CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0671 |
1.0595 |
-0.0076 |
-0.7% |
1.0605 |
| High |
1.0688 |
1.0628 |
-0.0060 |
-0.6% |
1.0699 |
| Low |
1.0591 |
1.0558 |
-0.0033 |
-0.3% |
1.0558 |
| Close |
1.0594 |
1.0581 |
-0.0013 |
-0.1% |
1.0581 |
| Range |
0.0097 |
0.0070 |
-0.0027 |
-27.8% |
0.0141 |
| ATR |
0.0081 |
0.0081 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
15,025 |
31,945 |
16,920 |
112.6% |
89,807 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0760 |
1.0620 |
|
| R3 |
1.0729 |
1.0690 |
1.0600 |
|
| R2 |
1.0659 |
1.0659 |
1.0594 |
|
| R1 |
1.0620 |
1.0620 |
1.0587 |
1.0605 |
| PP |
1.0589 |
1.0589 |
1.0589 |
1.0581 |
| S1 |
1.0550 |
1.0550 |
1.0575 |
1.0535 |
| S2 |
1.0519 |
1.0519 |
1.0568 |
|
| S3 |
1.0449 |
1.0480 |
1.0562 |
|
| S4 |
1.0379 |
1.0410 |
1.0543 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.0949 |
1.0659 |
|
| R3 |
1.0895 |
1.0808 |
1.0620 |
|
| R2 |
1.0754 |
1.0754 |
1.0607 |
|
| R1 |
1.0667 |
1.0667 |
1.0594 |
1.0640 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0599 |
| S1 |
1.0526 |
1.0526 |
1.0568 |
1.0499 |
| S2 |
1.0472 |
1.0472 |
1.0555 |
|
| S3 |
1.0331 |
1.0385 |
1.0542 |
|
| S4 |
1.0190 |
1.0244 |
1.0503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0699 |
1.0558 |
0.0141 |
1.3% |
0.0073 |
0.7% |
16% |
False |
True |
17,961 |
| 10 |
1.0786 |
1.0558 |
0.0228 |
2.2% |
0.0075 |
0.7% |
10% |
False |
True |
9,596 |
| 20 |
1.0991 |
1.0558 |
0.0433 |
4.1% |
0.0080 |
0.8% |
5% |
False |
True |
4,934 |
| 40 |
1.0991 |
1.0486 |
0.0505 |
4.8% |
0.0089 |
0.8% |
19% |
False |
False |
2,493 |
| 60 |
1.0991 |
1.0234 |
0.0757 |
7.2% |
0.0080 |
0.8% |
46% |
False |
False |
1,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0926 |
|
2.618 |
1.0811 |
|
1.618 |
1.0741 |
|
1.000 |
1.0698 |
|
0.618 |
1.0671 |
|
HIGH |
1.0628 |
|
0.618 |
1.0601 |
|
0.500 |
1.0593 |
|
0.382 |
1.0585 |
|
LOW |
1.0558 |
|
0.618 |
1.0515 |
|
1.000 |
1.0488 |
|
1.618 |
1.0445 |
|
2.618 |
1.0375 |
|
4.250 |
1.0261 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0593 |
1.0629 |
| PP |
1.0589 |
1.0613 |
| S1 |
1.0585 |
1.0597 |
|