CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0772 |
1.0747 |
-0.0025 |
-0.2% |
1.0865 |
| High |
1.0784 |
1.0751 |
-0.0033 |
-0.3% |
1.0900 |
| Low |
1.0719 |
1.0673 |
-0.0046 |
-0.4% |
1.0731 |
| Close |
1.0751 |
1.0694 |
-0.0057 |
-0.5% |
1.0781 |
| Range |
0.0065 |
0.0078 |
0.0013 |
20.0% |
0.0169 |
| ATR |
0.0086 |
0.0086 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
209 |
599 |
390 |
186.6% |
259 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0895 |
1.0737 |
|
| R3 |
1.0862 |
1.0817 |
1.0715 |
|
| R2 |
1.0784 |
1.0784 |
1.0708 |
|
| R1 |
1.0739 |
1.0739 |
1.0701 |
1.0723 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0698 |
| S1 |
1.0661 |
1.0661 |
1.0687 |
1.0645 |
| S2 |
1.0628 |
1.0628 |
1.0680 |
|
| S3 |
1.0550 |
1.0583 |
1.0673 |
|
| S4 |
1.0472 |
1.0505 |
1.0651 |
|
|
| 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 |
1.0673 |
0.0152 |
1.4% |
0.0073 |
0.7% |
14% |
False |
True |
179 |
| 10 |
1.0991 |
1.0673 |
0.0318 |
3.0% |
0.0085 |
0.8% |
7% |
False |
True |
142 |
| 20 |
1.0991 |
1.0668 |
0.0323 |
3.0% |
0.0088 |
0.8% |
8% |
False |
False |
102 |
| 40 |
1.0991 |
1.0279 |
0.0712 |
6.7% |
0.0087 |
0.8% |
58% |
False |
False |
63 |
| 60 |
1.0991 |
1.0181 |
0.0810 |
7.6% |
0.0074 |
0.7% |
63% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1083 |
|
2.618 |
1.0955 |
|
1.618 |
1.0877 |
|
1.000 |
1.0829 |
|
0.618 |
1.0799 |
|
HIGH |
1.0751 |
|
0.618 |
1.0721 |
|
0.500 |
1.0712 |
|
0.382 |
1.0703 |
|
LOW |
1.0673 |
|
0.618 |
1.0625 |
|
1.000 |
1.0595 |
|
1.618 |
1.0547 |
|
2.618 |
1.0469 |
|
4.250 |
1.0342 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0712 |
1.0748 |
| PP |
1.0706 |
1.0730 |
| S1 |
1.0700 |
1.0712 |
|