CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0664 |
1.0734 |
0.0070 |
0.7% |
1.0805 |
| High |
1.0741 |
1.0742 |
0.0001 |
0.0% |
1.0819 |
| Low |
1.0646 |
1.0686 |
0.0040 |
0.4% |
1.0646 |
| Close |
1.0735 |
1.0697 |
-0.0038 |
-0.4% |
1.0697 |
| Range |
0.0095 |
0.0056 |
-0.0039 |
-41.1% |
0.0173 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
19,247 |
18,529 |
-718 |
-3.7% |
89,396 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0876 |
1.0843 |
1.0728 |
|
| R3 |
1.0820 |
1.0787 |
1.0712 |
|
| R2 |
1.0764 |
1.0764 |
1.0707 |
|
| R1 |
1.0731 |
1.0731 |
1.0702 |
1.0720 |
| PP |
1.0708 |
1.0708 |
1.0708 |
1.0703 |
| S1 |
1.0675 |
1.0675 |
1.0692 |
1.0664 |
| S2 |
1.0652 |
1.0652 |
1.0687 |
|
| S3 |
1.0596 |
1.0619 |
1.0682 |
|
| S4 |
1.0540 |
1.0563 |
1.0666 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1141 |
1.0792 |
|
| R3 |
1.1067 |
1.0968 |
1.0745 |
|
| R2 |
1.0894 |
1.0894 |
1.0729 |
|
| R1 |
1.0795 |
1.0795 |
1.0713 |
1.0758 |
| PP |
1.0721 |
1.0721 |
1.0721 |
1.0702 |
| S1 |
1.0622 |
1.0622 |
1.0681 |
1.0585 |
| S2 |
1.0548 |
1.0548 |
1.0665 |
|
| S3 |
1.0375 |
1.0449 |
1.0649 |
|
| S4 |
1.0202 |
1.0276 |
1.0602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0908 |
1.0646 |
0.0262 |
2.4% |
0.0091 |
0.9% |
19% |
False |
False |
22,690 |
| 10 |
1.0908 |
1.0646 |
0.0262 |
2.4% |
0.0085 |
0.8% |
19% |
False |
False |
23,478 |
| 20 |
1.0908 |
1.0589 |
0.0319 |
3.0% |
0.0093 |
0.9% |
34% |
False |
False |
30,367 |
| 40 |
1.0908 |
1.0175 |
0.0733 |
6.9% |
0.0091 |
0.9% |
71% |
False |
False |
30,326 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.5% |
0.0081 |
0.8% |
74% |
False |
False |
24,936 |
| 80 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0075 |
0.7% |
75% |
False |
False |
18,717 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0072 |
0.7% |
75% |
False |
False |
14,976 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0069 |
0.6% |
75% |
False |
False |
12,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0889 |
|
1.618 |
1.0833 |
|
1.000 |
1.0798 |
|
0.618 |
1.0777 |
|
HIGH |
1.0742 |
|
0.618 |
1.0721 |
|
0.500 |
1.0714 |
|
0.382 |
1.0707 |
|
LOW |
1.0686 |
|
0.618 |
1.0651 |
|
1.000 |
1.0630 |
|
1.618 |
1.0595 |
|
2.618 |
1.0539 |
|
4.250 |
1.0448 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0714 |
1.0696 |
| PP |
1.0708 |
1.0695 |
| S1 |
1.0703 |
1.0694 |
|