CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0689 |
1.0673 |
-0.0016 |
-0.1% |
1.0805 |
| High |
1.0740 |
1.0701 |
-0.0039 |
-0.4% |
1.0819 |
| Low |
1.0666 |
1.0634 |
-0.0032 |
-0.3% |
1.0646 |
| Close |
1.0678 |
1.0666 |
-0.0012 |
-0.1% |
1.0697 |
| Range |
0.0074 |
0.0067 |
-0.0007 |
-9.5% |
0.0173 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
17,970 |
29,738 |
11,768 |
65.5% |
89,396 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0868 |
1.0834 |
1.0703 |
|
| R3 |
1.0801 |
1.0767 |
1.0684 |
|
| R2 |
1.0734 |
1.0734 |
1.0678 |
|
| R1 |
1.0700 |
1.0700 |
1.0672 |
1.0684 |
| PP |
1.0667 |
1.0667 |
1.0667 |
1.0659 |
| S1 |
1.0633 |
1.0633 |
1.0660 |
1.0617 |
| S2 |
1.0600 |
1.0600 |
1.0654 |
|
| S3 |
1.0533 |
1.0566 |
1.0648 |
|
| S4 |
1.0466 |
1.0499 |
1.0629 |
|
|
| 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 |
1.0742 |
1.0634 |
0.0108 |
1.0% |
0.0071 |
0.7% |
30% |
False |
True |
21,338 |
| 10 |
1.0908 |
1.0634 |
0.0274 |
2.6% |
0.0088 |
0.8% |
12% |
False |
True |
23,580 |
| 20 |
1.0908 |
1.0589 |
0.0319 |
3.0% |
0.0091 |
0.9% |
24% |
False |
False |
28,061 |
| 40 |
1.0908 |
1.0204 |
0.0704 |
6.6% |
0.0091 |
0.9% |
66% |
False |
False |
30,590 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.5% |
0.0082 |
0.8% |
70% |
False |
False |
25,726 |
| 80 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0076 |
0.7% |
71% |
False |
False |
19,313 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0072 |
0.7% |
71% |
False |
False |
15,453 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0070 |
0.7% |
71% |
False |
False |
12,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0986 |
|
2.618 |
1.0876 |
|
1.618 |
1.0809 |
|
1.000 |
1.0768 |
|
0.618 |
1.0742 |
|
HIGH |
1.0701 |
|
0.618 |
1.0675 |
|
0.500 |
1.0668 |
|
0.382 |
1.0660 |
|
LOW |
1.0634 |
|
0.618 |
1.0593 |
|
1.000 |
1.0567 |
|
1.618 |
1.0526 |
|
2.618 |
1.0459 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0668 |
1.0688 |
| PP |
1.0667 |
1.0681 |
| S1 |
1.0667 |
1.0673 |
|