CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 01-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0747 |
1.0684 |
-0.0063 |
-0.6% |
1.0865 |
| High |
1.0751 |
1.0723 |
-0.0028 |
-0.3% |
1.0900 |
| Low |
1.0673 |
1.0636 |
-0.0037 |
-0.3% |
1.0731 |
| Close |
1.0694 |
1.0705 |
0.0011 |
0.1% |
1.0781 |
| Range |
0.0078 |
0.0087 |
0.0009 |
11.5% |
0.0169 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
599 |
739 |
140 |
23.4% |
259 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0949 |
1.0914 |
1.0753 |
|
| R3 |
1.0862 |
1.0827 |
1.0729 |
|
| R2 |
1.0775 |
1.0775 |
1.0721 |
|
| R1 |
1.0740 |
1.0740 |
1.0713 |
1.0758 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0697 |
| S1 |
1.0653 |
1.0653 |
1.0697 |
1.0671 |
| S2 |
1.0601 |
1.0601 |
1.0689 |
|
| S3 |
1.0514 |
1.0566 |
1.0681 |
|
| S4 |
1.0427 |
1.0479 |
1.0657 |
|
|
| 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 |
1.0825 |
1.0636 |
0.0189 |
1.8% |
0.0071 |
0.7% |
37% |
False |
True |
322 |
| 10 |
1.0991 |
1.0636 |
0.0355 |
3.3% |
0.0083 |
0.8% |
19% |
False |
True |
203 |
| 20 |
1.0991 |
1.0636 |
0.0355 |
3.3% |
0.0089 |
0.8% |
19% |
False |
True |
138 |
| 40 |
1.0991 |
1.0279 |
0.0712 |
6.7% |
0.0088 |
0.8% |
60% |
False |
False |
82 |
| 60 |
1.0991 |
1.0181 |
0.0810 |
7.6% |
0.0073 |
0.7% |
65% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1093 |
|
2.618 |
1.0951 |
|
1.618 |
1.0864 |
|
1.000 |
1.0810 |
|
0.618 |
1.0777 |
|
HIGH |
1.0723 |
|
0.618 |
1.0690 |
|
0.500 |
1.0680 |
|
0.382 |
1.0669 |
|
LOW |
1.0636 |
|
0.618 |
1.0582 |
|
1.000 |
1.0549 |
|
1.618 |
1.0495 |
|
2.618 |
1.0408 |
|
4.250 |
1.0266 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0697 |
1.0710 |
| PP |
1.0688 |
1.0708 |
| S1 |
1.0680 |
1.0707 |
|