CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0612 |
1.0617 |
0.0005 |
0.0% |
1.0587 |
| High |
1.0647 |
1.0665 |
0.0018 |
0.2% |
1.0665 |
| Low |
1.0587 |
1.0609 |
0.0022 |
0.2% |
1.0531 |
| Close |
1.0596 |
1.0641 |
0.0045 |
0.4% |
1.0641 |
| Range |
0.0060 |
0.0056 |
-0.0004 |
-6.7% |
0.0134 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
28,942 |
23,166 |
-5,776 |
-20.0% |
122,129 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0806 |
1.0780 |
1.0672 |
|
| R3 |
1.0750 |
1.0724 |
1.0656 |
|
| R2 |
1.0694 |
1.0694 |
1.0651 |
|
| R1 |
1.0668 |
1.0668 |
1.0646 |
1.0681 |
| PP |
1.0638 |
1.0638 |
1.0638 |
1.0645 |
| S1 |
1.0612 |
1.0612 |
1.0636 |
1.0625 |
| S2 |
1.0582 |
1.0582 |
1.0631 |
|
| S3 |
1.0526 |
1.0556 |
1.0626 |
|
| S4 |
1.0470 |
1.0500 |
1.0610 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0962 |
1.0715 |
|
| R3 |
1.0880 |
1.0828 |
1.0678 |
|
| R2 |
1.0746 |
1.0746 |
1.0666 |
|
| R1 |
1.0694 |
1.0694 |
1.0653 |
1.0720 |
| PP |
1.0612 |
1.0612 |
1.0612 |
1.0626 |
| S1 |
1.0560 |
1.0560 |
1.0629 |
1.0586 |
| S2 |
1.0478 |
1.0478 |
1.0616 |
|
| S3 |
1.0344 |
1.0426 |
1.0604 |
|
| S4 |
1.0210 |
1.0292 |
1.0567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0665 |
1.0531 |
0.0134 |
1.3% |
0.0068 |
0.6% |
82% |
True |
False |
24,425 |
| 10 |
1.0699 |
1.0531 |
0.0168 |
1.6% |
0.0071 |
0.7% |
65% |
False |
False |
21,193 |
| 20 |
1.0823 |
1.0531 |
0.0292 |
2.7% |
0.0074 |
0.7% |
38% |
False |
False |
11,025 |
| 40 |
1.0991 |
1.0531 |
0.0460 |
4.3% |
0.0083 |
0.8% |
24% |
False |
False |
5,543 |
| 60 |
1.0991 |
1.0250 |
0.0741 |
7.0% |
0.0082 |
0.8% |
53% |
False |
False |
3,703 |
| 80 |
1.0991 |
1.0181 |
0.0810 |
7.6% |
0.0073 |
0.7% |
57% |
False |
False |
2,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0903 |
|
2.618 |
1.0812 |
|
1.618 |
1.0756 |
|
1.000 |
1.0721 |
|
0.618 |
1.0700 |
|
HIGH |
1.0665 |
|
0.618 |
1.0644 |
|
0.500 |
1.0637 |
|
0.382 |
1.0630 |
|
LOW |
1.0609 |
|
0.618 |
1.0574 |
|
1.000 |
1.0553 |
|
1.618 |
1.0518 |
|
2.618 |
1.0462 |
|
4.250 |
1.0371 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0640 |
1.0628 |
| PP |
1.0638 |
1.0614 |
| S1 |
1.0637 |
1.0601 |
|