CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0703 |
1.0738 |
0.0035 |
0.3% |
1.0440 |
| High |
1.0779 |
1.0802 |
0.0023 |
0.2% |
1.0804 |
| Low |
1.0681 |
1.0722 |
0.0041 |
0.4% |
1.0415 |
| Close |
1.0747 |
1.0776 |
0.0029 |
0.3% |
1.0732 |
| Range |
0.0098 |
0.0080 |
-0.0018 |
-18.4% |
0.0389 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
30,928 |
36,096 |
5,168 |
16.7% |
213,476 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1007 |
1.0971 |
1.0820 |
|
| R3 |
1.0927 |
1.0891 |
1.0798 |
|
| R2 |
1.0847 |
1.0847 |
1.0791 |
|
| R1 |
1.0811 |
1.0811 |
1.0783 |
1.0829 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0776 |
| S1 |
1.0731 |
1.0731 |
1.0769 |
1.0749 |
| S2 |
1.0687 |
1.0687 |
1.0761 |
|
| S3 |
1.0607 |
1.0651 |
1.0754 |
|
| S4 |
1.0527 |
1.0571 |
1.0732 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1817 |
1.1664 |
1.0946 |
|
| R3 |
1.1428 |
1.1275 |
1.0839 |
|
| R2 |
1.1039 |
1.1039 |
1.0803 |
|
| R1 |
1.0886 |
1.0886 |
1.0768 |
1.0963 |
| PP |
1.0650 |
1.0650 |
1.0650 |
1.0689 |
| S1 |
1.0497 |
1.0497 |
1.0696 |
1.0574 |
| S2 |
1.0261 |
1.0261 |
1.0661 |
|
| S3 |
0.9872 |
1.0108 |
1.0625 |
|
| S4 |
0.9483 |
0.9719 |
1.0518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0804 |
1.0600 |
0.0204 |
1.9% |
0.0112 |
1.0% |
86% |
False |
False |
47,059 |
| 10 |
1.0804 |
1.0382 |
0.0422 |
3.9% |
0.0108 |
1.0% |
93% |
False |
False |
38,312 |
| 20 |
1.0804 |
1.0204 |
0.0600 |
5.6% |
0.0095 |
0.9% |
95% |
False |
False |
34,457 |
| 40 |
1.0804 |
1.0103 |
0.0701 |
6.5% |
0.0077 |
0.7% |
96% |
False |
False |
26,192 |
| 60 |
1.0804 |
1.0067 |
0.0737 |
6.8% |
0.0072 |
0.7% |
96% |
False |
False |
17,514 |
| 80 |
1.0804 |
1.0062 |
0.0742 |
6.9% |
0.0068 |
0.6% |
96% |
False |
False |
13,139 |
| 100 |
1.0804 |
1.0062 |
0.0742 |
6.9% |
0.0066 |
0.6% |
96% |
False |
False |
10,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.1011 |
|
1.618 |
1.0931 |
|
1.000 |
1.0882 |
|
0.618 |
1.0851 |
|
HIGH |
1.0802 |
|
0.618 |
1.0771 |
|
0.500 |
1.0762 |
|
0.382 |
1.0753 |
|
LOW |
1.0722 |
|
0.618 |
1.0673 |
|
1.000 |
1.0642 |
|
1.618 |
1.0593 |
|
2.618 |
1.0513 |
|
4.250 |
1.0382 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0771 |
1.0765 |
| PP |
1.0767 |
1.0753 |
| S1 |
1.0762 |
1.0742 |
|