CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0601 |
0.0045 |
0.4% |
1.0693 |
| High |
1.0610 |
1.0614 |
0.0004 |
0.0% |
1.0702 |
| Low |
1.0537 |
1.0552 |
0.0015 |
0.1% |
1.0494 |
| Close |
1.0598 |
1.0590 |
-0.0008 |
-0.1% |
1.0522 |
| Range |
0.0073 |
0.0062 |
-0.0011 |
-15.1% |
0.0208 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
26,520 |
38,518 |
11,998 |
45.2% |
128,660 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0771 |
1.0743 |
1.0624 |
|
| R3 |
1.0709 |
1.0681 |
1.0607 |
|
| R2 |
1.0647 |
1.0647 |
1.0601 |
|
| R1 |
1.0619 |
1.0619 |
1.0596 |
1.0602 |
| PP |
1.0585 |
1.0585 |
1.0585 |
1.0577 |
| S1 |
1.0557 |
1.0557 |
1.0584 |
1.0540 |
| S2 |
1.0523 |
1.0523 |
1.0579 |
|
| S3 |
1.0461 |
1.0495 |
1.0573 |
|
| S4 |
1.0399 |
1.0433 |
1.0556 |
|
|
| 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 |
1.0620 |
1.0494 |
0.0126 |
1.2% |
0.0071 |
0.7% |
76% |
False |
False |
27,681 |
| 10 |
1.0720 |
1.0494 |
0.0226 |
2.1% |
0.0077 |
0.7% |
42% |
False |
False |
29,424 |
| 20 |
1.0908 |
1.0494 |
0.0414 |
3.9% |
0.0082 |
0.8% |
23% |
False |
False |
26,754 |
| 40 |
1.0908 |
1.0382 |
0.0526 |
5.0% |
0.0092 |
0.9% |
40% |
False |
False |
30,805 |
| 60 |
1.0908 |
1.0153 |
0.0755 |
7.1% |
0.0084 |
0.8% |
58% |
False |
False |
28,639 |
| 80 |
1.0908 |
1.0103 |
0.0805 |
7.6% |
0.0079 |
0.7% |
60% |
False |
False |
23,304 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0075 |
0.7% |
62% |
False |
False |
18,650 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0072 |
0.7% |
62% |
False |
False |
15,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0878 |
|
2.618 |
1.0776 |
|
1.618 |
1.0714 |
|
1.000 |
1.0676 |
|
0.618 |
1.0652 |
|
HIGH |
1.0614 |
|
0.618 |
1.0590 |
|
0.500 |
1.0583 |
|
0.382 |
1.0576 |
|
LOW |
1.0552 |
|
0.618 |
1.0514 |
|
1.000 |
1.0490 |
|
1.618 |
1.0452 |
|
2.618 |
1.0390 |
|
4.250 |
1.0289 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0588 |
1.0582 |
| PP |
1.0585 |
1.0573 |
| S1 |
1.0583 |
1.0565 |
|