CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0648 |
0.0031 |
0.3% |
1.0587 |
| High |
1.0665 |
1.0676 |
0.0011 |
0.1% |
1.0665 |
| Low |
1.0609 |
1.0614 |
0.0005 |
0.0% |
1.0531 |
| Close |
1.0641 |
1.0660 |
0.0019 |
0.2% |
1.0641 |
| Range |
0.0056 |
0.0062 |
0.0006 |
10.7% |
0.0134 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
23,166 |
22,139 |
-1,027 |
-4.4% |
122,129 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0836 |
1.0810 |
1.0694 |
|
| R3 |
1.0774 |
1.0748 |
1.0677 |
|
| R2 |
1.0712 |
1.0712 |
1.0671 |
|
| R1 |
1.0686 |
1.0686 |
1.0666 |
1.0699 |
| PP |
1.0650 |
1.0650 |
1.0650 |
1.0657 |
| S1 |
1.0624 |
1.0624 |
1.0654 |
1.0637 |
| S2 |
1.0588 |
1.0588 |
1.0649 |
|
| S3 |
1.0526 |
1.0562 |
1.0643 |
|
| S4 |
1.0464 |
1.0500 |
1.0626 |
|
|
| 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 |
1.0676 |
1.0531 |
0.0145 |
1.4% |
0.0068 |
0.6% |
89% |
True |
False |
24,937 |
| 10 |
1.0699 |
1.0531 |
0.0168 |
1.6% |
0.0070 |
0.7% |
77% |
False |
False |
22,559 |
| 20 |
1.0804 |
1.0531 |
0.0273 |
2.6% |
0.0074 |
0.7% |
47% |
False |
False |
12,129 |
| 40 |
1.0991 |
1.0531 |
0.0460 |
4.3% |
0.0081 |
0.8% |
28% |
False |
False |
6,096 |
| 60 |
1.0991 |
1.0272 |
0.0719 |
6.7% |
0.0083 |
0.8% |
54% |
False |
False |
4,072 |
| 80 |
1.0991 |
1.0181 |
0.0810 |
7.6% |
0.0073 |
0.7% |
59% |
False |
False |
3,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0940 |
|
2.618 |
1.0838 |
|
1.618 |
1.0776 |
|
1.000 |
1.0738 |
|
0.618 |
1.0714 |
|
HIGH |
1.0676 |
|
0.618 |
1.0652 |
|
0.500 |
1.0645 |
|
0.382 |
1.0638 |
|
LOW |
1.0614 |
|
0.618 |
1.0576 |
|
1.000 |
1.0552 |
|
1.618 |
1.0514 |
|
2.618 |
1.0452 |
|
4.250 |
1.0351 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0655 |
1.0651 |
| PP |
1.0650 |
1.0641 |
| S1 |
1.0645 |
1.0632 |
|