CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0440 |
-0.0035 |
-0.3% |
1.0385 |
| High |
1.0529 |
1.0466 |
-0.0063 |
-0.6% |
1.0529 |
| Low |
1.0408 |
1.0415 |
0.0007 |
0.1% |
1.0371 |
| Close |
1.0438 |
1.0433 |
-0.0005 |
0.0% |
1.0438 |
| Range |
0.0121 |
0.0051 |
-0.0070 |
-57.9% |
0.0158 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
28,481 |
22,652 |
-5,829 |
-20.5% |
148,493 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0591 |
1.0563 |
1.0461 |
|
| R3 |
1.0540 |
1.0512 |
1.0447 |
|
| R2 |
1.0489 |
1.0489 |
1.0442 |
|
| R1 |
1.0461 |
1.0461 |
1.0438 |
1.0450 |
| PP |
1.0438 |
1.0438 |
1.0438 |
1.0432 |
| S1 |
1.0410 |
1.0410 |
1.0428 |
1.0399 |
| S2 |
1.0387 |
1.0387 |
1.0424 |
|
| S3 |
1.0336 |
1.0359 |
1.0419 |
|
| S4 |
1.0285 |
1.0308 |
1.0405 |
|
|
| 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 |
1.0371 |
0.0158 |
1.5% |
0.0096 |
0.9% |
39% |
False |
False |
34,229 |
| 10 |
1.0529 |
1.0204 |
0.0325 |
3.1% |
0.0090 |
0.9% |
70% |
False |
False |
32,365 |
| 20 |
1.0529 |
1.0159 |
0.0370 |
3.5% |
0.0073 |
0.7% |
74% |
False |
False |
25,186 |
| 40 |
1.0529 |
1.0103 |
0.0426 |
4.1% |
0.0069 |
0.7% |
77% |
False |
False |
18,709 |
| 60 |
1.0529 |
1.0062 |
0.0467 |
4.5% |
0.0066 |
0.6% |
79% |
False |
False |
12,487 |
| 80 |
1.0529 |
1.0062 |
0.0467 |
4.5% |
0.0063 |
0.6% |
79% |
False |
False |
9,368 |
| 100 |
1.0744 |
1.0062 |
0.0682 |
6.5% |
0.0063 |
0.6% |
54% |
False |
False |
7,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0683 |
|
2.618 |
1.0600 |
|
1.618 |
1.0549 |
|
1.000 |
1.0517 |
|
0.618 |
1.0498 |
|
HIGH |
1.0466 |
|
0.618 |
1.0447 |
|
0.500 |
1.0441 |
|
0.382 |
1.0434 |
|
LOW |
1.0415 |
|
0.618 |
1.0383 |
|
1.000 |
1.0364 |
|
1.618 |
1.0332 |
|
2.618 |
1.0281 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0441 |
1.0456 |
| PP |
1.0438 |
1.0448 |
| S1 |
1.0436 |
1.0441 |
|