CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0835 |
1.0761 |
-0.0074 |
-0.7% |
1.0744 |
| High |
1.0837 |
1.0800 |
-0.0037 |
-0.3% |
1.0839 |
| Low |
1.0745 |
1.0698 |
-0.0047 |
-0.4% |
1.0681 |
| Close |
1.0772 |
1.0726 |
-0.0046 |
-0.4% |
1.0772 |
| Range |
0.0092 |
0.0102 |
0.0010 |
10.9% |
0.0158 |
| ATR |
0.0092 |
0.0092 |
0.0001 |
0.8% |
0.0000 |
| Volume |
34,964 |
35,731 |
767 |
2.2% |
180,698 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1047 |
1.0989 |
1.0782 |
|
| R3 |
1.0945 |
1.0887 |
1.0754 |
|
| R2 |
1.0843 |
1.0843 |
1.0745 |
|
| R1 |
1.0785 |
1.0785 |
1.0735 |
1.0763 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0731 |
| S1 |
1.0683 |
1.0683 |
1.0717 |
1.0661 |
| S2 |
1.0639 |
1.0639 |
1.0707 |
|
| S3 |
1.0537 |
1.0581 |
1.0698 |
|
| S4 |
1.0435 |
1.0479 |
1.0670 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1163 |
1.0859 |
|
| R3 |
1.1080 |
1.1005 |
1.0815 |
|
| R2 |
1.0922 |
1.0922 |
1.0801 |
|
| R1 |
1.0847 |
1.0847 |
1.0786 |
1.0885 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0783 |
| S1 |
1.0689 |
1.0689 |
1.0758 |
1.0727 |
| S2 |
1.0606 |
1.0606 |
1.0743 |
|
| S3 |
1.0448 |
1.0531 |
1.0729 |
|
| S4 |
1.0290 |
1.0373 |
1.0685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0839 |
1.0681 |
0.0158 |
1.5% |
0.0094 |
0.9% |
28% |
False |
False |
34,505 |
| 10 |
1.0839 |
1.0420 |
0.0419 |
3.9% |
0.0110 |
1.0% |
73% |
False |
False |
40,725 |
| 20 |
1.0839 |
1.0204 |
0.0635 |
5.9% |
0.0100 |
0.9% |
82% |
False |
False |
36,545 |
| 40 |
1.0839 |
1.0103 |
0.0736 |
6.9% |
0.0079 |
0.7% |
85% |
False |
False |
28,613 |
| 60 |
1.0839 |
1.0076 |
0.0763 |
7.1% |
0.0074 |
0.7% |
85% |
False |
False |
19,271 |
| 80 |
1.0839 |
1.0062 |
0.0777 |
7.2% |
0.0071 |
0.7% |
85% |
False |
False |
14,457 |
| 100 |
1.0839 |
1.0062 |
0.0777 |
7.2% |
0.0068 |
0.6% |
85% |
False |
False |
11,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1067 |
|
1.618 |
1.0965 |
|
1.000 |
1.0902 |
|
0.618 |
1.0863 |
|
HIGH |
1.0800 |
|
0.618 |
1.0761 |
|
0.500 |
1.0749 |
|
0.382 |
1.0737 |
|
LOW |
1.0698 |
|
0.618 |
1.0635 |
|
1.000 |
1.0596 |
|
1.618 |
1.0533 |
|
2.618 |
1.0431 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0749 |
1.0769 |
| PP |
1.0741 |
1.0754 |
| S1 |
1.0734 |
1.0740 |
|