CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0668 |
1.0674 |
0.0006 |
0.1% |
1.0761 |
| High |
1.0708 |
1.0754 |
0.0046 |
0.4% |
1.0800 |
| Low |
1.0665 |
1.0668 |
0.0003 |
0.0% |
1.0589 |
| Close |
1.0677 |
1.0728 |
0.0051 |
0.5% |
1.0681 |
| Range |
0.0043 |
0.0086 |
0.0043 |
100.0% |
0.0211 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
17,362 |
20,493 |
3,131 |
18.0% |
171,269 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0975 |
1.0937 |
1.0775 |
|
| R3 |
1.0889 |
1.0851 |
1.0752 |
|
| R2 |
1.0803 |
1.0803 |
1.0744 |
|
| R1 |
1.0765 |
1.0765 |
1.0736 |
1.0784 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0726 |
| S1 |
1.0679 |
1.0679 |
1.0720 |
1.0698 |
| S2 |
1.0631 |
1.0631 |
1.0712 |
|
| S3 |
1.0545 |
1.0593 |
1.0704 |
|
| S4 |
1.0459 |
1.0507 |
1.0681 |
|
|
| 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 |
1.0754 |
1.0589 |
0.0165 |
1.5% |
0.0091 |
0.9% |
84% |
True |
False |
27,008 |
| 10 |
1.0839 |
1.0589 |
0.0250 |
2.3% |
0.0093 |
0.9% |
56% |
False |
False |
31,499 |
| 20 |
1.0839 |
1.0382 |
0.0457 |
4.3% |
0.0102 |
0.9% |
76% |
False |
False |
34,857 |
| 40 |
1.0839 |
1.0153 |
0.0686 |
6.4% |
0.0084 |
0.8% |
84% |
False |
False |
29,582 |
| 60 |
1.0839 |
1.0103 |
0.0736 |
6.9% |
0.0077 |
0.7% |
85% |
False |
False |
22,155 |
| 80 |
1.0839 |
1.0062 |
0.0777 |
7.2% |
0.0074 |
0.7% |
86% |
False |
False |
16,624 |
| 100 |
1.0839 |
1.0062 |
0.0777 |
7.2% |
0.0070 |
0.7% |
86% |
False |
False |
13,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.0979 |
|
1.618 |
1.0893 |
|
1.000 |
1.0840 |
|
0.618 |
1.0807 |
|
HIGH |
1.0754 |
|
0.618 |
1.0721 |
|
0.500 |
1.0711 |
|
0.382 |
1.0701 |
|
LOW |
1.0668 |
|
0.618 |
1.0615 |
|
1.000 |
1.0582 |
|
1.618 |
1.0529 |
|
2.618 |
1.0443 |
|
4.250 |
1.0303 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0722 |
1.0721 |
| PP |
1.0717 |
1.0713 |
| S1 |
1.0711 |
1.0706 |
|