CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0625 |
1.0717 |
0.0092 |
0.9% |
1.0761 |
| High |
1.0719 |
1.0725 |
0.0006 |
0.1% |
1.0800 |
| Low |
1.0589 |
1.0657 |
0.0068 |
0.6% |
1.0589 |
| Close |
1.0704 |
1.0681 |
-0.0023 |
-0.2% |
1.0681 |
| Range |
0.0130 |
0.0068 |
-0.0062 |
-47.7% |
0.0211 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
36,725 |
29,321 |
-7,404 |
-20.2% |
171,269 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0892 |
1.0854 |
1.0718 |
|
| R3 |
1.0824 |
1.0786 |
1.0700 |
|
| R2 |
1.0756 |
1.0756 |
1.0693 |
|
| R1 |
1.0718 |
1.0718 |
1.0687 |
1.0703 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0680 |
| S1 |
1.0650 |
1.0650 |
1.0675 |
1.0635 |
| S2 |
1.0620 |
1.0620 |
1.0669 |
|
| S3 |
1.0552 |
1.0582 |
1.0662 |
|
| S4 |
1.0484 |
1.0514 |
1.0644 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1213 |
1.0797 |
|
| R3 |
1.1112 |
1.1002 |
1.0739 |
|
| R2 |
1.0901 |
1.0901 |
1.0720 |
|
| R1 |
1.0791 |
1.0791 |
1.0700 |
1.0741 |
| PP |
1.0690 |
1.0690 |
1.0690 |
1.0665 |
| S1 |
1.0580 |
1.0580 |
1.0662 |
1.0530 |
| S2 |
1.0479 |
1.0479 |
1.0642 |
|
| S3 |
1.0268 |
1.0369 |
1.0623 |
|
| S4 |
1.0057 |
1.0158 |
1.0565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0800 |
1.0589 |
0.0211 |
2.0% |
0.0107 |
1.0% |
44% |
False |
False |
34,253 |
| 10 |
1.0839 |
1.0589 |
0.0250 |
2.3% |
0.0096 |
0.9% |
37% |
False |
False |
35,196 |
| 20 |
1.0839 |
1.0281 |
0.0558 |
5.2% |
0.0106 |
1.0% |
72% |
False |
False |
37,749 |
| 40 |
1.0839 |
1.0153 |
0.0686 |
6.4% |
0.0085 |
0.8% |
77% |
False |
False |
30,944 |
| 60 |
1.0839 |
1.0103 |
0.0736 |
6.9% |
0.0078 |
0.7% |
79% |
False |
False |
21,525 |
| 80 |
1.0839 |
1.0062 |
0.0777 |
7.3% |
0.0073 |
0.7% |
80% |
False |
False |
16,151 |
| 100 |
1.0839 |
1.0062 |
0.0777 |
7.3% |
0.0070 |
0.7% |
80% |
False |
False |
12,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1014 |
|
2.618 |
1.0903 |
|
1.618 |
1.0835 |
|
1.000 |
1.0793 |
|
0.618 |
1.0767 |
|
HIGH |
1.0725 |
|
0.618 |
1.0699 |
|
0.500 |
1.0691 |
|
0.382 |
1.0683 |
|
LOW |
1.0657 |
|
0.618 |
1.0615 |
|
1.000 |
1.0589 |
|
1.618 |
1.0547 |
|
2.618 |
1.0479 |
|
4.250 |
1.0368 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0691 |
1.0675 |
| PP |
1.0688 |
1.0669 |
| S1 |
1.0684 |
1.0664 |
|