CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0539 |
1.0612 |
0.0073 |
0.7% |
1.0605 |
| High |
1.0622 |
1.0647 |
0.0025 |
0.2% |
1.0699 |
| Low |
1.0536 |
1.0587 |
0.0051 |
0.5% |
1.0558 |
| Close |
1.0600 |
1.0596 |
-0.0004 |
0.0% |
1.0581 |
| Range |
0.0086 |
0.0060 |
-0.0026 |
-30.2% |
0.0141 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
29,174 |
28,942 |
-232 |
-0.8% |
89,807 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0790 |
1.0753 |
1.0629 |
|
| R3 |
1.0730 |
1.0693 |
1.0613 |
|
| R2 |
1.0670 |
1.0670 |
1.0607 |
|
| R1 |
1.0633 |
1.0633 |
1.0602 |
1.0622 |
| PP |
1.0610 |
1.0610 |
1.0610 |
1.0604 |
| S1 |
1.0573 |
1.0573 |
1.0591 |
1.0562 |
| S2 |
1.0550 |
1.0550 |
1.0585 |
|
| S3 |
1.0490 |
1.0513 |
1.0580 |
|
| S4 |
1.0430 |
1.0453 |
1.0563 |
|
|
| 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 |
1.0647 |
1.0531 |
0.0116 |
1.1% |
0.0071 |
0.7% |
56% |
True |
False |
26,181 |
| 10 |
1.0699 |
1.0531 |
0.0168 |
1.6% |
0.0070 |
0.7% |
39% |
False |
False |
19,020 |
| 20 |
1.0825 |
1.0531 |
0.0294 |
2.8% |
0.0074 |
0.7% |
22% |
False |
False |
9,867 |
| 40 |
1.0991 |
1.0531 |
0.0460 |
4.3% |
0.0086 |
0.8% |
14% |
False |
False |
4,965 |
| 60 |
1.0991 |
1.0234 |
0.0757 |
7.1% |
0.0082 |
0.8% |
48% |
False |
False |
3,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0902 |
|
2.618 |
1.0804 |
|
1.618 |
1.0744 |
|
1.000 |
1.0707 |
|
0.618 |
1.0684 |
|
HIGH |
1.0647 |
|
0.618 |
1.0624 |
|
0.500 |
1.0617 |
|
0.382 |
1.0610 |
|
LOW |
1.0587 |
|
0.618 |
1.0550 |
|
1.000 |
1.0527 |
|
1.618 |
1.0490 |
|
2.618 |
1.0430 |
|
4.250 |
1.0332 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0617 |
1.0594 |
| PP |
1.0610 |
1.0591 |
| S1 |
1.0603 |
1.0589 |
|