CME Swiss Franc Future June 2018
Trading Metrics calculated at close of trading on 09-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1.0693 |
1.0605 |
-0.0088 |
-0.8% |
1.0777 |
High |
1.0704 |
1.0627 |
-0.0077 |
-0.7% |
1.0786 |
Low |
1.0593 |
1.0578 |
-0.0015 |
-0.1% |
1.0578 |
Close |
1.0598 |
1.0605 |
0.0007 |
0.1% |
1.0605 |
Range |
0.0111 |
0.0049 |
-0.0062 |
-55.9% |
0.0208 |
ATR |
0.0086 |
0.0084 |
-0.0003 |
-3.1% |
0.0000 |
Volume |
1,456 |
1,433 |
-23 |
-1.6% |
6,156 |
|
Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0750 |
1.0727 |
1.0632 |
|
R3 |
1.0701 |
1.0678 |
1.0618 |
|
R2 |
1.0652 |
1.0652 |
1.0614 |
|
R1 |
1.0629 |
1.0629 |
1.0609 |
1.0630 |
PP |
1.0603 |
1.0603 |
1.0603 |
1.0604 |
S1 |
1.0580 |
1.0580 |
1.0601 |
1.0581 |
S2 |
1.0554 |
1.0554 |
1.0596 |
|
S3 |
1.0505 |
1.0531 |
1.0592 |
|
S4 |
1.0456 |
1.0482 |
1.0578 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1280 |
1.1151 |
1.0719 |
|
R3 |
1.1072 |
1.0943 |
1.0662 |
|
R2 |
1.0864 |
1.0864 |
1.0643 |
|
R1 |
1.0735 |
1.0735 |
1.0624 |
1.0696 |
PP |
1.0656 |
1.0656 |
1.0656 |
1.0637 |
S1 |
1.0527 |
1.0527 |
1.0586 |
1.0488 |
S2 |
1.0448 |
1.0448 |
1.0567 |
|
S3 |
1.0240 |
1.0319 |
1.0548 |
|
S4 |
1.0032 |
1.0111 |
1.0491 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0786 |
1.0578 |
0.0208 |
2.0% |
0.0077 |
0.7% |
13% |
False |
True |
1,231 |
10 |
1.0823 |
1.0578 |
0.0245 |
2.3% |
0.0078 |
0.7% |
11% |
False |
True |
856 |
20 |
1.0991 |
1.0578 |
0.0413 |
3.9% |
0.0080 |
0.8% |
7% |
False |
True |
460 |
40 |
1.0991 |
1.0308 |
0.0683 |
6.4% |
0.0091 |
0.9% |
43% |
False |
False |
253 |
60 |
1.0991 |
1.0220 |
0.0771 |
7.3% |
0.0077 |
0.7% |
50% |
False |
False |
171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0835 |
2.618 |
1.0755 |
1.618 |
1.0706 |
1.000 |
1.0676 |
0.618 |
1.0657 |
HIGH |
1.0627 |
0.618 |
1.0608 |
0.500 |
1.0603 |
0.382 |
1.0597 |
LOW |
1.0578 |
0.618 |
1.0548 |
1.000 |
1.0529 |
1.618 |
1.0499 |
2.618 |
1.0450 |
4.250 |
1.0370 |
|
|
Fisher Pivots for day following 09-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0604 |
1.0680 |
PP |
1.0603 |
1.0655 |
S1 |
1.0603 |
1.0630 |
|