CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0631 |
1.0693 |
0.0062 |
0.6% |
1.0689 |
| High |
1.0720 |
1.0702 |
-0.0018 |
-0.2% |
1.0740 |
| Low |
1.0622 |
1.0639 |
0.0017 |
0.2% |
1.0550 |
| Close |
1.0684 |
1.0643 |
-0.0041 |
-0.4% |
1.0684 |
| Range |
0.0098 |
0.0063 |
-0.0035 |
-35.7% |
0.0190 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
37,451 |
22,265 |
-15,186 |
-40.5% |
151,885 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0850 |
1.0810 |
1.0678 |
|
| R3 |
1.0787 |
1.0747 |
1.0660 |
|
| R2 |
1.0724 |
1.0724 |
1.0655 |
|
| R1 |
1.0684 |
1.0684 |
1.0649 |
1.0673 |
| PP |
1.0661 |
1.0661 |
1.0661 |
1.0656 |
| S1 |
1.0621 |
1.0621 |
1.0637 |
1.0610 |
| S2 |
1.0598 |
1.0598 |
1.0631 |
|
| S3 |
1.0535 |
1.0558 |
1.0626 |
|
| S4 |
1.0472 |
1.0495 |
1.0608 |
|
|
| 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 |
1.0720 |
1.0550 |
0.0170 |
1.6% |
0.0080 |
0.8% |
55% |
False |
False |
31,236 |
| 10 |
1.0819 |
1.0550 |
0.0269 |
2.5% |
0.0081 |
0.8% |
35% |
False |
False |
26,354 |
| 20 |
1.0908 |
1.0550 |
0.0358 |
3.4% |
0.0090 |
0.8% |
26% |
False |
False |
27,543 |
| 40 |
1.0908 |
1.0204 |
0.0704 |
6.6% |
0.0093 |
0.9% |
62% |
False |
False |
31,674 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.6% |
0.0082 |
0.8% |
67% |
False |
False |
27,774 |
| 80 |
1.0908 |
1.0076 |
0.0832 |
7.8% |
0.0077 |
0.7% |
68% |
False |
False |
20,893 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0074 |
0.7% |
69% |
False |
False |
16,718 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0071 |
0.7% |
69% |
False |
False |
13,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0970 |
|
2.618 |
1.0867 |
|
1.618 |
1.0804 |
|
1.000 |
1.0765 |
|
0.618 |
1.0741 |
|
HIGH |
1.0702 |
|
0.618 |
1.0678 |
|
0.500 |
1.0671 |
|
0.382 |
1.0663 |
|
LOW |
1.0639 |
|
0.618 |
1.0600 |
|
1.000 |
1.0576 |
|
1.618 |
1.0537 |
|
2.618 |
1.0474 |
|
4.250 |
1.0371 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0671 |
1.0640 |
| PP |
1.0661 |
1.0638 |
| S1 |
1.0652 |
1.0635 |
|