CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0655 |
1.0637 |
-0.0018 |
-0.2% |
1.0587 |
| High |
1.0674 |
1.0639 |
-0.0035 |
-0.3% |
1.0665 |
| Low |
1.0589 |
1.0505 |
-0.0084 |
-0.8% |
1.0531 |
| Close |
1.0632 |
1.0519 |
-0.0113 |
-1.1% |
1.0641 |
| Range |
0.0085 |
0.0134 |
0.0049 |
57.6% |
0.0134 |
| ATR |
0.0077 |
0.0082 |
0.0004 |
5.2% |
0.0000 |
| Volume |
22,868 |
29,044 |
6,176 |
27.0% |
122,129 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0872 |
1.0593 |
|
| R3 |
1.0822 |
1.0738 |
1.0556 |
|
| R2 |
1.0688 |
1.0688 |
1.0544 |
|
| R1 |
1.0604 |
1.0604 |
1.0531 |
1.0579 |
| PP |
1.0554 |
1.0554 |
1.0554 |
1.0542 |
| S1 |
1.0470 |
1.0470 |
1.0507 |
1.0445 |
| S2 |
1.0420 |
1.0420 |
1.0494 |
|
| S3 |
1.0286 |
1.0336 |
1.0482 |
|
| S4 |
1.0152 |
1.0202 |
1.0445 |
|
|
| 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 |
1.0505 |
0.0171 |
1.6% |
0.0079 |
0.8% |
8% |
False |
True |
25,231 |
| 10 |
1.0688 |
1.0505 |
0.0183 |
1.7% |
0.0079 |
0.8% |
8% |
False |
True |
24,315 |
| 20 |
1.0804 |
1.0505 |
0.0299 |
2.8% |
0.0078 |
0.7% |
5% |
False |
True |
14,685 |
| 40 |
1.0991 |
1.0505 |
0.0486 |
4.6% |
0.0083 |
0.8% |
3% |
False |
True |
7,393 |
| 60 |
1.0991 |
1.0279 |
0.0712 |
6.8% |
0.0084 |
0.8% |
34% |
False |
False |
4,937 |
| 80 |
1.0991 |
1.0181 |
0.0810 |
7.7% |
0.0075 |
0.7% |
42% |
False |
False |
3,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1209 |
|
2.618 |
1.0990 |
|
1.618 |
1.0856 |
|
1.000 |
1.0773 |
|
0.618 |
1.0722 |
|
HIGH |
1.0639 |
|
0.618 |
1.0588 |
|
0.500 |
1.0572 |
|
0.382 |
1.0556 |
|
LOW |
1.0505 |
|
0.618 |
1.0422 |
|
1.000 |
1.0371 |
|
1.618 |
1.0288 |
|
2.618 |
1.0154 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0572 |
1.0591 |
| PP |
1.0554 |
1.0567 |
| S1 |
1.0537 |
1.0543 |
|