CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0586 |
1.0508 |
-0.0078 |
-0.7% |
1.0520 |
| High |
1.0602 |
1.0543 |
-0.0059 |
-0.6% |
1.0614 |
| Low |
1.0505 |
1.0475 |
-0.0030 |
-0.3% |
1.0475 |
| Close |
1.0509 |
1.0497 |
-0.0012 |
-0.1% |
1.0497 |
| Range |
0.0097 |
0.0068 |
-0.0029 |
-29.9% |
0.0139 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
25,185 |
12,862 |
-12,323 |
-48.9% |
124,982 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0671 |
1.0534 |
|
| R3 |
1.0641 |
1.0603 |
1.0516 |
|
| R2 |
1.0573 |
1.0573 |
1.0509 |
|
| R1 |
1.0535 |
1.0535 |
1.0503 |
1.0520 |
| PP |
1.0505 |
1.0505 |
1.0505 |
1.0498 |
| S1 |
1.0467 |
1.0467 |
1.0491 |
1.0452 |
| S2 |
1.0437 |
1.0437 |
1.0485 |
|
| S3 |
1.0369 |
1.0399 |
1.0478 |
|
| S4 |
1.0301 |
1.0331 |
1.0460 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0860 |
1.0573 |
|
| R3 |
1.0807 |
1.0721 |
1.0535 |
|
| R2 |
1.0668 |
1.0668 |
1.0522 |
|
| R1 |
1.0582 |
1.0582 |
1.0510 |
1.0556 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0515 |
| S1 |
1.0443 |
1.0443 |
1.0484 |
1.0417 |
| S2 |
1.0390 |
1.0390 |
1.0472 |
|
| S3 |
1.0251 |
1.0304 |
1.0459 |
|
| S4 |
1.0112 |
1.0165 |
1.0421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0614 |
1.0475 |
0.0139 |
1.3% |
0.0072 |
0.7% |
16% |
False |
True |
24,996 |
| 10 |
1.0702 |
1.0475 |
0.0227 |
2.2% |
0.0075 |
0.7% |
10% |
False |
True |
25,364 |
| 20 |
1.0908 |
1.0475 |
0.0433 |
4.1% |
0.0081 |
0.8% |
5% |
False |
True |
25,948 |
| 40 |
1.0908 |
1.0408 |
0.0500 |
4.8% |
0.0091 |
0.9% |
18% |
False |
False |
30,122 |
| 60 |
1.0908 |
1.0159 |
0.0749 |
7.1% |
0.0084 |
0.8% |
45% |
False |
False |
28,368 |
| 80 |
1.0908 |
1.0103 |
0.0805 |
7.7% |
0.0079 |
0.8% |
49% |
False |
False |
23,778 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.1% |
0.0075 |
0.7% |
51% |
False |
False |
19,030 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.1% |
0.0072 |
0.7% |
51% |
False |
False |
15,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0832 |
|
2.618 |
1.0721 |
|
1.618 |
1.0653 |
|
1.000 |
1.0611 |
|
0.618 |
1.0585 |
|
HIGH |
1.0543 |
|
0.618 |
1.0517 |
|
0.500 |
1.0509 |
|
0.382 |
1.0501 |
|
LOW |
1.0475 |
|
0.618 |
1.0433 |
|
1.000 |
1.0407 |
|
1.618 |
1.0365 |
|
2.618 |
1.0297 |
|
4.250 |
1.0186 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0509 |
1.0545 |
| PP |
1.0505 |
1.0529 |
| S1 |
1.0501 |
1.0513 |
|