CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0770 |
1.0772 |
0.0002 |
0.0% |
1.0865 |
| High |
1.0823 |
1.0784 |
-0.0039 |
-0.4% |
1.0900 |
| Low |
1.0751 |
1.0719 |
-0.0032 |
-0.3% |
1.0731 |
| Close |
1.0762 |
1.0751 |
-0.0011 |
-0.1% |
1.0781 |
| Range |
0.0072 |
0.0065 |
-0.0007 |
-9.7% |
0.0169 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
46 |
209 |
163 |
354.3% |
259 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0914 |
1.0787 |
|
| R3 |
1.0881 |
1.0849 |
1.0769 |
|
| R2 |
1.0816 |
1.0816 |
1.0763 |
|
| R1 |
1.0784 |
1.0784 |
1.0757 |
1.0768 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0743 |
| S1 |
1.0719 |
1.0719 |
1.0745 |
1.0703 |
| S2 |
1.0686 |
1.0686 |
1.0739 |
|
| S3 |
1.0621 |
1.0654 |
1.0733 |
|
| S4 |
1.0556 |
1.0589 |
1.0715 |
|
|
| 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 |
1.0825 |
1.0719 |
0.0106 |
1.0% |
0.0069 |
0.6% |
30% |
False |
True |
81 |
| 10 |
1.0991 |
1.0719 |
0.0272 |
2.5% |
0.0085 |
0.8% |
12% |
False |
True |
85 |
| 20 |
1.0991 |
1.0668 |
0.0323 |
3.0% |
0.0089 |
0.8% |
26% |
False |
False |
72 |
| 40 |
1.0991 |
1.0279 |
0.0712 |
6.6% |
0.0087 |
0.8% |
66% |
False |
False |
48 |
| 60 |
1.0991 |
1.0181 |
0.0810 |
7.5% |
0.0073 |
0.7% |
70% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1060 |
|
2.618 |
1.0954 |
|
1.618 |
1.0889 |
|
1.000 |
1.0849 |
|
0.618 |
1.0824 |
|
HIGH |
1.0784 |
|
0.618 |
1.0759 |
|
0.500 |
1.0752 |
|
0.382 |
1.0744 |
|
LOW |
1.0719 |
|
0.618 |
1.0679 |
|
1.000 |
1.0654 |
|
1.618 |
1.0614 |
|
2.618 |
1.0549 |
|
4.250 |
1.0443 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0752 |
1.0772 |
| PP |
1.0751 |
1.0765 |
| S1 |
1.0751 |
1.0758 |
|