CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0520 |
1.0556 |
0.0036 |
0.3% |
1.0693 |
| High |
1.0576 |
1.0610 |
0.0034 |
0.3% |
1.0702 |
| Low |
1.0515 |
1.0537 |
0.0022 |
0.2% |
1.0494 |
| Close |
1.0570 |
1.0598 |
0.0028 |
0.3% |
1.0522 |
| Range |
0.0061 |
0.0073 |
0.0012 |
19.7% |
0.0208 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
21,897 |
26,520 |
4,623 |
21.1% |
128,660 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0772 |
1.0638 |
|
| R3 |
1.0728 |
1.0699 |
1.0618 |
|
| R2 |
1.0655 |
1.0655 |
1.0611 |
|
| R1 |
1.0626 |
1.0626 |
1.0605 |
1.0641 |
| PP |
1.0582 |
1.0582 |
1.0582 |
1.0589 |
| S1 |
1.0553 |
1.0553 |
1.0591 |
1.0568 |
| S2 |
1.0509 |
1.0509 |
1.0585 |
|
| S3 |
1.0436 |
1.0480 |
1.0578 |
|
| S4 |
1.0363 |
1.0407 |
1.0558 |
|
|
| 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 |
1.0696 |
1.0494 |
0.0202 |
1.9% |
0.0078 |
0.7% |
51% |
False |
False |
25,710 |
| 10 |
1.0720 |
1.0494 |
0.0226 |
2.1% |
0.0079 |
0.7% |
46% |
False |
False |
28,125 |
| 20 |
1.0908 |
1.0494 |
0.0414 |
3.9% |
0.0084 |
0.8% |
25% |
False |
False |
25,853 |
| 40 |
1.0908 |
1.0371 |
0.0537 |
5.1% |
0.0093 |
0.9% |
42% |
False |
False |
31,208 |
| 60 |
1.0908 |
1.0153 |
0.0755 |
7.1% |
0.0084 |
0.8% |
59% |
False |
False |
28,702 |
| 80 |
1.0908 |
1.0103 |
0.0805 |
7.6% |
0.0079 |
0.7% |
61% |
False |
False |
22,824 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0075 |
0.7% |
63% |
False |
False |
18,265 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.0% |
0.0072 |
0.7% |
63% |
False |
False |
15,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0801 |
|
1.618 |
1.0728 |
|
1.000 |
1.0683 |
|
0.618 |
1.0655 |
|
HIGH |
1.0610 |
|
0.618 |
1.0582 |
|
0.500 |
1.0574 |
|
0.382 |
1.0565 |
|
LOW |
1.0537 |
|
0.618 |
1.0492 |
|
1.000 |
1.0464 |
|
1.618 |
1.0419 |
|
2.618 |
1.0346 |
|
4.250 |
1.0227 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0590 |
1.0583 |
| PP |
1.0582 |
1.0567 |
| S1 |
1.0574 |
1.0552 |
|