CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0385 |
1.0466 |
0.0081 |
0.8% |
1.0301 |
| High |
1.0483 |
1.0491 |
0.0008 |
0.1% |
1.0392 |
| Low |
1.0371 |
1.0399 |
0.0028 |
0.3% |
1.0204 |
| Close |
1.0470 |
1.0448 |
-0.0022 |
-0.2% |
1.0370 |
| Range |
0.0112 |
0.0092 |
-0.0020 |
-17.9% |
0.0188 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
2.0% |
0.0000 |
| Volume |
54,644 |
35,131 |
-19,513 |
-35.7% |
152,509 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0722 |
1.0677 |
1.0499 |
|
| R3 |
1.0630 |
1.0585 |
1.0473 |
|
| R2 |
1.0538 |
1.0538 |
1.0465 |
|
| R1 |
1.0493 |
1.0493 |
1.0456 |
1.0470 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0434 |
| S1 |
1.0401 |
1.0401 |
1.0440 |
1.0378 |
| S2 |
1.0354 |
1.0354 |
1.0431 |
|
| S3 |
1.0262 |
1.0309 |
1.0423 |
|
| S4 |
1.0170 |
1.0217 |
1.0397 |
|
|
| 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 |
1.0491 |
1.0204 |
0.0287 |
2.7% |
0.0100 |
1.0% |
85% |
True |
False |
38,487 |
| 10 |
1.0491 |
1.0204 |
0.0287 |
2.7% |
0.0081 |
0.8% |
85% |
True |
False |
30,602 |
| 20 |
1.0491 |
1.0159 |
0.0332 |
3.2% |
0.0069 |
0.7% |
87% |
True |
False |
24,463 |
| 40 |
1.0491 |
1.0103 |
0.0388 |
3.7% |
0.0066 |
0.6% |
89% |
True |
False |
16,681 |
| 60 |
1.0491 |
1.0062 |
0.0429 |
4.1% |
0.0065 |
0.6% |
90% |
True |
False |
11,132 |
| 80 |
1.0491 |
1.0062 |
0.0429 |
4.1% |
0.0062 |
0.6% |
90% |
True |
False |
8,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0882 |
|
2.618 |
1.0732 |
|
1.618 |
1.0640 |
|
1.000 |
1.0583 |
|
0.618 |
1.0548 |
|
HIGH |
1.0491 |
|
0.618 |
1.0456 |
|
0.500 |
1.0445 |
|
0.382 |
1.0434 |
|
LOW |
1.0399 |
|
0.618 |
1.0342 |
|
1.000 |
1.0307 |
|
1.618 |
1.0250 |
|
2.618 |
1.0158 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0447 |
1.0427 |
| PP |
1.0446 |
1.0407 |
| S1 |
1.0445 |
1.0386 |
|