CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0519 |
1.0520 |
0.0001 |
0.0% |
1.0693 |
| High |
1.0545 |
1.0576 |
0.0031 |
0.3% |
1.0702 |
| Low |
1.0494 |
1.0515 |
0.0021 |
0.2% |
1.0494 |
| Close |
1.0522 |
1.0570 |
0.0048 |
0.5% |
1.0522 |
| Range |
0.0051 |
0.0061 |
0.0010 |
19.6% |
0.0208 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
24,409 |
21,897 |
-2,512 |
-10.3% |
128,660 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0737 |
1.0714 |
1.0604 |
|
| R3 |
1.0676 |
1.0653 |
1.0587 |
|
| R2 |
1.0615 |
1.0615 |
1.0581 |
|
| R1 |
1.0592 |
1.0592 |
1.0576 |
1.0604 |
| PP |
1.0554 |
1.0554 |
1.0554 |
1.0559 |
| S1 |
1.0531 |
1.0531 |
1.0564 |
1.0543 |
| S2 |
1.0493 |
1.0493 |
1.0559 |
|
| S3 |
1.0432 |
1.0470 |
1.0553 |
|
| S4 |
1.0371 |
1.0409 |
1.0536 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1197 |
1.1067 |
1.0636 |
|
| R3 |
1.0989 |
1.0859 |
1.0579 |
|
| R2 |
1.0781 |
1.0781 |
1.0560 |
|
| R1 |
1.0651 |
1.0651 |
1.0541 |
1.0612 |
| PP |
1.0573 |
1.0573 |
1.0573 |
1.0553 |
| S1 |
1.0443 |
1.0443 |
1.0503 |
1.0404 |
| S2 |
1.0365 |
1.0365 |
1.0484 |
|
| S3 |
1.0157 |
1.0235 |
1.0465 |
|
| S4 |
0.9949 |
1.0027 |
1.0408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0696 |
1.0494 |
0.0202 |
1.9% |
0.0077 |
0.7% |
38% |
False |
False |
25,658 |
| 10 |
1.0720 |
1.0494 |
0.0226 |
2.1% |
0.0079 |
0.7% |
34% |
False |
False |
28,447 |
| 20 |
1.0908 |
1.0494 |
0.0414 |
3.9% |
0.0082 |
0.8% |
18% |
False |
False |
25,395 |
| 40 |
1.0908 |
1.0281 |
0.0627 |
5.9% |
0.0094 |
0.9% |
46% |
False |
False |
31,572 |
| 60 |
1.0908 |
1.0153 |
0.0755 |
7.1% |
0.0084 |
0.8% |
55% |
False |
False |
29,094 |
| 80 |
1.0908 |
1.0103 |
0.0805 |
7.6% |
0.0079 |
0.7% |
58% |
False |
False |
22,492 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0075 |
0.7% |
60% |
False |
False |
18,000 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0072 |
0.7% |
60% |
False |
False |
15,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0835 |
|
2.618 |
1.0736 |
|
1.618 |
1.0675 |
|
1.000 |
1.0637 |
|
0.618 |
1.0614 |
|
HIGH |
1.0576 |
|
0.618 |
1.0553 |
|
0.500 |
1.0546 |
|
0.382 |
1.0538 |
|
LOW |
1.0515 |
|
0.618 |
1.0477 |
|
1.000 |
1.0454 |
|
1.618 |
1.0416 |
|
2.618 |
1.0355 |
|
4.250 |
1.0256 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0562 |
1.0566 |
| PP |
1.0554 |
1.0561 |
| S1 |
1.0546 |
1.0557 |
|