CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0605 |
1.0639 |
0.0034 |
0.3% |
1.0777 |
| High |
1.0660 |
1.0694 |
0.0034 |
0.3% |
1.0786 |
| Low |
1.0593 |
1.0622 |
0.0029 |
0.3% |
1.0578 |
| Close |
1.0654 |
1.0683 |
0.0029 |
0.3% |
1.0605 |
| Range |
0.0067 |
0.0072 |
0.0005 |
7.5% |
0.0208 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
8,480 |
8,129 |
-351 |
-4.1% |
6,156 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0882 |
1.0855 |
1.0723 |
|
| R3 |
1.0810 |
1.0783 |
1.0703 |
|
| R2 |
1.0738 |
1.0738 |
1.0696 |
|
| R1 |
1.0711 |
1.0711 |
1.0690 |
1.0725 |
| PP |
1.0666 |
1.0666 |
1.0666 |
1.0673 |
| S1 |
1.0639 |
1.0639 |
1.0676 |
1.0653 |
| S2 |
1.0594 |
1.0594 |
1.0670 |
|
| S3 |
1.0522 |
1.0567 |
1.0663 |
|
| S4 |
1.0450 |
1.0495 |
1.0643 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1280 |
1.1151 |
1.0719 |
|
| R3 |
1.1072 |
1.0943 |
1.0662 |
|
| R2 |
1.0864 |
1.0864 |
1.0643 |
|
| R1 |
1.0735 |
1.0735 |
1.0624 |
1.0696 |
| PP |
1.0656 |
1.0656 |
1.0656 |
1.0637 |
| S1 |
1.0527 |
1.0527 |
1.0586 |
1.0488 |
| S2 |
1.0448 |
1.0448 |
1.0567 |
|
| S3 |
1.0240 |
1.0319 |
1.0548 |
|
| S4 |
1.0032 |
1.0111 |
1.0491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0781 |
1.0578 |
0.0203 |
1.9% |
0.0079 |
0.7% |
52% |
False |
False |
4,356 |
| 10 |
1.0804 |
1.0578 |
0.0226 |
2.1% |
0.0078 |
0.7% |
46% |
False |
False |
2,492 |
| 20 |
1.0991 |
1.0578 |
0.0413 |
3.9% |
0.0082 |
0.8% |
25% |
False |
False |
1,288 |
| 40 |
1.0991 |
1.0471 |
0.0520 |
4.9% |
0.0089 |
0.8% |
41% |
False |
False |
668 |
| 60 |
1.0991 |
1.0234 |
0.0757 |
7.1% |
0.0078 |
0.7% |
59% |
False |
False |
448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1000 |
|
2.618 |
1.0882 |
|
1.618 |
1.0810 |
|
1.000 |
1.0766 |
|
0.618 |
1.0738 |
|
HIGH |
1.0694 |
|
0.618 |
1.0666 |
|
0.500 |
1.0658 |
|
0.382 |
1.0650 |
|
LOW |
1.0622 |
|
0.618 |
1.0578 |
|
1.000 |
1.0550 |
|
1.618 |
1.0506 |
|
2.618 |
1.0434 |
|
4.250 |
1.0316 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0675 |
1.0667 |
| PP |
1.0666 |
1.0652 |
| S1 |
1.0658 |
1.0636 |
|