CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0673 |
1.0667 |
-0.0006 |
-0.1% |
1.0805 |
| High |
1.0701 |
1.0667 |
-0.0034 |
-0.3% |
1.0819 |
| Low |
1.0634 |
1.0584 |
-0.0050 |
-0.5% |
1.0646 |
| Close |
1.0666 |
1.0609 |
-0.0057 |
-0.5% |
1.0697 |
| Range |
0.0067 |
0.0083 |
0.0016 |
23.9% |
0.0173 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
29,738 |
25,523 |
-4,215 |
-14.2% |
89,396 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0869 |
1.0822 |
1.0655 |
|
| R3 |
1.0786 |
1.0739 |
1.0632 |
|
| R2 |
1.0703 |
1.0703 |
1.0624 |
|
| R1 |
1.0656 |
1.0656 |
1.0617 |
1.0638 |
| PP |
1.0620 |
1.0620 |
1.0620 |
1.0611 |
| S1 |
1.0573 |
1.0573 |
1.0601 |
1.0555 |
| S2 |
1.0537 |
1.0537 |
1.0594 |
|
| S3 |
1.0454 |
1.0490 |
1.0586 |
|
| S4 |
1.0371 |
1.0407 |
1.0563 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1141 |
1.0792 |
|
| R3 |
1.1067 |
1.0968 |
1.0745 |
|
| R2 |
1.0894 |
1.0894 |
1.0729 |
|
| R1 |
1.0795 |
1.0795 |
1.0713 |
1.0758 |
| PP |
1.0721 |
1.0721 |
1.0721 |
1.0702 |
| S1 |
1.0622 |
1.0622 |
1.0681 |
1.0585 |
| S2 |
1.0548 |
1.0548 |
1.0665 |
|
| S3 |
1.0375 |
1.0449 |
1.0649 |
|
| S4 |
1.0202 |
1.0276 |
1.0602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0742 |
1.0584 |
0.0158 |
1.5% |
0.0075 |
0.7% |
16% |
False |
True |
22,201 |
| 10 |
1.0908 |
1.0584 |
0.0324 |
3.1% |
0.0088 |
0.8% |
8% |
False |
True |
24,083 |
| 20 |
1.0908 |
1.0584 |
0.0324 |
3.1% |
0.0091 |
0.9% |
8% |
False |
True |
27,791 |
| 40 |
1.0908 |
1.0204 |
0.0704 |
6.6% |
0.0092 |
0.9% |
58% |
False |
False |
30,800 |
| 60 |
1.0908 |
1.0103 |
0.0805 |
7.6% |
0.0082 |
0.8% |
63% |
False |
False |
26,145 |
| 80 |
1.0908 |
1.0067 |
0.0841 |
7.9% |
0.0076 |
0.7% |
64% |
False |
False |
19,632 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0072 |
0.7% |
65% |
False |
False |
15,708 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0070 |
0.7% |
65% |
False |
False |
13,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1020 |
|
2.618 |
1.0884 |
|
1.618 |
1.0801 |
|
1.000 |
1.0750 |
|
0.618 |
1.0718 |
|
HIGH |
1.0667 |
|
0.618 |
1.0635 |
|
0.500 |
1.0626 |
|
0.382 |
1.0616 |
|
LOW |
1.0584 |
|
0.618 |
1.0533 |
|
1.000 |
1.0501 |
|
1.618 |
1.0450 |
|
2.618 |
1.0367 |
|
4.250 |
1.0231 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0626 |
1.0662 |
| PP |
1.0620 |
1.0644 |
| S1 |
1.0615 |
1.0627 |
|