CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 21-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0805 |
1.0699 |
-0.0106 |
-1.0% |
1.0668 |
| High |
1.0819 |
1.0724 |
-0.0095 |
-0.9% |
1.0908 |
| Low |
1.0695 |
1.0662 |
-0.0033 |
-0.3% |
1.0665 |
| Close |
1.0707 |
1.0675 |
-0.0032 |
-0.3% |
1.0805 |
| Range |
0.0124 |
0.0062 |
-0.0062 |
-50.0% |
0.0243 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
30,412 |
21,208 |
-9,204 |
-30.3% |
116,064 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0836 |
1.0709 |
|
| R3 |
1.0811 |
1.0774 |
1.0692 |
|
| R2 |
1.0749 |
1.0749 |
1.0686 |
|
| R1 |
1.0712 |
1.0712 |
1.0681 |
1.0700 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0681 |
| S1 |
1.0650 |
1.0650 |
1.0669 |
1.0638 |
| S2 |
1.0625 |
1.0625 |
1.0664 |
|
| S3 |
1.0563 |
1.0588 |
1.0658 |
|
| S4 |
1.0501 |
1.0526 |
1.0641 |
|
|
| 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 |
1.0662 |
0.0246 |
2.3% |
0.0101 |
0.9% |
5% |
False |
True |
25,965 |
| 10 |
1.0908 |
1.0589 |
0.0319 |
3.0% |
0.0096 |
0.9% |
27% |
False |
False |
26,487 |
| 20 |
1.0908 |
1.0477 |
0.0431 |
4.0% |
0.0104 |
1.0% |
46% |
False |
False |
34,364 |
| 40 |
1.0908 |
1.0159 |
0.0749 |
7.0% |
0.0089 |
0.8% |
69% |
False |
False |
29,878 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.5% |
0.0080 |
0.8% |
71% |
False |
False |
24,312 |
| 80 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0075 |
0.7% |
72% |
False |
False |
18,246 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0071 |
0.7% |
72% |
False |
False |
14,599 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0069 |
0.6% |
72% |
False |
False |
12,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0988 |
|
2.618 |
1.0886 |
|
1.618 |
1.0824 |
|
1.000 |
1.0786 |
|
0.618 |
1.0762 |
|
HIGH |
1.0724 |
|
0.618 |
1.0700 |
|
0.500 |
1.0693 |
|
0.382 |
1.0686 |
|
LOW |
1.0662 |
|
0.618 |
1.0624 |
|
1.000 |
1.0600 |
|
1.618 |
1.0562 |
|
2.618 |
1.0500 |
|
4.250 |
1.0399 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0693 |
1.0785 |
| PP |
1.0687 |
1.0748 |
| S1 |
1.0681 |
1.0712 |
|