CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 01-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0667 |
1.0602 |
-0.0065 |
-0.6% |
1.0805 |
| High |
1.0667 |
1.0639 |
-0.0028 |
-0.3% |
1.0819 |
| Low |
1.0584 |
1.0550 |
-0.0034 |
-0.3% |
1.0646 |
| Close |
1.0609 |
1.0620 |
0.0011 |
0.1% |
1.0697 |
| Range |
0.0083 |
0.0089 |
0.0006 |
7.2% |
0.0173 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.0% |
0.0000 |
| Volume |
25,523 |
41,203 |
15,680 |
61.4% |
89,396 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0834 |
1.0669 |
|
| R3 |
1.0781 |
1.0745 |
1.0644 |
|
| R2 |
1.0692 |
1.0692 |
1.0636 |
|
| R1 |
1.0656 |
1.0656 |
1.0628 |
1.0674 |
| PP |
1.0603 |
1.0603 |
1.0603 |
1.0612 |
| S1 |
1.0567 |
1.0567 |
1.0612 |
1.0585 |
| S2 |
1.0514 |
1.0514 |
1.0604 |
|
| S3 |
1.0425 |
1.0478 |
1.0596 |
|
| S4 |
1.0336 |
1.0389 |
1.0571 |
|
|
| 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 |
1.0550 |
0.0192 |
1.8% |
0.0074 |
0.7% |
36% |
False |
True |
26,592 |
| 10 |
1.0908 |
1.0550 |
0.0358 |
3.4% |
0.0086 |
0.8% |
20% |
False |
True |
25,191 |
| 20 |
1.0908 |
1.0550 |
0.0358 |
3.4% |
0.0091 |
0.9% |
20% |
False |
True |
28,046 |
| 40 |
1.0908 |
1.0204 |
0.0704 |
6.6% |
0.0093 |
0.9% |
59% |
False |
False |
31,251 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.6% |
0.0081 |
0.8% |
64% |
False |
False |
26,810 |
| 80 |
1.0908 |
1.0067 |
0.0841 |
7.9% |
0.0076 |
0.7% |
66% |
False |
False |
20,147 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0073 |
0.7% |
66% |
False |
False |
16,120 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0070 |
0.7% |
66% |
False |
False |
13,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1017 |
|
2.618 |
1.0872 |
|
1.618 |
1.0783 |
|
1.000 |
1.0728 |
|
0.618 |
1.0694 |
|
HIGH |
1.0639 |
|
0.618 |
1.0605 |
|
0.500 |
1.0595 |
|
0.382 |
1.0584 |
|
LOW |
1.0550 |
|
0.618 |
1.0495 |
|
1.000 |
1.0461 |
|
1.618 |
1.0406 |
|
2.618 |
1.0317 |
|
4.250 |
1.0172 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0612 |
1.0626 |
| PP |
1.0603 |
1.0624 |
| S1 |
1.0595 |
1.0622 |
|