CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0677 |
1.0607 |
-0.0070 |
-0.7% |
1.0689 |
| High |
1.0696 |
1.0620 |
-0.0076 |
-0.7% |
1.0740 |
| Low |
1.0599 |
1.0510 |
-0.0089 |
-0.8% |
1.0550 |
| Close |
1.0607 |
1.0515 |
-0.0092 |
-0.9% |
1.0684 |
| Range |
0.0097 |
0.0110 |
0.0013 |
13.4% |
0.0190 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
1.9% |
0.0000 |
| Volume |
28,661 |
27,064 |
-1,597 |
-5.6% |
151,885 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0878 |
1.0807 |
1.0576 |
|
| R3 |
1.0768 |
1.0697 |
1.0545 |
|
| R2 |
1.0658 |
1.0658 |
1.0535 |
|
| R1 |
1.0587 |
1.0587 |
1.0525 |
1.0568 |
| PP |
1.0548 |
1.0548 |
1.0548 |
1.0539 |
| S1 |
1.0477 |
1.0477 |
1.0505 |
1.0458 |
| S2 |
1.0438 |
1.0438 |
1.0495 |
|
| S3 |
1.0328 |
1.0367 |
1.0485 |
|
| S4 |
1.0218 |
1.0257 |
1.0455 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1146 |
1.0789 |
|
| R3 |
1.1038 |
1.0956 |
1.0736 |
|
| R2 |
1.0848 |
1.0848 |
1.0719 |
|
| R1 |
1.0766 |
1.0766 |
1.0701 |
1.0712 |
| PP |
1.0658 |
1.0658 |
1.0658 |
1.0631 |
| S1 |
1.0576 |
1.0576 |
1.0667 |
1.0522 |
| S2 |
1.0468 |
1.0468 |
1.0649 |
|
| S3 |
1.0278 |
1.0386 |
1.0632 |
|
| S4 |
1.0088 |
1.0196 |
1.0580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0720 |
1.0510 |
0.0210 |
2.0% |
0.0087 |
0.8% |
2% |
False |
True |
28,340 |
| 10 |
1.0742 |
1.0510 |
0.0232 |
2.2% |
0.0080 |
0.8% |
2% |
False |
True |
27,466 |
| 20 |
1.0908 |
1.0510 |
0.0398 |
3.8% |
0.0086 |
0.8% |
1% |
False |
True |
26,382 |
| 40 |
1.0908 |
1.0204 |
0.0704 |
6.7% |
0.0096 |
0.9% |
44% |
False |
False |
31,954 |
| 60 |
1.0908 |
1.0144 |
0.0764 |
7.3% |
0.0084 |
0.8% |
49% |
False |
False |
28,820 |
| 80 |
1.0908 |
1.0103 |
0.0805 |
7.7% |
0.0078 |
0.7% |
51% |
False |
False |
21,916 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0075 |
0.7% |
54% |
False |
False |
17,537 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0072 |
0.7% |
54% |
False |
False |
14,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.0908 |
|
1.618 |
1.0798 |
|
1.000 |
1.0730 |
|
0.618 |
1.0688 |
|
HIGH |
1.0620 |
|
0.618 |
1.0578 |
|
0.500 |
1.0565 |
|
0.382 |
1.0552 |
|
LOW |
1.0510 |
|
0.618 |
1.0442 |
|
1.000 |
1.0400 |
|
1.618 |
1.0332 |
|
2.618 |
1.0222 |
|
4.250 |
1.0043 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0565 |
1.0603 |
| PP |
1.0548 |
1.0574 |
| S1 |
1.0532 |
1.0544 |
|