CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0717 |
1.0777 |
0.0060 |
0.6% |
1.0770 |
| High |
1.0804 |
1.0786 |
-0.0018 |
-0.2% |
1.0823 |
| Low |
1.0709 |
1.0725 |
0.0016 |
0.1% |
1.0636 |
| Close |
1.0770 |
1.0728 |
-0.0042 |
-0.4% |
1.0770 |
| Range |
0.0095 |
0.0061 |
-0.0034 |
-35.8% |
0.0187 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
818 |
493 |
-325 |
-39.7% |
2,411 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0890 |
1.0762 |
|
| R3 |
1.0868 |
1.0829 |
1.0745 |
|
| R2 |
1.0807 |
1.0807 |
1.0739 |
|
| R1 |
1.0768 |
1.0768 |
1.0734 |
1.0757 |
| PP |
1.0746 |
1.0746 |
1.0746 |
1.0741 |
| S1 |
1.0707 |
1.0707 |
1.0722 |
1.0696 |
| S2 |
1.0685 |
1.0685 |
1.0717 |
|
| S3 |
1.0624 |
1.0646 |
1.0711 |
|
| S4 |
1.0563 |
1.0585 |
1.0694 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1304 |
1.1224 |
1.0873 |
|
| R3 |
1.1117 |
1.1037 |
1.0821 |
|
| R2 |
1.0930 |
1.0930 |
1.0804 |
|
| R1 |
1.0850 |
1.0850 |
1.0787 |
1.0864 |
| PP |
1.0743 |
1.0743 |
1.0743 |
1.0750 |
| S1 |
1.0663 |
1.0663 |
1.0753 |
1.0677 |
| S2 |
1.0556 |
1.0556 |
1.0736 |
|
| S3 |
1.0369 |
1.0476 |
1.0719 |
|
| S4 |
1.0182 |
1.0289 |
1.0667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0804 |
1.0636 |
0.0168 |
1.6% |
0.0077 |
0.7% |
55% |
False |
False |
571 |
| 10 |
1.0900 |
1.0636 |
0.0264 |
2.5% |
0.0079 |
0.7% |
35% |
False |
False |
316 |
| 20 |
1.0991 |
1.0636 |
0.0355 |
3.3% |
0.0087 |
0.8% |
26% |
False |
False |
202 |
| 40 |
1.0991 |
1.0279 |
0.0712 |
6.6% |
0.0089 |
0.8% |
63% |
False |
False |
114 |
| 60 |
1.0991 |
1.0181 |
0.0810 |
7.6% |
0.0075 |
0.7% |
68% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1045 |
|
2.618 |
1.0946 |
|
1.618 |
1.0885 |
|
1.000 |
1.0847 |
|
0.618 |
1.0824 |
|
HIGH |
1.0786 |
|
0.618 |
1.0763 |
|
0.500 |
1.0756 |
|
0.382 |
1.0748 |
|
LOW |
1.0725 |
|
0.618 |
1.0687 |
|
1.000 |
1.0664 |
|
1.618 |
1.0626 |
|
2.618 |
1.0565 |
|
4.250 |
1.0466 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0756 |
1.0725 |
| PP |
1.0746 |
1.0723 |
| S1 |
1.0737 |
1.0720 |
|