CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 20-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0865 |
1.0805 |
-0.0060 |
-0.6% |
1.0668 |
| High |
1.0908 |
1.0819 |
-0.0089 |
-0.8% |
1.0908 |
| Low |
1.0790 |
1.0695 |
-0.0095 |
-0.9% |
1.0665 |
| Close |
1.0805 |
1.0707 |
-0.0098 |
-0.9% |
1.0805 |
| Range |
0.0118 |
0.0124 |
0.0006 |
5.1% |
0.0243 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.1% |
0.0000 |
| Volume |
24,055 |
30,412 |
6,357 |
26.4% |
116,064 |
|
| Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1034 |
1.0775 |
|
| R3 |
1.0988 |
1.0910 |
1.0741 |
|
| R2 |
1.0864 |
1.0864 |
1.0730 |
|
| R1 |
1.0786 |
1.0786 |
1.0718 |
1.0763 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0729 |
| S1 |
1.0662 |
1.0662 |
1.0696 |
1.0639 |
| S2 |
1.0616 |
1.0616 |
1.0684 |
|
| S3 |
1.0492 |
1.0538 |
1.0673 |
|
| S4 |
1.0368 |
1.0414 |
1.0639 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1406 |
1.0939 |
|
| R3 |
1.1279 |
1.1163 |
1.0872 |
|
| R2 |
1.1036 |
1.1036 |
1.0850 |
|
| R1 |
1.0920 |
1.0920 |
1.0827 |
1.0978 |
| PP |
1.0793 |
1.0793 |
1.0793 |
1.0822 |
| S1 |
1.0677 |
1.0677 |
1.0783 |
1.0735 |
| S2 |
1.0550 |
1.0550 |
1.0760 |
|
| S3 |
1.0307 |
1.0434 |
1.0738 |
|
| S4 |
1.0064 |
1.0191 |
1.0671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0908 |
1.0668 |
0.0240 |
2.2% |
0.0105 |
1.0% |
16% |
False |
False |
25,822 |
| 10 |
1.0908 |
1.0589 |
0.0319 |
3.0% |
0.0100 |
0.9% |
37% |
False |
False |
28,201 |
| 20 |
1.0908 |
1.0420 |
0.0488 |
4.6% |
0.0105 |
1.0% |
59% |
False |
False |
34,463 |
| 40 |
1.0908 |
1.0159 |
0.0749 |
7.0% |
0.0089 |
0.8% |
73% |
False |
False |
29,824 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.5% |
0.0081 |
0.8% |
75% |
False |
False |
23,960 |
| 80 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0076 |
0.7% |
76% |
False |
False |
17,981 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0071 |
0.7% |
76% |
False |
False |
14,387 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0070 |
0.7% |
76% |
False |
False |
11,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1346 |
|
2.618 |
1.1144 |
|
1.618 |
1.1020 |
|
1.000 |
1.0943 |
|
0.618 |
1.0896 |
|
HIGH |
1.0819 |
|
0.618 |
1.0772 |
|
0.500 |
1.0757 |
|
0.382 |
1.0742 |
|
LOW |
1.0695 |
|
0.618 |
1.0618 |
|
1.000 |
1.0571 |
|
1.618 |
1.0494 |
|
2.618 |
1.0370 |
|
4.250 |
1.0168 |
|
|
| Fisher Pivots for day following 20-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0802 |
| PP |
1.0740 |
1.0770 |
| S1 |
1.0724 |
1.0739 |
|