CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 16-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0792 |
1.0865 |
0.0073 |
0.7% |
1.0668 |
| High |
1.0881 |
1.0908 |
0.0027 |
0.2% |
1.0908 |
| Low |
1.0786 |
1.0790 |
0.0004 |
0.0% |
1.0665 |
| Close |
1.0861 |
1.0805 |
-0.0056 |
-0.5% |
1.0805 |
| Range |
0.0095 |
0.0118 |
0.0023 |
24.2% |
0.0243 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.8% |
0.0000 |
| Volume |
24,028 |
24,055 |
27 |
0.1% |
116,064 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1188 |
1.1115 |
1.0870 |
|
| R3 |
1.1070 |
1.0997 |
1.0837 |
|
| R2 |
1.0952 |
1.0952 |
1.0827 |
|
| R1 |
1.0879 |
1.0879 |
1.0816 |
1.0857 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0823 |
| S1 |
1.0761 |
1.0761 |
1.0794 |
1.0739 |
| S2 |
1.0716 |
1.0716 |
1.0783 |
|
| S3 |
1.0598 |
1.0643 |
1.0773 |
|
| S4 |
1.0480 |
1.0525 |
1.0740 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1406 |
1.0939 |
|
| R3 |
1.1279 |
1.1163 |
1.0872 |
|
| R2 |
1.1036 |
1.1036 |
1.0850 |
|
| R1 |
1.0920 |
1.0920 |
1.0827 |
1.0978 |
| PP |
1.0793 |
1.0793 |
1.0793 |
1.0822 |
| S1 |
1.0677 |
1.0677 |
1.0783 |
1.0735 |
| S2 |
1.0550 |
1.0550 |
1.0760 |
|
| S3 |
1.0307 |
1.0434 |
1.0738 |
|
| S4 |
1.0064 |
1.0191 |
1.0671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0908 |
1.0665 |
0.0243 |
2.2% |
0.0089 |
0.8% |
58% |
True |
False |
23,212 |
| 10 |
1.0908 |
1.0589 |
0.0319 |
3.0% |
0.0098 |
0.9% |
68% |
True |
False |
28,733 |
| 20 |
1.0908 |
1.0415 |
0.0493 |
4.6% |
0.0101 |
0.9% |
79% |
True |
False |
34,075 |
| 40 |
1.0908 |
1.0159 |
0.0749 |
6.9% |
0.0088 |
0.8% |
86% |
True |
False |
29,590 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.5% |
0.0079 |
0.7% |
87% |
True |
False |
23,455 |
| 80 |
1.0908 |
1.0062 |
0.0846 |
7.8% |
0.0075 |
0.7% |
88% |
True |
False |
17,601 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
7.8% |
0.0071 |
0.7% |
88% |
True |
False |
14,083 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
7.8% |
0.0069 |
0.6% |
88% |
True |
False |
11,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1410 |
|
2.618 |
1.1217 |
|
1.618 |
1.1099 |
|
1.000 |
1.1026 |
|
0.618 |
1.0981 |
|
HIGH |
1.0908 |
|
0.618 |
1.0863 |
|
0.500 |
1.0849 |
|
0.382 |
1.0835 |
|
LOW |
1.0790 |
|
0.618 |
1.0717 |
|
1.000 |
1.0672 |
|
1.618 |
1.0599 |
|
2.618 |
1.0481 |
|
4.250 |
1.0289 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0849 |
1.0804 |
| PP |
1.0834 |
1.0802 |
| S1 |
1.0820 |
1.0801 |
|