CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0767 |
1.0712 |
-0.0055 |
-0.5% |
1.0744 |
| High |
1.0777 |
1.0738 |
-0.0039 |
-0.4% |
1.0839 |
| Low |
1.0673 |
1.0608 |
-0.0065 |
-0.6% |
1.0681 |
| Close |
1.0717 |
1.0639 |
-0.0078 |
-0.7% |
1.0772 |
| Range |
0.0104 |
0.0130 |
0.0026 |
25.0% |
0.0158 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
2.8% |
0.0000 |
| Volume |
38,352 |
31,140 |
-7,212 |
-18.8% |
180,698 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.0975 |
1.0711 |
|
| R3 |
1.0922 |
1.0845 |
1.0675 |
|
| R2 |
1.0792 |
1.0792 |
1.0663 |
|
| R1 |
1.0715 |
1.0715 |
1.0651 |
1.0689 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0648 |
| S1 |
1.0585 |
1.0585 |
1.0627 |
1.0559 |
| S2 |
1.0532 |
1.0532 |
1.0615 |
|
| S3 |
1.0402 |
1.0455 |
1.0603 |
|
| S4 |
1.0272 |
1.0325 |
1.0568 |
|
|
| 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 |
1.0608 |
0.0231 |
2.2% |
0.0105 |
1.0% |
13% |
False |
True |
34,999 |
| 10 |
1.0839 |
1.0600 |
0.0239 |
2.2% |
0.0109 |
1.0% |
16% |
False |
False |
41,029 |
| 20 |
1.0839 |
1.0204 |
0.0635 |
6.0% |
0.0106 |
1.0% |
69% |
False |
False |
37,527 |
| 40 |
1.0839 |
1.0144 |
0.0695 |
6.5% |
0.0082 |
0.8% |
71% |
False |
False |
30,039 |
| 60 |
1.0839 |
1.0103 |
0.0736 |
6.9% |
0.0076 |
0.7% |
73% |
False |
False |
20,428 |
| 80 |
1.0839 |
1.0062 |
0.0777 |
7.3% |
0.0072 |
0.7% |
74% |
False |
False |
15,326 |
| 100 |
1.0839 |
1.0062 |
0.0777 |
7.3% |
0.0069 |
0.7% |
74% |
False |
False |
12,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1291 |
|
2.618 |
1.1078 |
|
1.618 |
1.0948 |
|
1.000 |
1.0868 |
|
0.618 |
1.0818 |
|
HIGH |
1.0738 |
|
0.618 |
1.0688 |
|
0.500 |
1.0673 |
|
0.382 |
1.0658 |
|
LOW |
1.0608 |
|
0.618 |
1.0528 |
|
1.000 |
1.0478 |
|
1.618 |
1.0398 |
|
2.618 |
1.0268 |
|
4.250 |
1.0056 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0704 |
| PP |
1.0662 |
1.0682 |
| S1 |
1.0650 |
1.0661 |
|