CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0601 |
1.0586 |
-0.0015 |
-0.1% |
1.0693 |
| High |
1.0614 |
1.0602 |
-0.0012 |
-0.1% |
1.0702 |
| Low |
1.0552 |
1.0505 |
-0.0047 |
-0.4% |
1.0494 |
| Close |
1.0590 |
1.0509 |
-0.0081 |
-0.8% |
1.0522 |
| Range |
0.0062 |
0.0097 |
0.0035 |
56.5% |
0.0208 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.3% |
0.0000 |
| Volume |
38,518 |
25,185 |
-13,333 |
-34.6% |
128,660 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0830 |
1.0766 |
1.0562 |
|
| R3 |
1.0733 |
1.0669 |
1.0536 |
|
| R2 |
1.0636 |
1.0636 |
1.0527 |
|
| R1 |
1.0572 |
1.0572 |
1.0518 |
1.0556 |
| PP |
1.0539 |
1.0539 |
1.0539 |
1.0530 |
| S1 |
1.0475 |
1.0475 |
1.0500 |
1.0459 |
| S2 |
1.0442 |
1.0442 |
1.0491 |
|
| S3 |
1.0345 |
1.0378 |
1.0482 |
|
| S4 |
1.0248 |
1.0281 |
1.0456 |
|
|
| 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 |
1.0614 |
1.0494 |
0.0120 |
1.1% |
0.0069 |
0.7% |
13% |
False |
False |
27,305 |
| 10 |
1.0720 |
1.0494 |
0.0226 |
2.2% |
0.0078 |
0.7% |
7% |
False |
False |
27,823 |
| 20 |
1.0908 |
1.0494 |
0.0414 |
3.9% |
0.0082 |
0.8% |
4% |
False |
False |
26,507 |
| 40 |
1.0908 |
1.0382 |
0.0526 |
5.0% |
0.0092 |
0.9% |
24% |
False |
False |
30,557 |
| 60 |
1.0908 |
1.0159 |
0.0749 |
7.1% |
0.0084 |
0.8% |
47% |
False |
False |
28,525 |
| 80 |
1.0908 |
1.0103 |
0.0805 |
7.7% |
0.0079 |
0.8% |
50% |
False |
False |
23,619 |
| 100 |
1.0908 |
1.0062 |
0.0846 |
8.1% |
0.0076 |
0.7% |
53% |
False |
False |
18,902 |
| 120 |
1.0908 |
1.0062 |
0.0846 |
8.1% |
0.0072 |
0.7% |
53% |
False |
False |
15,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1014 |
|
2.618 |
1.0856 |
|
1.618 |
1.0759 |
|
1.000 |
1.0699 |
|
0.618 |
1.0662 |
|
HIGH |
1.0602 |
|
0.618 |
1.0565 |
|
0.500 |
1.0554 |
|
0.382 |
1.0542 |
|
LOW |
1.0505 |
|
0.618 |
1.0445 |
|
1.000 |
1.0408 |
|
1.618 |
1.0348 |
|
2.618 |
1.0251 |
|
4.250 |
1.0093 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0554 |
1.0560 |
| PP |
1.0539 |
1.0543 |
| S1 |
1.0524 |
1.0526 |
|