CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0684 |
1.0717 |
0.0033 |
0.3% |
1.0770 |
| High |
1.0723 |
1.0804 |
0.0081 |
0.8% |
1.0823 |
| Low |
1.0636 |
1.0709 |
0.0073 |
0.7% |
1.0636 |
| Close |
1.0705 |
1.0770 |
0.0065 |
0.6% |
1.0770 |
| Range |
0.0087 |
0.0095 |
0.0008 |
9.2% |
0.0187 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.1% |
0.0000 |
| Volume |
739 |
818 |
79 |
10.7% |
2,411 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1003 |
1.0822 |
|
| R3 |
1.0951 |
1.0908 |
1.0796 |
|
| R2 |
1.0856 |
1.0856 |
1.0787 |
|
| R1 |
1.0813 |
1.0813 |
1.0779 |
1.0835 |
| PP |
1.0761 |
1.0761 |
1.0761 |
1.0772 |
| S1 |
1.0718 |
1.0718 |
1.0761 |
1.0740 |
| S2 |
1.0666 |
1.0666 |
1.0753 |
|
| S3 |
1.0571 |
1.0623 |
1.0744 |
|
| S4 |
1.0476 |
1.0528 |
1.0718 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1304 |
1.1224 |
1.0873 |
|
| R3 |
1.1117 |
1.1037 |
1.0821 |
|
| R2 |
1.0930 |
1.0930 |
1.0804 |
|
| R1 |
1.0850 |
1.0850 |
1.0787 |
1.0864 |
| PP |
1.0743 |
1.0743 |
1.0743 |
1.0750 |
| S1 |
1.0663 |
1.0663 |
1.0753 |
1.0677 |
| S2 |
1.0556 |
1.0556 |
1.0736 |
|
| S3 |
1.0369 |
1.0476 |
1.0719 |
|
| S4 |
1.0182 |
1.0289 |
1.0667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0823 |
1.0636 |
0.0187 |
1.7% |
0.0079 |
0.7% |
72% |
False |
False |
482 |
| 10 |
1.0991 |
1.0636 |
0.0355 |
3.3% |
0.0084 |
0.8% |
38% |
False |
False |
273 |
| 20 |
1.0991 |
1.0636 |
0.0355 |
3.3% |
0.0088 |
0.8% |
38% |
False |
False |
179 |
| 40 |
1.0991 |
1.0279 |
0.0712 |
6.6% |
0.0088 |
0.8% |
69% |
False |
False |
102 |
| 60 |
1.0991 |
1.0181 |
0.0810 |
7.5% |
0.0074 |
0.7% |
73% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1208 |
|
2.618 |
1.1053 |
|
1.618 |
1.0958 |
|
1.000 |
1.0899 |
|
0.618 |
1.0863 |
|
HIGH |
1.0804 |
|
0.618 |
1.0768 |
|
0.500 |
1.0757 |
|
0.382 |
1.0745 |
|
LOW |
1.0709 |
|
0.618 |
1.0650 |
|
1.000 |
1.0614 |
|
1.618 |
1.0555 |
|
2.618 |
1.0460 |
|
4.250 |
1.0305 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0766 |
1.0753 |
| PP |
1.0761 |
1.0737 |
| S1 |
1.0757 |
1.0720 |
|