CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0744 |
1.0703 |
-0.0041 |
-0.4% |
1.0440 |
| High |
1.0750 |
1.0779 |
0.0029 |
0.3% |
1.0804 |
| Low |
1.0692 |
1.0681 |
-0.0011 |
-0.1% |
1.0415 |
| Close |
1.0714 |
1.0747 |
0.0033 |
0.3% |
1.0732 |
| Range |
0.0058 |
0.0098 |
0.0040 |
69.0% |
0.0389 |
| ATR |
0.0091 |
0.0092 |
0.0000 |
0.5% |
0.0000 |
| Volume |
43,902 |
30,928 |
-12,974 |
-29.6% |
213,476 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0986 |
1.0801 |
|
| R3 |
1.0932 |
1.0888 |
1.0774 |
|
| R2 |
1.0834 |
1.0834 |
1.0765 |
|
| R1 |
1.0790 |
1.0790 |
1.0756 |
1.0812 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0747 |
| S1 |
1.0692 |
1.0692 |
1.0738 |
1.0714 |
| S2 |
1.0638 |
1.0638 |
1.0729 |
|
| S3 |
1.0540 |
1.0594 |
1.0720 |
|
| S4 |
1.0442 |
1.0496 |
1.0693 |
|
|
| 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 |
1.0477 |
0.0327 |
3.0% |
0.0130 |
1.2% |
83% |
False |
False |
48,492 |
| 10 |
1.0804 |
1.0382 |
0.0422 |
3.9% |
0.0110 |
1.0% |
86% |
False |
False |
38,215 |
| 20 |
1.0804 |
1.0204 |
0.0600 |
5.6% |
0.0093 |
0.9% |
91% |
False |
False |
33,810 |
| 40 |
1.0804 |
1.0103 |
0.0701 |
6.5% |
0.0078 |
0.7% |
92% |
False |
False |
25,322 |
| 60 |
1.0804 |
1.0067 |
0.0737 |
6.9% |
0.0071 |
0.7% |
92% |
False |
False |
16,912 |
| 80 |
1.0804 |
1.0062 |
0.0742 |
6.9% |
0.0068 |
0.6% |
92% |
False |
False |
12,688 |
| 100 |
1.0804 |
1.0062 |
0.0742 |
6.9% |
0.0066 |
0.6% |
92% |
False |
False |
10,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1196 |
|
2.618 |
1.1036 |
|
1.618 |
1.0938 |
|
1.000 |
1.0877 |
|
0.618 |
1.0840 |
|
HIGH |
1.0779 |
|
0.618 |
1.0742 |
|
0.500 |
1.0730 |
|
0.382 |
1.0718 |
|
LOW |
1.0681 |
|
0.618 |
1.0620 |
|
1.000 |
1.0583 |
|
1.618 |
1.0522 |
|
2.618 |
1.0424 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0735 |
| PP |
1.0736 |
1.0724 |
| S1 |
1.0730 |
1.0712 |
|