CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0738 |
1.0769 |
0.0031 |
0.3% |
1.0440 |
| High |
1.0802 |
1.0839 |
0.0037 |
0.3% |
1.0804 |
| Low |
1.0722 |
1.0740 |
0.0018 |
0.2% |
1.0415 |
| Close |
1.0776 |
1.0816 |
0.0040 |
0.4% |
1.0732 |
| Range |
0.0080 |
0.0099 |
0.0019 |
23.8% |
0.0389 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
0.6% |
0.0000 |
| Volume |
36,096 |
34,808 |
-1,288 |
-3.6% |
213,476 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1095 |
1.1055 |
1.0870 |
|
| R3 |
1.0996 |
1.0956 |
1.0843 |
|
| R2 |
1.0897 |
1.0897 |
1.0834 |
|
| R1 |
1.0857 |
1.0857 |
1.0825 |
1.0877 |
| PP |
1.0798 |
1.0798 |
1.0798 |
1.0809 |
| S1 |
1.0758 |
1.0758 |
1.0807 |
1.0778 |
| S2 |
1.0699 |
1.0699 |
1.0798 |
|
| S3 |
1.0600 |
1.0659 |
1.0789 |
|
| S4 |
1.0501 |
1.0560 |
1.0762 |
|
|
| 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 |
1.0839 |
1.0645 |
0.0194 |
1.8% |
0.0091 |
0.8% |
88% |
True |
False |
39,130 |
| 10 |
1.0839 |
1.0408 |
0.0431 |
4.0% |
0.0108 |
1.0% |
95% |
True |
False |
38,769 |
| 20 |
1.0839 |
1.0204 |
0.0635 |
5.9% |
0.0095 |
0.9% |
96% |
True |
False |
34,914 |
| 40 |
1.0839 |
1.0103 |
0.0736 |
6.8% |
0.0077 |
0.7% |
97% |
True |
False |
27,026 |
| 60 |
1.0839 |
1.0067 |
0.0772 |
7.1% |
0.0072 |
0.7% |
97% |
True |
False |
18,093 |
| 80 |
1.0839 |
1.0062 |
0.0777 |
7.2% |
0.0069 |
0.6% |
97% |
True |
False |
13,574 |
| 100 |
1.0839 |
1.0062 |
0.0777 |
7.2% |
0.0067 |
0.6% |
97% |
True |
False |
10,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1260 |
|
2.618 |
1.1098 |
|
1.618 |
1.0999 |
|
1.000 |
1.0938 |
|
0.618 |
1.0900 |
|
HIGH |
1.0839 |
|
0.618 |
1.0801 |
|
0.500 |
1.0790 |
|
0.382 |
1.0778 |
|
LOW |
1.0740 |
|
0.618 |
1.0679 |
|
1.000 |
1.0641 |
|
1.618 |
1.0580 |
|
2.618 |
1.0481 |
|
4.250 |
1.0319 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0807 |
1.0797 |
| PP |
1.0798 |
1.0779 |
| S1 |
1.0790 |
1.0760 |
|