CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0596 |
1.0539 |
-0.0057 |
-0.5% |
1.0605 |
| High |
1.0606 |
1.0622 |
0.0016 |
0.2% |
1.0699 |
| Low |
1.0531 |
1.0536 |
0.0005 |
0.0% |
1.0558 |
| Close |
1.0548 |
1.0600 |
0.0052 |
0.5% |
1.0581 |
| Range |
0.0075 |
0.0086 |
0.0011 |
14.7% |
0.0141 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.6% |
0.0000 |
| Volume |
21,268 |
29,174 |
7,906 |
37.2% |
89,807 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0844 |
1.0808 |
1.0647 |
|
| R3 |
1.0758 |
1.0722 |
1.0624 |
|
| R2 |
1.0672 |
1.0672 |
1.0616 |
|
| R1 |
1.0636 |
1.0636 |
1.0608 |
1.0654 |
| PP |
1.0586 |
1.0586 |
1.0586 |
1.0595 |
| S1 |
1.0550 |
1.0550 |
1.0592 |
1.0568 |
| S2 |
1.0500 |
1.0500 |
1.0584 |
|
| S3 |
1.0414 |
1.0464 |
1.0576 |
|
| S4 |
1.0328 |
1.0378 |
1.0553 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.0949 |
1.0659 |
|
| R3 |
1.0895 |
1.0808 |
1.0620 |
|
| R2 |
1.0754 |
1.0754 |
1.0607 |
|
| R1 |
1.0667 |
1.0667 |
1.0594 |
1.0640 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0599 |
| S1 |
1.0526 |
1.0526 |
1.0568 |
1.0499 |
| S2 |
1.0472 |
1.0472 |
1.0555 |
|
| S3 |
1.0331 |
1.0385 |
1.0542 |
|
| S4 |
1.0190 |
1.0244 |
1.0503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0688 |
1.0531 |
0.0157 |
1.5% |
0.0078 |
0.7% |
44% |
False |
False |
23,398 |
| 10 |
1.0704 |
1.0531 |
0.0173 |
1.6% |
0.0075 |
0.7% |
40% |
False |
False |
16,271 |
| 20 |
1.0825 |
1.0531 |
0.0294 |
2.8% |
0.0076 |
0.7% |
23% |
False |
False |
8,421 |
| 40 |
1.0991 |
1.0531 |
0.0460 |
4.3% |
0.0089 |
0.8% |
15% |
False |
False |
4,242 |
| 60 |
1.0991 |
1.0234 |
0.0757 |
7.1% |
0.0081 |
0.8% |
48% |
False |
False |
2,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0988 |
|
2.618 |
1.0847 |
|
1.618 |
1.0761 |
|
1.000 |
1.0708 |
|
0.618 |
1.0675 |
|
HIGH |
1.0622 |
|
0.618 |
1.0589 |
|
0.500 |
1.0579 |
|
0.382 |
1.0569 |
|
LOW |
1.0536 |
|
0.618 |
1.0483 |
|
1.000 |
1.0450 |
|
1.618 |
1.0397 |
|
2.618 |
1.0311 |
|
4.250 |
1.0171 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0593 |
1.0592 |
| PP |
1.0586 |
1.0584 |
| S1 |
1.0579 |
1.0577 |
|