CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0346 |
1.0284 |
-0.0062 |
-0.6% |
1.0190 |
| High |
1.0350 |
1.0321 |
-0.0029 |
-0.3% |
1.0329 |
| Low |
1.0258 |
1.0275 |
0.0017 |
0.2% |
1.0159 |
| Close |
1.0288 |
1.0310 |
0.0022 |
0.2% |
1.0327 |
| Range |
0.0092 |
0.0046 |
-0.0046 |
-50.0% |
0.0170 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
25,655 |
17,166 |
-8,489 |
-33.1% |
60,135 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0440 |
1.0421 |
1.0335 |
|
| R3 |
1.0394 |
1.0375 |
1.0323 |
|
| R2 |
1.0348 |
1.0348 |
1.0318 |
|
| R1 |
1.0329 |
1.0329 |
1.0314 |
1.0339 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0307 |
| S1 |
1.0283 |
1.0283 |
1.0306 |
1.0293 |
| S2 |
1.0256 |
1.0256 |
1.0302 |
|
| S3 |
1.0210 |
1.0237 |
1.0297 |
|
| S4 |
1.0164 |
1.0191 |
1.0285 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0782 |
1.0724 |
1.0421 |
|
| R3 |
1.0612 |
1.0554 |
1.0374 |
|
| R2 |
1.0442 |
1.0442 |
1.0358 |
|
| R1 |
1.0384 |
1.0384 |
1.0343 |
1.0413 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0286 |
| S1 |
1.0214 |
1.0214 |
1.0311 |
1.0243 |
| S2 |
1.0102 |
1.0102 |
1.0296 |
|
| S3 |
0.9932 |
1.0044 |
1.0280 |
|
| S4 |
0.9762 |
0.9874 |
1.0234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0365 |
1.0191 |
0.0174 |
1.7% |
0.0070 |
0.7% |
68% |
False |
False |
20,648 |
| 10 |
1.0365 |
1.0159 |
0.0206 |
2.0% |
0.0058 |
0.6% |
73% |
False |
False |
18,018 |
| 20 |
1.0365 |
1.0103 |
0.0262 |
2.5% |
0.0059 |
0.6% |
79% |
False |
False |
19,973 |
| 40 |
1.0365 |
1.0076 |
0.0289 |
2.8% |
0.0061 |
0.6% |
81% |
False |
False |
10,111 |
| 60 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0060 |
0.6% |
71% |
False |
False |
6,747 |
| 80 |
1.0563 |
1.0062 |
0.0501 |
4.9% |
0.0060 |
0.6% |
50% |
False |
False |
5,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0517 |
|
2.618 |
1.0441 |
|
1.618 |
1.0395 |
|
1.000 |
1.0367 |
|
0.618 |
1.0349 |
|
HIGH |
1.0321 |
|
0.618 |
1.0303 |
|
0.500 |
1.0298 |
|
0.382 |
1.0293 |
|
LOW |
1.0275 |
|
0.618 |
1.0247 |
|
1.000 |
1.0229 |
|
1.618 |
1.0201 |
|
2.618 |
1.0155 |
|
4.250 |
1.0080 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0306 |
1.0312 |
| PP |
1.0302 |
1.0311 |
| S1 |
1.0298 |
1.0311 |
|