CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 22-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0699 |
1.0664 |
-0.0035 |
-0.3% |
1.0668 |
| High |
1.0724 |
1.0741 |
0.0017 |
0.2% |
1.0908 |
| Low |
1.0662 |
1.0646 |
-0.0016 |
-0.2% |
1.0665 |
| Close |
1.0675 |
1.0735 |
0.0060 |
0.6% |
1.0805 |
| Range |
0.0062 |
0.0095 |
0.0033 |
53.2% |
0.0243 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.0% |
0.0000 |
| Volume |
21,208 |
19,247 |
-1,961 |
-9.2% |
116,064 |
|
| Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0992 |
1.0959 |
1.0787 |
|
| R3 |
1.0897 |
1.0864 |
1.0761 |
|
| R2 |
1.0802 |
1.0802 |
1.0752 |
|
| R1 |
1.0769 |
1.0769 |
1.0744 |
1.0786 |
| PP |
1.0707 |
1.0707 |
1.0707 |
1.0716 |
| S1 |
1.0674 |
1.0674 |
1.0726 |
1.0691 |
| S2 |
1.0612 |
1.0612 |
1.0718 |
|
| S3 |
1.0517 |
1.0579 |
1.0709 |
|
| S4 |
1.0422 |
1.0484 |
1.0683 |
|
|
| 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 |
1.0646 |
0.0262 |
2.4% |
0.0099 |
0.9% |
34% |
False |
True |
23,790 |
| 10 |
1.0908 |
1.0589 |
0.0319 |
3.0% |
0.0093 |
0.9% |
46% |
False |
False |
25,297 |
| 20 |
1.0908 |
1.0589 |
0.0319 |
3.0% |
0.0101 |
0.9% |
46% |
False |
False |
33,163 |
| 40 |
1.0908 |
1.0159 |
0.0749 |
7.0% |
0.0091 |
0.8% |
77% |
False |
False |
30,010 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.5% |
0.0081 |
0.8% |
79% |
False |
False |
24,630 |
| 80 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0075 |
0.7% |
80% |
False |
False |
18,485 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0072 |
0.7% |
80% |
False |
False |
14,791 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
7.9% |
0.0069 |
0.6% |
80% |
False |
False |
12,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1145 |
|
2.618 |
1.0990 |
|
1.618 |
1.0895 |
|
1.000 |
1.0836 |
|
0.618 |
1.0800 |
|
HIGH |
1.0741 |
|
0.618 |
1.0705 |
|
0.500 |
1.0694 |
|
0.382 |
1.0682 |
|
LOW |
1.0646 |
|
0.618 |
1.0587 |
|
1.000 |
1.0551 |
|
1.618 |
1.0492 |
|
2.618 |
1.0397 |
|
4.250 |
1.0242 |
|
|
| Fisher Pivots for day following 22-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0721 |
1.0734 |
| PP |
1.0707 |
1.0733 |
| S1 |
1.0694 |
1.0733 |
|