CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0823 |
1.0770 |
-0.0053 |
-0.5% |
1.0865 |
| High |
1.0825 |
1.0823 |
-0.0002 |
0.0% |
1.0900 |
| Low |
1.0770 |
1.0751 |
-0.0019 |
-0.2% |
1.0731 |
| Close |
1.0781 |
1.0762 |
-0.0019 |
-0.2% |
1.0781 |
| Range |
0.0055 |
0.0072 |
0.0017 |
30.9% |
0.0169 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
17 |
46 |
29 |
170.6% |
259 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0950 |
1.0802 |
|
| R3 |
1.0923 |
1.0878 |
1.0782 |
|
| R2 |
1.0851 |
1.0851 |
1.0775 |
|
| R1 |
1.0806 |
1.0806 |
1.0769 |
1.0793 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0772 |
| S1 |
1.0734 |
1.0734 |
1.0755 |
1.0721 |
| S2 |
1.0707 |
1.0707 |
1.0749 |
|
| S3 |
1.0635 |
1.0662 |
1.0742 |
|
| S4 |
1.0563 |
1.0590 |
1.0722 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1311 |
1.1215 |
1.0874 |
|
| R3 |
1.1142 |
1.1046 |
1.0827 |
|
| R2 |
1.0973 |
1.0973 |
1.0812 |
|
| R1 |
1.0877 |
1.0877 |
1.0796 |
1.0841 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0786 |
| S1 |
1.0708 |
1.0708 |
1.0766 |
1.0672 |
| S2 |
1.0635 |
1.0635 |
1.0750 |
|
| S3 |
1.0466 |
1.0539 |
1.0735 |
|
| S4 |
1.0297 |
1.0370 |
1.0688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0900 |
1.0731 |
0.0169 |
1.6% |
0.0080 |
0.7% |
18% |
False |
False |
61 |
| 10 |
1.0991 |
1.0731 |
0.0260 |
2.4% |
0.0083 |
0.8% |
12% |
False |
False |
66 |
| 20 |
1.0991 |
1.0668 |
0.0323 |
3.0% |
0.0089 |
0.8% |
29% |
False |
False |
64 |
| 40 |
1.0991 |
1.0272 |
0.0719 |
6.7% |
0.0087 |
0.8% |
68% |
False |
False |
43 |
| 60 |
1.0991 |
1.0181 |
0.0810 |
7.5% |
0.0073 |
0.7% |
72% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.1011 |
|
1.618 |
1.0939 |
|
1.000 |
1.0895 |
|
0.618 |
1.0867 |
|
HIGH |
1.0823 |
|
0.618 |
1.0795 |
|
0.500 |
1.0787 |
|
0.382 |
1.0779 |
|
LOW |
1.0751 |
|
0.618 |
1.0707 |
|
1.000 |
1.0679 |
|
1.618 |
1.0635 |
|
2.618 |
1.0563 |
|
4.250 |
1.0445 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0778 |
| PP |
1.0779 |
1.0773 |
| S1 |
1.0770 |
1.0767 |
|