CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0769 |
1.0835 |
0.0066 |
0.6% |
1.0744 |
| High |
1.0839 |
1.0837 |
-0.0002 |
0.0% |
1.0839 |
| Low |
1.0740 |
1.0745 |
0.0005 |
0.0% |
1.0681 |
| Close |
1.0816 |
1.0772 |
-0.0044 |
-0.4% |
1.0772 |
| Range |
0.0099 |
0.0092 |
-0.0007 |
-7.1% |
0.0158 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0000 |
| Volume |
34,808 |
34,964 |
156 |
0.4% |
180,698 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.1008 |
1.0823 |
|
| R3 |
1.0969 |
1.0916 |
1.0797 |
|
| R2 |
1.0877 |
1.0877 |
1.0789 |
|
| R1 |
1.0824 |
1.0824 |
1.0780 |
1.0805 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0775 |
| S1 |
1.0732 |
1.0732 |
1.0764 |
1.0713 |
| S2 |
1.0693 |
1.0693 |
1.0755 |
|
| S3 |
1.0601 |
1.0640 |
1.0747 |
|
| S4 |
1.0509 |
1.0548 |
1.0721 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1163 |
1.0859 |
|
| R3 |
1.1080 |
1.1005 |
1.0815 |
|
| R2 |
1.0922 |
1.0922 |
1.0801 |
|
| R1 |
1.0847 |
1.0847 |
1.0786 |
1.0885 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0783 |
| S1 |
1.0689 |
1.0689 |
1.0758 |
1.0727 |
| S2 |
1.0606 |
1.0606 |
1.0743 |
|
| S3 |
1.0448 |
1.0531 |
1.0729 |
|
| S4 |
1.0290 |
1.0373 |
1.0685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0839 |
1.0681 |
0.0158 |
1.5% |
0.0085 |
0.8% |
58% |
False |
False |
36,139 |
| 10 |
1.0839 |
1.0415 |
0.0424 |
3.9% |
0.0105 |
1.0% |
84% |
False |
False |
39,417 |
| 20 |
1.0839 |
1.0204 |
0.0635 |
5.9% |
0.0097 |
0.9% |
89% |
False |
False |
35,804 |
| 40 |
1.0839 |
1.0103 |
0.0736 |
6.8% |
0.0078 |
0.7% |
91% |
False |
False |
27,889 |
| 60 |
1.0839 |
1.0076 |
0.0763 |
7.1% |
0.0073 |
0.7% |
91% |
False |
False |
18,676 |
| 80 |
1.0839 |
1.0062 |
0.0777 |
7.2% |
0.0070 |
0.6% |
91% |
False |
False |
14,011 |
| 100 |
1.0839 |
1.0062 |
0.0777 |
7.2% |
0.0067 |
0.6% |
91% |
False |
False |
11,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1228 |
|
2.618 |
1.1078 |
|
1.618 |
1.0986 |
|
1.000 |
1.0929 |
|
0.618 |
1.0894 |
|
HIGH |
1.0837 |
|
0.618 |
1.0802 |
|
0.500 |
1.0791 |
|
0.382 |
1.0780 |
|
LOW |
1.0745 |
|
0.618 |
1.0688 |
|
1.000 |
1.0653 |
|
1.618 |
1.0596 |
|
2.618 |
1.0504 |
|
4.250 |
1.0354 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0781 |
| PP |
1.0785 |
1.0778 |
| S1 |
1.0778 |
1.0775 |
|