CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0395 |
1.0475 |
0.0080 |
0.8% |
1.0385 |
| High |
1.0487 |
1.0529 |
0.0042 |
0.4% |
1.0529 |
| Low |
1.0382 |
1.0408 |
0.0026 |
0.3% |
1.0371 |
| Close |
1.0477 |
1.0438 |
-0.0039 |
-0.4% |
1.0438 |
| Range |
0.0105 |
0.0121 |
0.0016 |
15.2% |
0.0158 |
| ATR |
0.0075 |
0.0079 |
0.0003 |
4.3% |
0.0000 |
| Volume |
30,237 |
28,481 |
-1,756 |
-5.8% |
148,493 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0751 |
1.0505 |
|
| R3 |
1.0700 |
1.0630 |
1.0471 |
|
| R2 |
1.0579 |
1.0579 |
1.0460 |
|
| R1 |
1.0509 |
1.0509 |
1.0449 |
1.0484 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0446 |
| S1 |
1.0388 |
1.0388 |
1.0427 |
1.0363 |
| S2 |
1.0337 |
1.0337 |
1.0416 |
|
| S3 |
1.0216 |
1.0267 |
1.0405 |
|
| S4 |
1.0095 |
1.0146 |
1.0371 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0837 |
1.0525 |
|
| R3 |
1.0762 |
1.0679 |
1.0481 |
|
| R2 |
1.0604 |
1.0604 |
1.0467 |
|
| R1 |
1.0521 |
1.0521 |
1.0452 |
1.0563 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0467 |
| S1 |
1.0363 |
1.0363 |
1.0424 |
1.0405 |
| S2 |
1.0288 |
1.0288 |
1.0409 |
|
| S3 |
1.0130 |
1.0205 |
1.0395 |
|
| S4 |
0.9972 |
1.0047 |
1.0351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0529 |
1.0281 |
0.0248 |
2.4% |
0.0108 |
1.0% |
63% |
True |
False |
37,909 |
| 10 |
1.0529 |
1.0204 |
0.0325 |
3.1% |
0.0090 |
0.9% |
72% |
True |
False |
32,192 |
| 20 |
1.0529 |
1.0159 |
0.0370 |
3.5% |
0.0074 |
0.7% |
75% |
True |
False |
25,105 |
| 40 |
1.0529 |
1.0103 |
0.0426 |
4.1% |
0.0068 |
0.7% |
79% |
True |
False |
18,144 |
| 60 |
1.0529 |
1.0062 |
0.0467 |
4.5% |
0.0066 |
0.6% |
81% |
True |
False |
12,110 |
| 80 |
1.0529 |
1.0062 |
0.0467 |
4.5% |
0.0063 |
0.6% |
81% |
True |
False |
9,085 |
| 100 |
1.0744 |
1.0062 |
0.0682 |
6.5% |
0.0063 |
0.6% |
55% |
False |
False |
7,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1043 |
|
2.618 |
1.0846 |
|
1.618 |
1.0725 |
|
1.000 |
1.0650 |
|
0.618 |
1.0604 |
|
HIGH |
1.0529 |
|
0.618 |
1.0483 |
|
0.500 |
1.0469 |
|
0.382 |
1.0454 |
|
LOW |
1.0408 |
|
0.618 |
1.0333 |
|
1.000 |
1.0287 |
|
1.618 |
1.0212 |
|
2.618 |
1.0091 |
|
4.250 |
0.9894 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0469 |
1.0456 |
| PP |
1.0458 |
1.0450 |
| S1 |
1.0448 |
1.0444 |
|