CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0777 |
1.0734 |
-0.0043 |
-0.4% |
1.0770 |
| High |
1.0786 |
1.0779 |
-0.0007 |
-0.1% |
1.0823 |
| Low |
1.0725 |
1.0712 |
-0.0013 |
-0.1% |
1.0636 |
| Close |
1.0728 |
1.0725 |
-0.0003 |
0.0% |
1.0770 |
| Range |
0.0061 |
0.0067 |
0.0006 |
9.8% |
0.0187 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
493 |
488 |
-5 |
-1.0% |
2,411 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0899 |
1.0762 |
|
| R3 |
1.0873 |
1.0832 |
1.0743 |
|
| R2 |
1.0806 |
1.0806 |
1.0737 |
|
| R1 |
1.0765 |
1.0765 |
1.0731 |
1.0752 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0732 |
| S1 |
1.0698 |
1.0698 |
1.0719 |
1.0685 |
| S2 |
1.0672 |
1.0672 |
1.0713 |
|
| S3 |
1.0605 |
1.0631 |
1.0707 |
|
| S4 |
1.0538 |
1.0564 |
1.0688 |
|
|
| 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% |
0.0078 |
0.7% |
53% |
False |
False |
627 |
| 10 |
1.0825 |
1.0636 |
0.0189 |
1.8% |
0.0073 |
0.7% |
47% |
False |
False |
354 |
| 20 |
1.0991 |
1.0636 |
0.0355 |
3.3% |
0.0085 |
0.8% |
25% |
False |
False |
226 |
| 40 |
1.0991 |
1.0279 |
0.0712 |
6.6% |
0.0089 |
0.8% |
63% |
False |
False |
126 |
| 60 |
1.0991 |
1.0181 |
0.0810 |
7.6% |
0.0075 |
0.7% |
67% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1064 |
|
2.618 |
1.0954 |
|
1.618 |
1.0887 |
|
1.000 |
1.0846 |
|
0.618 |
1.0820 |
|
HIGH |
1.0779 |
|
0.618 |
1.0753 |
|
0.500 |
1.0746 |
|
0.382 |
1.0738 |
|
LOW |
1.0712 |
|
0.618 |
1.0671 |
|
1.000 |
1.0645 |
|
1.618 |
1.0604 |
|
2.618 |
1.0537 |
|
4.250 |
1.0427 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0746 |
1.0757 |
| PP |
1.0739 |
1.0746 |
| S1 |
1.0732 |
1.0736 |
|