CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0602 |
1.0631 |
0.0029 |
0.3% |
1.0689 |
| High |
1.0639 |
1.0720 |
0.0081 |
0.8% |
1.0740 |
| Low |
1.0550 |
1.0622 |
0.0072 |
0.7% |
1.0550 |
| Close |
1.0620 |
1.0684 |
0.0064 |
0.6% |
1.0684 |
| Range |
0.0089 |
0.0098 |
0.0009 |
10.1% |
0.0190 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.9% |
0.0000 |
| Volume |
41,203 |
37,451 |
-3,752 |
-9.1% |
151,885 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0925 |
1.0738 |
|
| R3 |
1.0871 |
1.0827 |
1.0711 |
|
| R2 |
1.0773 |
1.0773 |
1.0702 |
|
| R1 |
1.0729 |
1.0729 |
1.0693 |
1.0751 |
| PP |
1.0675 |
1.0675 |
1.0675 |
1.0687 |
| S1 |
1.0631 |
1.0631 |
1.0675 |
1.0653 |
| S2 |
1.0577 |
1.0577 |
1.0666 |
|
| S3 |
1.0479 |
1.0533 |
1.0657 |
|
| S4 |
1.0381 |
1.0435 |
1.0630 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1146 |
1.0789 |
|
| R3 |
1.1038 |
1.0956 |
1.0736 |
|
| R2 |
1.0848 |
1.0848 |
1.0719 |
|
| R1 |
1.0766 |
1.0766 |
1.0701 |
1.0712 |
| PP |
1.0658 |
1.0658 |
1.0658 |
1.0631 |
| S1 |
1.0576 |
1.0576 |
1.0667 |
1.0522 |
| S2 |
1.0468 |
1.0468 |
1.0649 |
|
| S3 |
1.0278 |
1.0386 |
1.0632 |
|
| S4 |
1.0088 |
1.0196 |
1.0580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0740 |
1.0550 |
0.0190 |
1.8% |
0.0082 |
0.8% |
71% |
False |
False |
30,377 |
| 10 |
1.0908 |
1.0550 |
0.0358 |
3.4% |
0.0087 |
0.8% |
37% |
False |
False |
26,533 |
| 20 |
1.0908 |
1.0550 |
0.0358 |
3.4% |
0.0091 |
0.9% |
37% |
False |
False |
28,178 |
| 40 |
1.0908 |
1.0204 |
0.0704 |
6.6% |
0.0093 |
0.9% |
68% |
False |
False |
31,546 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.5% |
0.0082 |
0.8% |
72% |
False |
False |
27,410 |
| 80 |
1.0908 |
1.0067 |
0.0841 |
7.9% |
0.0077 |
0.7% |
73% |
False |
False |
20,614 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0073 |
0.7% |
74% |
False |
False |
16,495 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0071 |
0.7% |
74% |
False |
False |
13,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1137 |
|
2.618 |
1.0977 |
|
1.618 |
1.0879 |
|
1.000 |
1.0818 |
|
0.618 |
1.0781 |
|
HIGH |
1.0720 |
|
0.618 |
1.0683 |
|
0.500 |
1.0671 |
|
0.382 |
1.0659 |
|
LOW |
1.0622 |
|
0.618 |
1.0561 |
|
1.000 |
1.0524 |
|
1.618 |
1.0463 |
|
2.618 |
1.0365 |
|
4.250 |
1.0206 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0680 |
1.0668 |
| PP |
1.0675 |
1.0651 |
| S1 |
1.0671 |
1.0635 |
|