CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0689 |
-0.0045 |
-0.4% |
1.0805 |
| High |
1.0742 |
1.0740 |
-0.0002 |
0.0% |
1.0819 |
| Low |
1.0686 |
1.0666 |
-0.0020 |
-0.2% |
1.0646 |
| Close |
1.0697 |
1.0678 |
-0.0019 |
-0.2% |
1.0697 |
| Range |
0.0056 |
0.0074 |
0.0018 |
32.1% |
0.0173 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
18,529 |
17,970 |
-559 |
-3.0% |
89,396 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0917 |
1.0871 |
1.0719 |
|
| R3 |
1.0843 |
1.0797 |
1.0698 |
|
| R2 |
1.0769 |
1.0769 |
1.0692 |
|
| R1 |
1.0723 |
1.0723 |
1.0685 |
1.0709 |
| PP |
1.0695 |
1.0695 |
1.0695 |
1.0688 |
| S1 |
1.0649 |
1.0649 |
1.0671 |
1.0635 |
| S2 |
1.0621 |
1.0621 |
1.0664 |
|
| S3 |
1.0547 |
1.0575 |
1.0658 |
|
| S4 |
1.0473 |
1.0501 |
1.0637 |
|
|
| 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 |
1.0819 |
1.0646 |
0.0173 |
1.6% |
0.0082 |
0.8% |
18% |
False |
False |
21,473 |
| 10 |
1.0908 |
1.0646 |
0.0262 |
2.5% |
0.0086 |
0.8% |
12% |
False |
False |
22,343 |
| 20 |
1.0908 |
1.0589 |
0.0319 |
3.0% |
0.0091 |
0.9% |
28% |
False |
False |
28,769 |
| 40 |
1.0908 |
1.0191 |
0.0717 |
6.7% |
0.0092 |
0.9% |
68% |
False |
False |
30,350 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.5% |
0.0082 |
0.8% |
71% |
False |
False |
25,233 |
| 80 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0076 |
0.7% |
73% |
False |
False |
18,941 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0072 |
0.7% |
73% |
False |
False |
15,156 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0069 |
0.6% |
73% |
False |
False |
12,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1055 |
|
2.618 |
1.0934 |
|
1.618 |
1.0860 |
|
1.000 |
1.0814 |
|
0.618 |
1.0786 |
|
HIGH |
1.0740 |
|
0.618 |
1.0712 |
|
0.500 |
1.0703 |
|
0.382 |
1.0694 |
|
LOW |
1.0666 |
|
0.618 |
1.0620 |
|
1.000 |
1.0592 |
|
1.618 |
1.0546 |
|
2.618 |
1.0472 |
|
4.250 |
1.0352 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0703 |
1.0694 |
| PP |
1.0695 |
1.0689 |
| S1 |
1.0686 |
1.0683 |
|