CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0718 |
1.0792 |
0.0074 |
0.7% |
1.0761 |
| High |
1.0797 |
1.0881 |
0.0084 |
0.8% |
1.0800 |
| Low |
1.0693 |
1.0786 |
0.0093 |
0.9% |
1.0589 |
| Close |
1.0770 |
1.0861 |
0.0091 |
0.8% |
1.0681 |
| Range |
0.0104 |
0.0095 |
-0.0009 |
-8.7% |
0.0211 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.4% |
0.0000 |
| Volume |
30,126 |
24,028 |
-6,098 |
-20.2% |
171,269 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1089 |
1.0913 |
|
| R3 |
1.1033 |
1.0994 |
1.0887 |
|
| R2 |
1.0938 |
1.0938 |
1.0878 |
|
| R1 |
1.0899 |
1.0899 |
1.0870 |
1.0919 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0852 |
| S1 |
1.0804 |
1.0804 |
1.0852 |
1.0824 |
| S2 |
1.0748 |
1.0748 |
1.0844 |
|
| S3 |
1.0653 |
1.0709 |
1.0835 |
|
| S4 |
1.0558 |
1.0614 |
1.0809 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1213 |
1.0797 |
|
| R3 |
1.1112 |
1.1002 |
1.0739 |
|
| R2 |
1.0901 |
1.0901 |
1.0720 |
|
| R1 |
1.0791 |
1.0791 |
1.0700 |
1.0741 |
| PP |
1.0690 |
1.0690 |
1.0690 |
1.0665 |
| S1 |
1.0580 |
1.0580 |
1.0662 |
1.0530 |
| S2 |
1.0479 |
1.0479 |
1.0642 |
|
| S3 |
1.0268 |
1.0369 |
1.0623 |
|
| S4 |
1.0057 |
1.0158 |
1.0565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0881 |
1.0657 |
0.0224 |
2.1% |
0.0079 |
0.7% |
91% |
True |
False |
24,266 |
| 10 |
1.0881 |
1.0589 |
0.0292 |
2.7% |
0.0095 |
0.9% |
93% |
True |
False |
29,824 |
| 20 |
1.0881 |
1.0408 |
0.0473 |
4.4% |
0.0102 |
0.9% |
96% |
True |
False |
34,296 |
| 40 |
1.0881 |
1.0159 |
0.0722 |
6.6% |
0.0086 |
0.8% |
97% |
True |
False |
29,577 |
| 60 |
1.0881 |
1.0103 |
0.0778 |
7.2% |
0.0078 |
0.7% |
97% |
True |
False |
23,055 |
| 80 |
1.0881 |
1.0062 |
0.0819 |
7.5% |
0.0074 |
0.7% |
98% |
True |
False |
17,301 |
| 100 |
1.0881 |
1.0062 |
0.0819 |
7.5% |
0.0071 |
0.7% |
98% |
True |
False |
13,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1285 |
|
2.618 |
1.1130 |
|
1.618 |
1.1035 |
|
1.000 |
1.0976 |
|
0.618 |
1.0940 |
|
HIGH |
1.0881 |
|
0.618 |
1.0845 |
|
0.500 |
1.0834 |
|
0.382 |
1.0822 |
|
LOW |
1.0786 |
|
0.618 |
1.0727 |
|
1.000 |
1.0691 |
|
1.618 |
1.0632 |
|
2.618 |
1.0537 |
|
4.250 |
1.0382 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0852 |
1.0832 |
| PP |
1.0843 |
1.0803 |
| S1 |
1.0834 |
1.0775 |
|