CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0674 |
1.0718 |
0.0044 |
0.4% |
1.0761 |
| High |
1.0754 |
1.0797 |
0.0043 |
0.4% |
1.0800 |
| Low |
1.0668 |
1.0693 |
0.0025 |
0.2% |
1.0589 |
| Close |
1.0728 |
1.0770 |
0.0042 |
0.4% |
1.0681 |
| Range |
0.0086 |
0.0104 |
0.0018 |
20.9% |
0.0211 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.9% |
0.0000 |
| Volume |
20,493 |
30,126 |
9,633 |
47.0% |
171,269 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1022 |
1.0827 |
|
| R3 |
1.0961 |
1.0918 |
1.0799 |
|
| R2 |
1.0857 |
1.0857 |
1.0789 |
|
| R1 |
1.0814 |
1.0814 |
1.0780 |
1.0836 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0764 |
| S1 |
1.0710 |
1.0710 |
1.0760 |
1.0732 |
| S2 |
1.0649 |
1.0649 |
1.0751 |
|
| S3 |
1.0545 |
1.0606 |
1.0741 |
|
| S4 |
1.0441 |
1.0502 |
1.0713 |
|
|
| 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 |
1.0797 |
1.0589 |
0.0208 |
1.9% |
0.0086 |
0.8% |
87% |
True |
False |
26,805 |
| 10 |
1.0839 |
1.0589 |
0.0250 |
2.3% |
0.0096 |
0.9% |
72% |
False |
False |
30,902 |
| 20 |
1.0839 |
1.0382 |
0.0457 |
4.2% |
0.0102 |
0.9% |
85% |
False |
False |
34,607 |
| 40 |
1.0839 |
1.0159 |
0.0680 |
6.3% |
0.0085 |
0.8% |
90% |
False |
False |
29,535 |
| 60 |
1.0839 |
1.0103 |
0.0736 |
6.8% |
0.0078 |
0.7% |
91% |
False |
False |
22,656 |
| 80 |
1.0839 |
1.0062 |
0.0777 |
7.2% |
0.0074 |
0.7% |
91% |
False |
False |
17,001 |
| 100 |
1.0839 |
1.0062 |
0.0777 |
7.2% |
0.0070 |
0.7% |
91% |
False |
False |
13,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.1069 |
|
1.618 |
1.0965 |
|
1.000 |
1.0901 |
|
0.618 |
1.0861 |
|
HIGH |
1.0797 |
|
0.618 |
1.0757 |
|
0.500 |
1.0745 |
|
0.382 |
1.0733 |
|
LOW |
1.0693 |
|
0.618 |
1.0629 |
|
1.000 |
1.0589 |
|
1.618 |
1.0525 |
|
2.618 |
1.0421 |
|
4.250 |
1.0251 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0757 |
| PP |
1.0753 |
1.0744 |
| S1 |
1.0745 |
1.0731 |
|