CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0693 |
1.0650 |
-0.0043 |
-0.4% |
1.0689 |
| High |
1.0702 |
1.0694 |
-0.0008 |
-0.1% |
1.0740 |
| Low |
1.0639 |
1.0627 |
-0.0012 |
-0.1% |
1.0550 |
| Close |
1.0643 |
1.0640 |
-0.0003 |
0.0% |
1.0684 |
| Range |
0.0063 |
0.0067 |
0.0004 |
6.3% |
0.0190 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
22,265 |
26,261 |
3,996 |
17.9% |
151,885 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0814 |
1.0677 |
|
| R3 |
1.0788 |
1.0747 |
1.0658 |
|
| R2 |
1.0721 |
1.0721 |
1.0652 |
|
| R1 |
1.0680 |
1.0680 |
1.0646 |
1.0667 |
| PP |
1.0654 |
1.0654 |
1.0654 |
1.0647 |
| S1 |
1.0613 |
1.0613 |
1.0634 |
1.0600 |
| S2 |
1.0587 |
1.0587 |
1.0628 |
|
| S3 |
1.0520 |
1.0546 |
1.0622 |
|
| S4 |
1.0453 |
1.0479 |
1.0603 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1146 |
1.0789 |
|
| R3 |
1.1038 |
1.0956 |
1.0736 |
|
| R2 |
1.0848 |
1.0848 |
1.0719 |
|
| R1 |
1.0766 |
1.0766 |
1.0701 |
1.0712 |
| PP |
1.0658 |
1.0658 |
1.0658 |
1.0631 |
| S1 |
1.0576 |
1.0576 |
1.0667 |
1.0522 |
| S2 |
1.0468 |
1.0468 |
1.0649 |
|
| S3 |
1.0278 |
1.0386 |
1.0632 |
|
| S4 |
1.0088 |
1.0196 |
1.0580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0720 |
1.0550 |
0.0170 |
1.6% |
0.0080 |
0.8% |
53% |
False |
False |
30,540 |
| 10 |
1.0742 |
1.0550 |
0.0192 |
1.8% |
0.0075 |
0.7% |
47% |
False |
False |
25,939 |
| 20 |
1.0908 |
1.0550 |
0.0358 |
3.4% |
0.0088 |
0.8% |
25% |
False |
False |
27,070 |
| 40 |
1.0908 |
1.0204 |
0.0704 |
6.6% |
0.0094 |
0.9% |
62% |
False |
False |
31,807 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.6% |
0.0082 |
0.8% |
67% |
False |
False |
28,098 |
| 80 |
1.0908 |
1.0076 |
0.0832 |
7.8% |
0.0077 |
0.7% |
68% |
False |
False |
21,220 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0074 |
0.7% |
68% |
False |
False |
16,980 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0072 |
0.7% |
68% |
False |
False |
14,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0979 |
|
2.618 |
1.0869 |
|
1.618 |
1.0802 |
|
1.000 |
1.0761 |
|
0.618 |
1.0735 |
|
HIGH |
1.0694 |
|
0.618 |
1.0668 |
|
0.500 |
1.0661 |
|
0.382 |
1.0653 |
|
LOW |
1.0627 |
|
0.618 |
1.0586 |
|
1.000 |
1.0560 |
|
1.618 |
1.0519 |
|
2.618 |
1.0452 |
|
4.250 |
1.0342 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0661 |
1.0671 |
| PP |
1.0654 |
1.0661 |
| S1 |
1.0647 |
1.0650 |
|