CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0757 |
1.0693 |
-0.0064 |
-0.6% |
1.0770 |
| High |
1.0781 |
1.0704 |
-0.0077 |
-0.7% |
1.0823 |
| Low |
1.0685 |
1.0593 |
-0.0092 |
-0.9% |
1.0636 |
| Close |
1.0692 |
1.0598 |
-0.0094 |
-0.9% |
1.0770 |
| Range |
0.0096 |
0.0111 |
0.0015 |
15.6% |
0.0187 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.2% |
0.0000 |
| Volume |
2,286 |
1,456 |
-830 |
-36.3% |
2,411 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0892 |
1.0659 |
|
| R3 |
1.0854 |
1.0781 |
1.0629 |
|
| R2 |
1.0743 |
1.0743 |
1.0618 |
|
| R1 |
1.0670 |
1.0670 |
1.0608 |
1.0651 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0622 |
| S1 |
1.0559 |
1.0559 |
1.0588 |
1.0540 |
| S2 |
1.0521 |
1.0521 |
1.0578 |
|
| S3 |
1.0410 |
1.0448 |
1.0567 |
|
| S4 |
1.0299 |
1.0337 |
1.0537 |
|
|
| 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 |
1.0804 |
1.0593 |
0.0211 |
2.0% |
0.0086 |
0.8% |
2% |
False |
True |
1,108 |
| 10 |
1.0825 |
1.0593 |
0.0232 |
2.2% |
0.0079 |
0.7% |
2% |
False |
True |
715 |
| 20 |
1.0991 |
1.0593 |
0.0398 |
3.8% |
0.0084 |
0.8% |
1% |
False |
True |
392 |
| 40 |
1.0991 |
1.0279 |
0.0712 |
6.7% |
0.0092 |
0.9% |
45% |
False |
False |
219 |
| 60 |
1.0991 |
1.0220 |
0.0771 |
7.3% |
0.0077 |
0.7% |
49% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1176 |
|
2.618 |
1.0995 |
|
1.618 |
1.0884 |
|
1.000 |
1.0815 |
|
0.618 |
1.0773 |
|
HIGH |
1.0704 |
|
0.618 |
1.0662 |
|
0.500 |
1.0649 |
|
0.382 |
1.0635 |
|
LOW |
1.0593 |
|
0.618 |
1.0524 |
|
1.000 |
1.0482 |
|
1.618 |
1.0413 |
|
2.618 |
1.0302 |
|
4.250 |
1.0121 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0649 |
1.0687 |
| PP |
1.0632 |
1.0657 |
| S1 |
1.0615 |
1.0628 |
|