CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0767 |
0.0006 |
0.1% |
1.0744 |
| High |
1.0800 |
1.0777 |
-0.0023 |
-0.2% |
1.0839 |
| Low |
1.0698 |
1.0673 |
-0.0025 |
-0.2% |
1.0681 |
| Close |
1.0726 |
1.0717 |
-0.0009 |
-0.1% |
1.0772 |
| Range |
0.0102 |
0.0104 |
0.0002 |
2.0% |
0.0158 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.9% |
0.0000 |
| Volume |
35,731 |
38,352 |
2,621 |
7.3% |
180,698 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.0980 |
1.0774 |
|
| R3 |
1.0930 |
1.0876 |
1.0746 |
|
| R2 |
1.0826 |
1.0826 |
1.0736 |
|
| R1 |
1.0772 |
1.0772 |
1.0727 |
1.0747 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0710 |
| S1 |
1.0668 |
1.0668 |
1.0707 |
1.0643 |
| S2 |
1.0618 |
1.0618 |
1.0698 |
|
| S3 |
1.0514 |
1.0564 |
1.0688 |
|
| S4 |
1.0410 |
1.0460 |
1.0660 |
|
|
| 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 |
1.0673 |
0.0166 |
1.5% |
0.0095 |
0.9% |
27% |
False |
True |
35,990 |
| 10 |
1.0839 |
1.0477 |
0.0362 |
3.4% |
0.0113 |
1.1% |
66% |
False |
False |
42,241 |
| 20 |
1.0839 |
1.0204 |
0.0635 |
5.9% |
0.0103 |
1.0% |
81% |
False |
False |
37,480 |
| 40 |
1.0839 |
1.0103 |
0.0736 |
6.9% |
0.0080 |
0.7% |
83% |
False |
False |
29,517 |
| 60 |
1.0839 |
1.0076 |
0.0763 |
7.1% |
0.0075 |
0.7% |
84% |
False |
False |
19,909 |
| 80 |
1.0839 |
1.0062 |
0.0777 |
7.3% |
0.0071 |
0.7% |
84% |
False |
False |
14,937 |
| 100 |
1.0839 |
1.0062 |
0.0777 |
7.3% |
0.0069 |
0.6% |
84% |
False |
False |
11,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1219 |
|
2.618 |
1.1049 |
|
1.618 |
1.0945 |
|
1.000 |
1.0881 |
|
0.618 |
1.0841 |
|
HIGH |
1.0777 |
|
0.618 |
1.0737 |
|
0.500 |
1.0725 |
|
0.382 |
1.0713 |
|
LOW |
1.0673 |
|
0.618 |
1.0609 |
|
1.000 |
1.0569 |
|
1.618 |
1.0505 |
|
2.618 |
1.0401 |
|
4.250 |
1.0231 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0725 |
1.0755 |
| PP |
1.0722 |
1.0742 |
| S1 |
1.0720 |
1.0730 |
|