1.0803 |
|
| R1 |
1.0886 |
1.0886 |
1.0768 |
1.0963 |
| PP |
1.0650 |
1.0650 |
1.0650 |
1.0689 |
| S1 |
1.0497 |
1.0497 |
1.0696 |
1.0574 |
| S2 |
1.0261 |
1.0261 |
1.0661 |
|
| S3 |
0.9872 |
1.0108 |
1.0625 |
|
| S4 |
0.9483 |
0.9719 |
1.0518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0804 |
1.0415 |
0.0389 |
3.6% |
0.0124 |
1.2% |
81% |
False |
False |
42,695 |
| 10 |
1.0804 |
1.0281 |
0.0523 |
4.9% |
0.0116 |
1.1% |
86% |
False |
False |
40,302 |
| 20 |
1.0804 |
1.0191 |
0.0613 |
5.7% |
0.0093 |
0.9% |
88% |
False |
False |
31,932 |
| 40 |
1.0804 |
1.0103 |
0.0701 |
6.5% |
0.0077 |
0.7% |
90% |
False |
False |
23,464 |
| 60 |
1.0804 |
1.0062 |
0.0742 |
6.9% |
0.0070 |
0.7% |
90% |
False |
False |
15,665 |
| 80 |
1.0804 |
1.0062 |
0.0742 |
6.9% |
0.0067 |
0.6% |
90% |
False |
False |
11,752 |
| 100 |
1.0804 |
1.0062 |
0.0742 |
6.9% |
0.0065 |
0.6% |
90% |
False |
False |
9,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1270 |
|
2.618 |
1.1076 |
|
1.618 |
1.0957 |
|
1.000 |
1.0883 |
|
0.618 |
1.0838 |
|
HIGH |
1.0764 |
|
0.618 |
1.0719 |
|
0.500 |
1.0705 |
|
0.382 |
1.0690 |
|
LOW |
1.0645 |
|
0.618 |
1.0571 |
|
1.000 |
1.0526 |
|
1.618 |
1.0452 |
|
2.618 |
1.0333 |
|
4.250 |
1.0139 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0723 |
1.0702 |
| PP |
1.0714 |
1.0671 |
| S1 |
1.0705 |
1.0641 |
|