CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0717 |
1.0668 |
-0.0049 |
-0.5% |
1.0761 |
| High |
1.0725 |
1.0708 |
-0.0017 |
-0.2% |
1.0800 |
| Low |
1.0657 |
1.0665 |
0.0008 |
0.1% |
1.0589 |
| Close |
1.0681 |
1.0677 |
-0.0004 |
0.0% |
1.0681 |
| Range |
0.0068 |
0.0043 |
-0.0025 |
-36.8% |
0.0211 |
| ATR |
0.0096 |
0.0092 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
29,321 |
17,362 |
-11,959 |
-40.8% |
171,269 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0812 |
1.0788 |
1.0701 |
|
| R3 |
1.0769 |
1.0745 |
1.0689 |
|
| R2 |
1.0726 |
1.0726 |
1.0685 |
|
| R1 |
1.0702 |
1.0702 |
1.0681 |
1.0714 |
| PP |
1.0683 |
1.0683 |
1.0683 |
1.0690 |
| S1 |
1.0659 |
1.0659 |
1.0673 |
1.0671 |
| S2 |
1.0640 |
1.0640 |
1.0669 |
|
| S3 |
1.0597 |
1.0616 |
1.0665 |
|
| S4 |
1.0554 |
1.0573 |
1.0653 |
|
|
| 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 |
1.0777 |
1.0589 |
0.0188 |
1.8% |
0.0095 |
0.9% |
47% |
False |
False |
30,580 |
| 10 |
1.0839 |
1.0589 |
0.0250 |
2.3% |
0.0095 |
0.9% |
35% |
False |
False |
32,542 |
| 20 |
1.0839 |
1.0371 |
0.0468 |
4.4% |
0.0103 |
1.0% |
65% |
False |
False |
36,564 |
| 40 |
1.0839 |
1.0153 |
0.0686 |
6.4% |
0.0084 |
0.8% |
76% |
False |
False |
30,127 |
| 60 |
1.0839 |
1.0103 |
0.0736 |
6.9% |
0.0077 |
0.7% |
78% |
False |
False |
21,814 |
| 80 |
1.0839 |
1.0062 |
0.0777 |
7.3% |
0.0073 |
0.7% |
79% |
False |
False |
16,368 |
| 100 |
1.0839 |
1.0062 |
0.0777 |
7.3% |
0.0070 |
0.7% |
79% |
False |
False |
13,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0891 |
|
2.618 |
1.0821 |
|
1.618 |
1.0778 |
|
1.000 |
1.0751 |
|
0.618 |
1.0735 |
|
HIGH |
1.0708 |
|
0.618 |
1.0692 |
|
0.500 |
1.0687 |
|
0.382 |
1.0681 |
|
LOW |
1.0665 |
|
0.618 |
1.0638 |
|
1.000 |
1.0622 |
|
1.618 |
1.0595 |
|
2.618 |
1.0552 |
|
4.250 |
1.0482 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0687 |
1.0670 |
| PP |
1.0683 |
1.0664 |
| S1 |
1.0680 |
1.0657 |
|