CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0637 |
1.0512 |
-0.0125 |
-1.2% |
1.0587 |
| High |
1.0639 |
1.0540 |
-0.0099 |
-0.9% |
1.0665 |
| Low |
1.0505 |
1.0499 |
-0.0006 |
-0.1% |
1.0531 |
| Close |
1.0519 |
1.0514 |
-0.0005 |
0.0% |
1.0641 |
| Range |
0.0134 |
0.0041 |
-0.0093 |
-69.4% |
0.0134 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
29,044 |
24,688 |
-4,356 |
-15.0% |
122,129 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0641 |
1.0618 |
1.0537 |
|
| R3 |
1.0600 |
1.0577 |
1.0525 |
|
| R2 |
1.0559 |
1.0559 |
1.0522 |
|
| R1 |
1.0536 |
1.0536 |
1.0518 |
1.0548 |
| PP |
1.0518 |
1.0518 |
1.0518 |
1.0523 |
| S1 |
1.0495 |
1.0495 |
1.0510 |
1.0507 |
| S2 |
1.0477 |
1.0477 |
1.0506 |
|
| S3 |
1.0436 |
1.0454 |
1.0503 |
|
| S4 |
1.0395 |
1.0413 |
1.0491 |
|
|
| 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 |
1.0499 |
0.0177 |
1.7% |
0.0076 |
0.7% |
8% |
False |
True |
24,381 |
| 10 |
1.0676 |
1.0499 |
0.0177 |
1.7% |
0.0073 |
0.7% |
8% |
False |
True |
25,281 |
| 20 |
1.0804 |
1.0499 |
0.0305 |
2.9% |
0.0075 |
0.7% |
5% |
False |
True |
15,882 |
| 40 |
1.0991 |
1.0499 |
0.0492 |
4.7% |
0.0082 |
0.8% |
3% |
False |
True |
8,010 |
| 60 |
1.0991 |
1.0279 |
0.0712 |
6.8% |
0.0084 |
0.8% |
33% |
False |
False |
5,348 |
| 80 |
1.0991 |
1.0181 |
0.0810 |
7.7% |
0.0074 |
0.7% |
41% |
False |
False |
4,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0714 |
|
2.618 |
1.0647 |
|
1.618 |
1.0606 |
|
1.000 |
1.0581 |
|
0.618 |
1.0565 |
|
HIGH |
1.0540 |
|
0.618 |
1.0524 |
|
0.500 |
1.0520 |
|
0.382 |
1.0515 |
|
LOW |
1.0499 |
|
0.618 |
1.0474 |
|
1.000 |
1.0458 |
|
1.618 |
1.0433 |
|
2.618 |
1.0392 |
|
4.250 |
1.0325 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0520 |
1.0587 |
| PP |
1.0518 |
1.0562 |
| S1 |
1.0516 |
1.0538 |
|