CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0440 |
1.0436 |
-0.0004 |
0.0% |
1.0385 |
| High |
1.0466 |
1.0495 |
0.0029 |
0.3% |
1.0529 |
| Low |
1.0415 |
1.0420 |
0.0005 |
0.0% |
1.0371 |
| Close |
1.0433 |
1.0479 |
0.0046 |
0.4% |
1.0438 |
| Range |
0.0051 |
0.0075 |
0.0024 |
47.1% |
0.0158 |
| ATR |
0.0077 |
0.0076 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
22,652 |
23,191 |
539 |
2.4% |
148,493 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0690 |
1.0659 |
1.0520 |
|
| R3 |
1.0615 |
1.0584 |
1.0500 |
|
| R2 |
1.0540 |
1.0540 |
1.0493 |
|
| R1 |
1.0509 |
1.0509 |
1.0486 |
1.0525 |
| PP |
1.0465 |
1.0465 |
1.0465 |
1.0472 |
| S1 |
1.0434 |
1.0434 |
1.0472 |
1.0450 |
| S2 |
1.0390 |
1.0390 |
1.0465 |
|
| S3 |
1.0315 |
1.0359 |
1.0458 |
|
| S4 |
1.0240 |
1.0284 |
1.0438 |
|
|
| 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 |
1.0382 |
0.0147 |
1.4% |
0.0089 |
0.8% |
66% |
False |
False |
27,938 |
| 10 |
1.0529 |
1.0204 |
0.0325 |
3.1% |
0.0093 |
0.9% |
85% |
False |
False |
32,718 |
| 20 |
1.0529 |
1.0159 |
0.0370 |
3.5% |
0.0074 |
0.7% |
86% |
False |
False |
25,393 |
| 40 |
1.0529 |
1.0103 |
0.0426 |
4.1% |
0.0068 |
0.6% |
88% |
False |
False |
19,286 |
| 60 |
1.0529 |
1.0062 |
0.0467 |
4.5% |
0.0066 |
0.6% |
89% |
False |
False |
12,873 |
| 80 |
1.0529 |
1.0062 |
0.0467 |
4.5% |
0.0063 |
0.6% |
89% |
False |
False |
9,657 |
| 100 |
1.0737 |
1.0062 |
0.0675 |
6.4% |
0.0062 |
0.6% |
62% |
False |
False |
7,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0814 |
|
2.618 |
1.0691 |
|
1.618 |
1.0616 |
|
1.000 |
1.0570 |
|
0.618 |
1.0541 |
|
HIGH |
1.0495 |
|
0.618 |
1.0466 |
|
0.500 |
1.0458 |
|
0.382 |
1.0449 |
|
LOW |
1.0420 |
|
0.618 |
1.0374 |
|
1.000 |
1.0345 |
|
1.618 |
1.0299 |
|
2.618 |
1.0224 |
|
4.250 |
1.0101 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0472 |
1.0476 |
| PP |
1.0465 |
1.0472 |
| S1 |
1.0458 |
1.0469 |
|