CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0605 |
1.0605 |
0.0000 |
0.0% |
1.0777 |
| High |
1.0627 |
1.0660 |
0.0033 |
0.3% |
1.0786 |
| Low |
1.0578 |
1.0593 |
0.0015 |
0.1% |
1.0578 |
| Close |
1.0605 |
1.0654 |
0.0049 |
0.5% |
1.0605 |
| Range |
0.0049 |
0.0067 |
0.0018 |
36.7% |
0.0208 |
| ATR |
0.0084 |
0.0082 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,433 |
8,480 |
7,047 |
491.8% |
6,156 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0837 |
1.0812 |
1.0691 |
|
| R3 |
1.0770 |
1.0745 |
1.0672 |
|
| R2 |
1.0703 |
1.0703 |
1.0666 |
|
| R1 |
1.0678 |
1.0678 |
1.0660 |
1.0691 |
| PP |
1.0636 |
1.0636 |
1.0636 |
1.0642 |
| S1 |
1.0611 |
1.0611 |
1.0648 |
1.0624 |
| S2 |
1.0569 |
1.0569 |
1.0642 |
|
| S3 |
1.0502 |
1.0544 |
1.0636 |
|
| S4 |
1.0435 |
1.0477 |
1.0617 |
|
|
| 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 |
1.0781 |
1.0578 |
0.0203 |
1.9% |
0.0078 |
0.7% |
37% |
False |
False |
2,828 |
| 10 |
1.0804 |
1.0578 |
0.0226 |
2.1% |
0.0078 |
0.7% |
34% |
False |
False |
1,700 |
| 20 |
1.0991 |
1.0578 |
0.0413 |
3.9% |
0.0080 |
0.8% |
18% |
False |
False |
883 |
| 40 |
1.0991 |
1.0356 |
0.0635 |
6.0% |
0.0090 |
0.8% |
47% |
False |
False |
465 |
| 60 |
1.0991 |
1.0234 |
0.0757 |
7.1% |
0.0078 |
0.7% |
55% |
False |
False |
313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0945 |
|
2.618 |
1.0835 |
|
1.618 |
1.0768 |
|
1.000 |
1.0727 |
|
0.618 |
1.0701 |
|
HIGH |
1.0660 |
|
0.618 |
1.0634 |
|
0.500 |
1.0627 |
|
0.382 |
1.0619 |
|
LOW |
1.0593 |
|
0.618 |
1.0552 |
|
1.000 |
1.0526 |
|
1.618 |
1.0485 |
|
2.618 |
1.0418 |
|
4.250 |
1.0308 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0645 |
1.0650 |
| PP |
1.0636 |
1.0645 |
| S1 |
1.0627 |
1.0641 |
|