CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0639 |
1.0687 |
0.0048 |
0.5% |
1.0777 |
| High |
1.0694 |
1.0699 |
0.0005 |
0.0% |
1.0786 |
| Low |
1.0622 |
1.0638 |
0.0016 |
0.2% |
1.0578 |
| Close |
1.0683 |
1.0676 |
-0.0007 |
-0.1% |
1.0605 |
| Range |
0.0072 |
0.0061 |
-0.0011 |
-15.3% |
0.0208 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
8,129 |
26,228 |
18,099 |
222.6% |
6,156 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0826 |
1.0710 |
|
| R3 |
1.0793 |
1.0765 |
1.0693 |
|
| R2 |
1.0732 |
1.0732 |
1.0687 |
|
| R1 |
1.0704 |
1.0704 |
1.0682 |
1.0688 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0663 |
| S1 |
1.0643 |
1.0643 |
1.0670 |
1.0627 |
| S2 |
1.0610 |
1.0610 |
1.0665 |
|
| S3 |
1.0549 |
1.0582 |
1.0659 |
|
| S4 |
1.0488 |
1.0521 |
1.0642 |
|
|
| 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 |
1.0704 |
1.0578 |
0.0126 |
1.2% |
0.0072 |
0.7% |
78% |
False |
False |
9,145 |
| 10 |
1.0804 |
1.0578 |
0.0226 |
2.1% |
0.0077 |
0.7% |
43% |
False |
False |
5,055 |
| 20 |
1.0991 |
1.0578 |
0.0413 |
3.9% |
0.0081 |
0.8% |
24% |
False |
False |
2,598 |
| 40 |
1.0991 |
1.0477 |
0.0514 |
4.8% |
0.0089 |
0.8% |
39% |
False |
False |
1,319 |
| 60 |
1.0991 |
1.0234 |
0.0757 |
7.1% |
0.0078 |
0.7% |
58% |
False |
False |
885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0958 |
|
2.618 |
1.0859 |
|
1.618 |
1.0798 |
|
1.000 |
1.0760 |
|
0.618 |
1.0737 |
|
HIGH |
1.0699 |
|
0.618 |
1.0676 |
|
0.500 |
1.0669 |
|
0.382 |
1.0661 |
|
LOW |
1.0638 |
|
0.618 |
1.0600 |
|
1.000 |
1.0577 |
|
1.618 |
1.0539 |
|
2.618 |
1.0478 |
|
4.250 |
1.0379 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0674 |
1.0666 |
| PP |
1.0671 |
1.0656 |
| S1 |
1.0669 |
1.0646 |
|