CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0650 |
1.0677 |
0.0027 |
0.3% |
1.0689 |
| High |
1.0694 |
1.0696 |
0.0002 |
0.0% |
1.0740 |
| Low |
1.0627 |
1.0599 |
-0.0028 |
-0.3% |
1.0550 |
| Close |
1.0640 |
1.0607 |
-0.0033 |
-0.3% |
1.0684 |
| Range |
0.0067 |
0.0097 |
0.0030 |
44.8% |
0.0190 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.9% |
0.0000 |
| Volume |
26,261 |
28,661 |
2,400 |
9.1% |
151,885 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0925 |
1.0863 |
1.0660 |
|
| R3 |
1.0828 |
1.0766 |
1.0634 |
|
| R2 |
1.0731 |
1.0731 |
1.0625 |
|
| R1 |
1.0669 |
1.0669 |
1.0616 |
1.0652 |
| PP |
1.0634 |
1.0634 |
1.0634 |
1.0625 |
| S1 |
1.0572 |
1.0572 |
1.0598 |
1.0555 |
| S2 |
1.0537 |
1.0537 |
1.0589 |
|
| S3 |
1.0440 |
1.0475 |
1.0580 |
|
| S4 |
1.0343 |
1.0378 |
1.0554 |
|
|
| 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% |
0.0083 |
0.8% |
34% |
False |
False |
31,168 |
| 10 |
1.0742 |
1.0550 |
0.0192 |
1.8% |
0.0079 |
0.7% |
30% |
False |
False |
26,684 |
| 20 |
1.0908 |
1.0550 |
0.0358 |
3.4% |
0.0087 |
0.8% |
16% |
False |
False |
26,585 |
| 40 |
1.0908 |
1.0204 |
0.0704 |
6.6% |
0.0095 |
0.9% |
57% |
False |
False |
32,032 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.6% |
0.0083 |
0.8% |
63% |
False |
False |
28,540 |
| 80 |
1.0908 |
1.0076 |
0.0832 |
7.8% |
0.0078 |
0.7% |
64% |
False |
False |
21,578 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0074 |
0.7% |
64% |
False |
False |
17,266 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0072 |
0.7% |
64% |
False |
False |
14,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.0950 |
|
1.618 |
1.0853 |
|
1.000 |
1.0793 |
|
0.618 |
1.0756 |
|
HIGH |
1.0696 |
|
0.618 |
1.0659 |
|
0.500 |
1.0648 |
|
0.382 |
1.0636 |
|
LOW |
1.0599 |
|
0.618 |
1.0539 |
|
1.000 |
1.0502 |
|
1.618 |
1.0442 |
|
2.618 |
1.0345 |
|
4.250 |
1.0187 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0648 |
1.0651 |
| PP |
1.0634 |
1.0636 |
| S1 |
1.0621 |
1.0622 |
|