CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0595 |
1.0587 |
-0.0008 |
-0.1% |
1.0605 |
| High |
1.0628 |
1.0617 |
-0.0011 |
-0.1% |
1.0699 |
| Low |
1.0558 |
1.0553 |
-0.0005 |
0.0% |
1.0558 |
| Close |
1.0581 |
1.0615 |
0.0034 |
0.3% |
1.0581 |
| Range |
0.0070 |
0.0064 |
-0.0006 |
-8.6% |
0.0141 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
31,945 |
19,579 |
-12,366 |
-38.7% |
89,807 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0787 |
1.0765 |
1.0650 |
|
| R3 |
1.0723 |
1.0701 |
1.0633 |
|
| R2 |
1.0659 |
1.0659 |
1.0627 |
|
| R1 |
1.0637 |
1.0637 |
1.0621 |
1.0648 |
| PP |
1.0595 |
1.0595 |
1.0595 |
1.0601 |
| S1 |
1.0573 |
1.0573 |
1.0609 |
1.0584 |
| S2 |
1.0531 |
1.0531 |
1.0603 |
|
| S3 |
1.0467 |
1.0509 |
1.0597 |
|
| S4 |
1.0403 |
1.0445 |
1.0580 |
|
|
| 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 |
1.0553 |
0.0146 |
1.4% |
0.0073 |
0.7% |
42% |
False |
True |
20,181 |
| 10 |
1.0781 |
1.0553 |
0.0228 |
2.1% |
0.0075 |
0.7% |
27% |
False |
True |
11,504 |
| 20 |
1.0900 |
1.0553 |
0.0347 |
3.3% |
0.0077 |
0.7% |
18% |
False |
True |
5,910 |
| 40 |
1.0991 |
1.0494 |
0.0497 |
4.7% |
0.0088 |
0.8% |
24% |
False |
False |
2,982 |
| 60 |
1.0991 |
1.0234 |
0.0757 |
7.1% |
0.0081 |
0.8% |
50% |
False |
False |
1,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0889 |
|
2.618 |
1.0785 |
|
1.618 |
1.0721 |
|
1.000 |
1.0681 |
|
0.618 |
1.0657 |
|
HIGH |
1.0617 |
|
0.618 |
1.0593 |
|
0.500 |
1.0585 |
|
0.382 |
1.0577 |
|
LOW |
1.0553 |
|
0.618 |
1.0513 |
|
1.000 |
1.0489 |
|
1.618 |
1.0449 |
|
2.618 |
1.0385 |
|
4.250 |
1.0281 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0605 |
1.0621 |
| PP |
1.0595 |
1.0619 |
| S1 |
1.0585 |
1.0617 |
|