CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0607 |
1.0519 |
-0.0088 |
-0.8% |
1.0693 |
| High |
1.0620 |
1.0545 |
-0.0075 |
-0.7% |
1.0702 |
| Low |
1.0510 |
1.0494 |
-0.0016 |
-0.2% |
1.0494 |
| Close |
1.0515 |
1.0522 |
0.0007 |
0.1% |
1.0522 |
| Range |
0.0110 |
0.0051 |
-0.0059 |
-53.6% |
0.0208 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
27,064 |
24,409 |
-2,655 |
-9.8% |
128,660 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0673 |
1.0649 |
1.0550 |
|
| R3 |
1.0622 |
1.0598 |
1.0536 |
|
| R2 |
1.0571 |
1.0571 |
1.0531 |
|
| R1 |
1.0547 |
1.0547 |
1.0527 |
1.0559 |
| PP |
1.0520 |
1.0520 |
1.0520 |
1.0527 |
| S1 |
1.0496 |
1.0496 |
1.0517 |
1.0508 |
| S2 |
1.0469 |
1.0469 |
1.0513 |
|
| S3 |
1.0418 |
1.0445 |
1.0508 |
|
| S4 |
1.0367 |
1.0394 |
1.0494 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1197 |
1.1067 |
1.0636 |
|
| R3 |
1.0989 |
1.0859 |
1.0579 |
|
| R2 |
1.0781 |
1.0781 |
1.0560 |
|
| R1 |
1.0651 |
1.0651 |
1.0541 |
1.0612 |
| PP |
1.0573 |
1.0573 |
1.0573 |
1.0553 |
| S1 |
1.0443 |
1.0443 |
1.0503 |
1.0404 |
| S2 |
1.0365 |
1.0365 |
1.0484 |
|
| S3 |
1.0157 |
1.0235 |
1.0465 |
|
| S4 |
0.9949 |
1.0027 |
1.0408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0702 |
1.0494 |
0.0208 |
2.0% |
0.0078 |
0.7% |
13% |
False |
True |
25,732 |
| 10 |
1.0740 |
1.0494 |
0.0246 |
2.3% |
0.0080 |
0.8% |
11% |
False |
True |
28,054 |
| 20 |
1.0908 |
1.0494 |
0.0414 |
3.9% |
0.0083 |
0.8% |
7% |
False |
True |
25,766 |
| 40 |
1.0908 |
1.0233 |
0.0675 |
6.4% |
0.0095 |
0.9% |
43% |
False |
False |
31,787 |
| 60 |
1.0908 |
1.0144 |
0.0764 |
7.3% |
0.0084 |
0.8% |
49% |
False |
False |
29,010 |
| 80 |
1.0908 |
1.0103 |
0.0805 |
7.7% |
0.0079 |
0.7% |
52% |
False |
False |
22,220 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0075 |
0.7% |
54% |
False |
False |
17,781 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0072 |
0.7% |
54% |
False |
False |
14,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0762 |
|
2.618 |
1.0679 |
|
1.618 |
1.0628 |
|
1.000 |
1.0596 |
|
0.618 |
1.0577 |
|
HIGH |
1.0545 |
|
0.618 |
1.0526 |
|
0.500 |
1.0520 |
|
0.382 |
1.0513 |
|
LOW |
1.0494 |
|
0.618 |
1.0462 |
|
1.000 |
1.0443 |
|
1.618 |
1.0411 |
|
2.618 |
1.0360 |
|
4.250 |
1.0277 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0521 |
1.0595 |
| PP |
1.0520 |
1.0571 |
| S1 |
1.0520 |
1.0546 |
|