CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0757 |
0.0023 |
0.2% |
1.0770 |
| High |
1.0779 |
1.0781 |
0.0002 |
0.0% |
1.0823 |
| Low |
1.0712 |
1.0685 |
-0.0027 |
-0.3% |
1.0636 |
| Close |
1.0725 |
1.0692 |
-0.0033 |
-0.3% |
1.0770 |
| Range |
0.0067 |
0.0096 |
0.0029 |
43.3% |
0.0187 |
| ATR |
0.0084 |
0.0084 |
0.0001 |
1.1% |
0.0000 |
| Volume |
488 |
2,286 |
1,798 |
368.4% |
2,411 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1007 |
1.0946 |
1.0745 |
|
| R3 |
1.0911 |
1.0850 |
1.0718 |
|
| R2 |
1.0815 |
1.0815 |
1.0710 |
|
| R1 |
1.0754 |
1.0754 |
1.0701 |
1.0737 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0711 |
| S1 |
1.0658 |
1.0658 |
1.0683 |
1.0641 |
| S2 |
1.0623 |
1.0623 |
1.0674 |
|
| S3 |
1.0527 |
1.0562 |
1.0666 |
|
| S4 |
1.0431 |
1.0466 |
1.0639 |
|
|
| 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% |
0.0081 |
0.8% |
33% |
False |
False |
964 |
| 10 |
1.0825 |
1.0636 |
0.0189 |
1.8% |
0.0077 |
0.7% |
30% |
False |
False |
572 |
| 20 |
1.0991 |
1.0636 |
0.0355 |
3.3% |
0.0085 |
0.8% |
16% |
False |
False |
338 |
| 40 |
1.0991 |
1.0279 |
0.0712 |
6.7% |
0.0091 |
0.8% |
58% |
False |
False |
183 |
| 60 |
1.0991 |
1.0181 |
0.0810 |
7.6% |
0.0076 |
0.7% |
63% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1189 |
|
2.618 |
1.1032 |
|
1.618 |
1.0936 |
|
1.000 |
1.0877 |
|
0.618 |
1.0840 |
|
HIGH |
1.0781 |
|
0.618 |
1.0744 |
|
0.500 |
1.0733 |
|
0.382 |
1.0722 |
|
LOW |
1.0685 |
|
0.618 |
1.0626 |
|
1.000 |
1.0589 |
|
1.618 |
1.0530 |
|
2.618 |
1.0434 |
|
4.250 |
1.0277 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0733 |
1.0736 |
| PP |
1.0719 |
1.0721 |
| S1 |
1.0706 |
1.0707 |
|