CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0587 |
1.0596 |
0.0009 |
0.1% |
1.0605 |
| High |
1.0617 |
1.0606 |
-0.0011 |
-0.1% |
1.0699 |
| Low |
1.0553 |
1.0531 |
-0.0022 |
-0.2% |
1.0558 |
| Close |
1.0615 |
1.0548 |
-0.0067 |
-0.6% |
1.0581 |
| Range |
0.0064 |
0.0075 |
0.0011 |
17.2% |
0.0141 |
| ATR |
0.0079 |
0.0080 |
0.0000 |
0.4% |
0.0000 |
| Volume |
19,579 |
21,268 |
1,689 |
8.6% |
89,807 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0787 |
1.0742 |
1.0589 |
|
| R3 |
1.0712 |
1.0667 |
1.0569 |
|
| R2 |
1.0637 |
1.0637 |
1.0562 |
|
| R1 |
1.0592 |
1.0592 |
1.0555 |
1.0577 |
| PP |
1.0562 |
1.0562 |
1.0562 |
1.0554 |
| S1 |
1.0517 |
1.0517 |
1.0541 |
1.0502 |
| S2 |
1.0487 |
1.0487 |
1.0534 |
|
| S3 |
1.0412 |
1.0442 |
1.0527 |
|
| S4 |
1.0337 |
1.0367 |
1.0507 |
|
|
| 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 |
1.0531 |
0.0168 |
1.6% |
0.0073 |
0.7% |
10% |
False |
True |
22,809 |
| 10 |
1.0781 |
1.0531 |
0.0250 |
2.4% |
0.0076 |
0.7% |
7% |
False |
True |
13,582 |
| 20 |
1.0825 |
1.0531 |
0.0294 |
2.8% |
0.0075 |
0.7% |
6% |
False |
True |
6,968 |
| 40 |
1.0991 |
1.0498 |
0.0493 |
4.7% |
0.0088 |
0.8% |
10% |
False |
False |
3,513 |
| 60 |
1.0991 |
1.0234 |
0.0757 |
7.2% |
0.0081 |
0.8% |
41% |
False |
False |
2,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0925 |
|
2.618 |
1.0802 |
|
1.618 |
1.0727 |
|
1.000 |
1.0681 |
|
0.618 |
1.0652 |
|
HIGH |
1.0606 |
|
0.618 |
1.0577 |
|
0.500 |
1.0569 |
|
0.382 |
1.0560 |
|
LOW |
1.0531 |
|
0.618 |
1.0485 |
|
1.000 |
1.0456 |
|
1.618 |
1.0410 |
|
2.618 |
1.0335 |
|
4.250 |
1.0212 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0569 |
1.0580 |
| PP |
1.0562 |
1.0569 |
| S1 |
1.0555 |
1.0559 |
|