CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0823 |
0.0062 |
0.6% |
1.0865 |
| High |
1.0824 |
1.0825 |
0.0001 |
0.0% |
1.0900 |
| Low |
1.0731 |
1.0770 |
0.0039 |
0.4% |
1.0731 |
| Close |
1.0819 |
1.0781 |
-0.0038 |
-0.4% |
1.0781 |
| Range |
0.0093 |
0.0055 |
-0.0038 |
-40.9% |
0.0169 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
27 |
17 |
-10 |
-37.0% |
259 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0924 |
1.0811 |
|
| R3 |
1.0902 |
1.0869 |
1.0796 |
|
| R2 |
1.0847 |
1.0847 |
1.0791 |
|
| R1 |
1.0814 |
1.0814 |
1.0786 |
1.0803 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0787 |
| S1 |
1.0759 |
1.0759 |
1.0776 |
1.0748 |
| S2 |
1.0737 |
1.0737 |
1.0771 |
|
| S3 |
1.0682 |
1.0704 |
1.0766 |
|
| S4 |
1.0627 |
1.0649 |
1.0751 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1311 |
1.1215 |
1.0874 |
|
| R3 |
1.1142 |
1.1046 |
1.0827 |
|
| R2 |
1.0973 |
1.0973 |
1.0812 |
|
| R1 |
1.0877 |
1.0877 |
1.0796 |
1.0841 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0786 |
| S1 |
1.0708 |
1.0708 |
1.0766 |
1.0672 |
| S2 |
1.0635 |
1.0635 |
1.0750 |
|
| S3 |
1.0466 |
1.0539 |
1.0735 |
|
| S4 |
1.0297 |
1.0370 |
1.0688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0991 |
1.0731 |
0.0260 |
2.4% |
0.0089 |
0.8% |
19% |
False |
False |
65 |
| 10 |
1.0991 |
1.0731 |
0.0260 |
2.4% |
0.0082 |
0.8% |
19% |
False |
False |
64 |
| 20 |
1.0991 |
1.0668 |
0.0323 |
3.0% |
0.0091 |
0.8% |
35% |
False |
False |
62 |
| 40 |
1.0991 |
1.0250 |
0.0741 |
6.9% |
0.0086 |
0.8% |
72% |
False |
False |
42 |
| 60 |
1.0991 |
1.0181 |
0.0810 |
7.5% |
0.0072 |
0.7% |
74% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1059 |
|
2.618 |
1.0969 |
|
1.618 |
1.0914 |
|
1.000 |
1.0880 |
|
0.618 |
1.0859 |
|
HIGH |
1.0825 |
|
0.618 |
1.0804 |
|
0.500 |
1.0798 |
|
0.382 |
1.0791 |
|
LOW |
1.0770 |
|
0.618 |
1.0736 |
|
1.000 |
1.0715 |
|
1.618 |
1.0681 |
|
2.618 |
1.0626 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0798 |
1.0780 |
| PP |
1.0792 |
1.0779 |
| S1 |
1.0787 |
1.0778 |
|