CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0648 |
1.0655 |
0.0007 |
0.1% |
1.0587 |
| High |
1.0676 |
1.0674 |
-0.0002 |
0.0% |
1.0665 |
| Low |
1.0614 |
1.0589 |
-0.0025 |
-0.2% |
1.0531 |
| Close |
1.0660 |
1.0632 |
-0.0028 |
-0.3% |
1.0641 |
| Range |
0.0062 |
0.0085 |
0.0023 |
37.1% |
0.0134 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
0.8% |
0.0000 |
| Volume |
22,139 |
22,868 |
729 |
3.3% |
122,129 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0887 |
1.0844 |
1.0679 |
|
| R3 |
1.0802 |
1.0759 |
1.0655 |
|
| R2 |
1.0717 |
1.0717 |
1.0648 |
|
| R1 |
1.0674 |
1.0674 |
1.0640 |
1.0653 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0621 |
| S1 |
1.0589 |
1.0589 |
1.0624 |
1.0568 |
| S2 |
1.0547 |
1.0547 |
1.0616 |
|
| S3 |
1.0462 |
1.0504 |
1.0609 |
|
| S4 |
1.0377 |
1.0419 |
1.0585 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0962 |
1.0715 |
|
| R3 |
1.0880 |
1.0828 |
1.0678 |
|
| R2 |
1.0746 |
1.0746 |
1.0666 |
|
| R1 |
1.0694 |
1.0694 |
1.0653 |
1.0720 |
| PP |
1.0612 |
1.0612 |
1.0612 |
1.0626 |
| S1 |
1.0560 |
1.0560 |
1.0629 |
1.0586 |
| S2 |
1.0478 |
1.0478 |
1.0616 |
|
| S3 |
1.0344 |
1.0426 |
1.0604 |
|
| S4 |
1.0210 |
1.0292 |
1.0567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0676 |
1.0536 |
0.0140 |
1.3% |
0.0070 |
0.7% |
69% |
False |
False |
25,257 |
| 10 |
1.0699 |
1.0531 |
0.0168 |
1.6% |
0.0072 |
0.7% |
60% |
False |
False |
24,033 |
| 20 |
1.0804 |
1.0531 |
0.0273 |
2.6% |
0.0075 |
0.7% |
37% |
False |
False |
13,262 |
| 40 |
1.0991 |
1.0531 |
0.0460 |
4.3% |
0.0082 |
0.8% |
22% |
False |
False |
6,667 |
| 60 |
1.0991 |
1.0279 |
0.0712 |
6.7% |
0.0083 |
0.8% |
50% |
False |
False |
4,453 |
| 80 |
1.0991 |
1.0181 |
0.0810 |
7.6% |
0.0074 |
0.7% |
56% |
False |
False |
3,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1035 |
|
2.618 |
1.0897 |
|
1.618 |
1.0812 |
|
1.000 |
1.0759 |
|
0.618 |
1.0727 |
|
HIGH |
1.0674 |
|
0.618 |
1.0642 |
|
0.500 |
1.0632 |
|
0.382 |
1.0621 |
|
LOW |
1.0589 |
|
0.618 |
1.0536 |
|
1.000 |
1.0504 |
|
1.618 |
1.0451 |
|
2.618 |
1.0366 |
|
4.250 |
1.0228 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0632 |
1.0633 |
| PP |
1.0632 |
1.0632 |
| S1 |
1.0632 |
1.0632 |
|