CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0687 |
1.0671 |
-0.0016 |
-0.1% |
1.0777 |
| High |
1.0699 |
1.0688 |
-0.0011 |
-0.1% |
1.0786 |
| Low |
1.0638 |
1.0591 |
-0.0047 |
-0.4% |
1.0578 |
| Close |
1.0676 |
1.0594 |
-0.0082 |
-0.8% |
1.0605 |
| Range |
0.0061 |
0.0097 |
0.0036 |
59.0% |
0.0208 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.5% |
0.0000 |
| Volume |
26,228 |
15,025 |
-11,203 |
-42.7% |
6,156 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0852 |
1.0647 |
|
| R3 |
1.0818 |
1.0755 |
1.0621 |
|
| R2 |
1.0721 |
1.0721 |
1.0612 |
|
| R1 |
1.0658 |
1.0658 |
1.0603 |
1.0641 |
| PP |
1.0624 |
1.0624 |
1.0624 |
1.0616 |
| S1 |
1.0561 |
1.0561 |
1.0585 |
1.0544 |
| S2 |
1.0527 |
1.0527 |
1.0576 |
|
| S3 |
1.0430 |
1.0464 |
1.0567 |
|
| S4 |
1.0333 |
1.0367 |
1.0541 |
|
|
| 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 |
1.0699 |
1.0578 |
0.0121 |
1.1% |
0.0069 |
0.7% |
13% |
False |
False |
11,859 |
| 10 |
1.0804 |
1.0578 |
0.0226 |
2.1% |
0.0078 |
0.7% |
7% |
False |
False |
6,483 |
| 20 |
1.0991 |
1.0578 |
0.0413 |
3.9% |
0.0081 |
0.8% |
4% |
False |
False |
3,343 |
| 40 |
1.0991 |
1.0477 |
0.0514 |
4.9% |
0.0089 |
0.8% |
23% |
False |
False |
1,694 |
| 60 |
1.0991 |
1.0234 |
0.0757 |
7.1% |
0.0079 |
0.7% |
48% |
False |
False |
1,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1100 |
|
2.618 |
1.0942 |
|
1.618 |
1.0845 |
|
1.000 |
1.0785 |
|
0.618 |
1.0748 |
|
HIGH |
1.0688 |
|
0.618 |
1.0651 |
|
0.500 |
1.0640 |
|
0.382 |
1.0628 |
|
LOW |
1.0591 |
|
0.618 |
1.0531 |
|
1.000 |
1.0494 |
|
1.618 |
1.0434 |
|
2.618 |
1.0337 |
|
4.250 |
1.0179 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0640 |
1.0645 |
| PP |
1.0624 |
1.0628 |
| S1 |
1.0609 |
1.0611 |
|