CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 29-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0648 |
1.0744 |
0.0096 |
0.9% |
1.0440 |
| High |
1.0764 |
1.0750 |
-0.0014 |
-0.1% |
1.0804 |
| Low |
1.0645 |
1.0692 |
0.0047 |
0.4% |
1.0415 |
| Close |
1.0732 |
1.0714 |
-0.0018 |
-0.2% |
1.0732 |
| Range |
0.0119 |
0.0058 |
-0.0061 |
-51.3% |
0.0389 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
49,916 |
43,902 |
-6,014 |
-12.0% |
213,476 |
|
| Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0893 |
1.0861 |
1.0746 |
|
| R3 |
1.0835 |
1.0803 |
1.0730 |
|
| R2 |
1.0777 |
1.0777 |
1.0725 |
|
| R1 |
1.0745 |
1.0745 |
1.0719 |
1.0732 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0712 |
| S1 |
1.0687 |
1.0687 |
1.0709 |
1.0674 |
| S2 |
1.0661 |
1.0661 |
1.0703 |
|
| S3 |
1.0603 |
1.0629 |
1.0698 |
|
| S4 |
1.0545 |
1.0571 |
1.0682 |
|
|
| 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 |
1.0420 |
0.0384 |
3.6% |
0.0126 |
1.2% |
77% |
False |
False |
46,945 |
| 10 |
1.0804 |
1.0371 |
0.0433 |
4.0% |
0.0111 |
1.0% |
79% |
False |
False |
40,587 |
| 20 |
1.0804 |
1.0204 |
0.0600 |
5.6% |
0.0091 |
0.9% |
85% |
False |
False |
33,119 |
| 40 |
1.0804 |
1.0103 |
0.0701 |
6.5% |
0.0077 |
0.7% |
87% |
False |
False |
24,558 |
| 60 |
1.0804 |
1.0062 |
0.0742 |
6.9% |
0.0071 |
0.7% |
88% |
False |
False |
16,397 |
| 80 |
1.0804 |
1.0062 |
0.0742 |
6.9% |
0.0067 |
0.6% |
88% |
False |
False |
12,301 |
| 100 |
1.0804 |
1.0062 |
0.0742 |
6.9% |
0.0065 |
0.6% |
88% |
False |
False |
9,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0997 |
|
2.618 |
1.0902 |
|
1.618 |
1.0844 |
|
1.000 |
1.0808 |
|
0.618 |
1.0786 |
|
HIGH |
1.0750 |
|
0.618 |
1.0728 |
|
0.500 |
1.0721 |
|
0.382 |
1.0714 |
|
LOW |
1.0692 |
|
0.618 |
1.0656 |
|
1.000 |
1.0634 |
|
1.618 |
1.0598 |
|
2.618 |
1.0540 |
|
4.250 |
1.0446 |
|
|
| Fisher Pivots for day following 29-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0721 |
1.0710 |
| PP |
1.0719 |
1.0706 |
| S1 |
1.0716 |
1.0702 |
|