CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 08-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0712 |
1.0625 |
-0.0087 |
-0.8% |
1.0744 |
| High |
1.0738 |
1.0719 |
-0.0019 |
-0.2% |
1.0839 |
| Low |
1.0608 |
1.0589 |
-0.0019 |
-0.2% |
1.0681 |
| Close |
1.0639 |
1.0704 |
0.0065 |
0.6% |
1.0772 |
| Range |
0.0130 |
0.0130 |
0.0000 |
0.0% |
0.0158 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.6% |
0.0000 |
| Volume |
31,140 |
36,725 |
5,585 |
17.9% |
180,698 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.1012 |
1.0776 |
|
| R3 |
1.0931 |
1.0882 |
1.0740 |
|
| R2 |
1.0801 |
1.0801 |
1.0728 |
|
| R1 |
1.0752 |
1.0752 |
1.0716 |
1.0777 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0683 |
| S1 |
1.0622 |
1.0622 |
1.0692 |
1.0647 |
| S2 |
1.0541 |
1.0541 |
1.0680 |
|
| S3 |
1.0411 |
1.0492 |
1.0668 |
|
| S4 |
1.0281 |
1.0362 |
1.0633 |
|
|
| 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 |
1.0837 |
1.0589 |
0.0248 |
2.3% |
0.0112 |
1.0% |
46% |
False |
True |
35,382 |
| 10 |
1.0839 |
1.0589 |
0.0250 |
2.3% |
0.0101 |
0.9% |
46% |
False |
True |
37,256 |
| 20 |
1.0839 |
1.0233 |
0.0606 |
5.7% |
0.0107 |
1.0% |
78% |
False |
False |
37,808 |
| 40 |
1.0839 |
1.0144 |
0.0695 |
6.5% |
0.0084 |
0.8% |
81% |
False |
False |
30,632 |
| 60 |
1.0839 |
1.0103 |
0.0736 |
6.9% |
0.0077 |
0.7% |
82% |
False |
False |
21,038 |
| 80 |
1.0839 |
1.0062 |
0.0777 |
7.3% |
0.0073 |
0.7% |
83% |
False |
False |
15,785 |
| 100 |
1.0839 |
1.0062 |
0.0777 |
7.3% |
0.0070 |
0.7% |
83% |
False |
False |
12,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1059 |
|
1.618 |
1.0929 |
|
1.000 |
1.0849 |
|
0.618 |
1.0799 |
|
HIGH |
1.0719 |
|
0.618 |
1.0669 |
|
0.500 |
1.0654 |
|
0.382 |
1.0639 |
|
LOW |
1.0589 |
|
0.618 |
1.0509 |
|
1.000 |
1.0459 |
|
1.618 |
1.0379 |
|
2.618 |
1.0249 |
|
4.250 |
1.0037 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0687 |
1.0697 |
| PP |
1.0671 |
1.0690 |
| S1 |
1.0654 |
1.0683 |
|