CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0385 |
0.0089 |
0.9% |
1.0301 |
| High |
1.0392 |
1.0483 |
0.0091 |
0.9% |
1.0392 |
| Low |
1.0281 |
1.0371 |
0.0090 |
0.9% |
1.0204 |
| Close |
1.0370 |
1.0470 |
0.0100 |
1.0% |
1.0370 |
| Range |
0.0111 |
0.0112 |
0.0001 |
0.9% |
0.0188 |
| ATR |
0.0068 |
0.0072 |
0.0003 |
4.7% |
0.0000 |
| Volume |
41,056 |
54,644 |
13,588 |
33.1% |
152,509 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0736 |
1.0532 |
|
| R3 |
1.0665 |
1.0624 |
1.0501 |
|
| R2 |
1.0553 |
1.0553 |
1.0491 |
|
| R1 |
1.0512 |
1.0512 |
1.0480 |
1.0533 |
| PP |
1.0441 |
1.0441 |
1.0441 |
1.0452 |
| S1 |
1.0400 |
1.0400 |
1.0460 |
1.0421 |
| S2 |
1.0329 |
1.0329 |
1.0449 |
|
| S3 |
1.0217 |
1.0288 |
1.0439 |
|
| S4 |
1.0105 |
1.0176 |
1.0408 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0816 |
1.0473 |
|
| R3 |
1.0698 |
1.0628 |
1.0422 |
|
| R2 |
1.0510 |
1.0510 |
1.0404 |
|
| R1 |
1.0440 |
1.0440 |
1.0387 |
1.0475 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0340 |
| S1 |
1.0252 |
1.0252 |
1.0353 |
1.0287 |
| S2 |
1.0134 |
1.0134 |
1.0336 |
|
| S3 |
0.9946 |
1.0064 |
1.0318 |
|
| S4 |
0.9758 |
0.9876 |
1.0267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0483 |
1.0204 |
0.0279 |
2.7% |
0.0098 |
0.9% |
95% |
True |
False |
37,498 |
| 10 |
1.0483 |
1.0204 |
0.0279 |
2.7% |
0.0077 |
0.7% |
95% |
True |
False |
29,404 |
| 20 |
1.0483 |
1.0153 |
0.0330 |
3.2% |
0.0067 |
0.6% |
96% |
True |
False |
24,307 |
| 40 |
1.0483 |
1.0103 |
0.0380 |
3.6% |
0.0065 |
0.6% |
97% |
True |
False |
15,803 |
| 60 |
1.0483 |
1.0062 |
0.0421 |
4.0% |
0.0064 |
0.6% |
97% |
True |
False |
10,547 |
| 80 |
1.0490 |
1.0062 |
0.0428 |
4.1% |
0.0062 |
0.6% |
95% |
False |
False |
7,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0959 |
|
2.618 |
1.0776 |
|
1.618 |
1.0664 |
|
1.000 |
1.0595 |
|
0.618 |
1.0552 |
|
HIGH |
1.0483 |
|
0.618 |
1.0440 |
|
0.500 |
1.0427 |
|
0.382 |
1.0414 |
|
LOW |
1.0371 |
|
0.618 |
1.0302 |
|
1.000 |
1.0259 |
|
1.618 |
1.0190 |
|
2.618 |
1.0078 |
|
4.250 |
0.9895 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0433 |
| PP |
1.0441 |
1.0395 |
| S1 |
1.0427 |
1.0358 |
|