CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0508 |
1.0500 |
-0.0008 |
-0.1% |
1.0520 |
| High |
1.0543 |
1.0521 |
-0.0022 |
-0.2% |
1.0614 |
| Low |
1.0475 |
1.0470 |
-0.0005 |
0.0% |
1.0475 |
| Close |
1.0497 |
1.0520 |
0.0023 |
0.2% |
1.0497 |
| Range |
0.0068 |
0.0051 |
-0.0017 |
-25.0% |
0.0139 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
12,862 |
367 |
-12,495 |
-97.1% |
124,982 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0657 |
1.0639 |
1.0548 |
|
| R3 |
1.0606 |
1.0588 |
1.0534 |
|
| R2 |
1.0555 |
1.0555 |
1.0529 |
|
| R1 |
1.0537 |
1.0537 |
1.0525 |
1.0546 |
| PP |
1.0504 |
1.0504 |
1.0504 |
1.0508 |
| S1 |
1.0486 |
1.0486 |
1.0515 |
1.0495 |
| S2 |
1.0453 |
1.0453 |
1.0511 |
|
| S3 |
1.0402 |
1.0435 |
1.0506 |
|
| S4 |
1.0351 |
1.0384 |
1.0492 |
|
|
| 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 |
1.0470 |
0.0144 |
1.4% |
0.0070 |
0.7% |
35% |
False |
True |
20,690 |
| 10 |
1.0696 |
1.0470 |
0.0226 |
2.1% |
0.0074 |
0.7% |
22% |
False |
True |
23,174 |
| 20 |
1.0819 |
1.0470 |
0.0349 |
3.3% |
0.0077 |
0.7% |
14% |
False |
True |
24,764 |
| 40 |
1.0908 |
1.0415 |
0.0493 |
4.7% |
0.0089 |
0.9% |
21% |
False |
False |
29,419 |
| 60 |
1.0908 |
1.0159 |
0.0749 |
7.1% |
0.0084 |
0.8% |
48% |
False |
False |
27,981 |
| 80 |
1.0908 |
1.0103 |
0.0805 |
7.7% |
0.0079 |
0.8% |
52% |
False |
False |
23,782 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0075 |
0.7% |
54% |
False |
False |
19,034 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0072 |
0.7% |
54% |
False |
False |
15,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0738 |
|
2.618 |
1.0655 |
|
1.618 |
1.0604 |
|
1.000 |
1.0572 |
|
0.618 |
1.0553 |
|
HIGH |
1.0521 |
|
0.618 |
1.0502 |
|
0.500 |
1.0496 |
|
0.382 |
1.0489 |
|
LOW |
1.0470 |
|
0.618 |
1.0438 |
|
1.000 |
1.0419 |
|
1.618 |
1.0387 |
|
2.618 |
1.0336 |
|
4.250 |
1.0253 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0512 |
1.0536 |
| PP |
1.0504 |
1.0531 |
| S1 |
1.0496 |
1.0525 |
|