CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0401 |
1.0425 |
0.0024 |
0.2% |
1.0259 |
| High |
1.0401 |
1.0437 |
0.0036 |
0.3% |
1.0401 |
| Low |
1.0345 |
1.0388 |
0.0043 |
0.4% |
1.0234 |
| Close |
1.0401 |
1.0417 |
0.0016 |
0.2% |
1.0401 |
| Range |
0.0056 |
0.0049 |
-0.0007 |
-12.5% |
0.0167 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
5 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0538 |
1.0444 |
|
| R3 |
1.0512 |
1.0489 |
1.0430 |
|
| R2 |
1.0463 |
1.0463 |
1.0426 |
|
| R1 |
1.0440 |
1.0440 |
1.0421 |
1.0427 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0408 |
| S1 |
1.0391 |
1.0391 |
1.0413 |
1.0378 |
| S2 |
1.0365 |
1.0365 |
1.0408 |
|
| S3 |
1.0316 |
1.0342 |
1.0404 |
|
| S4 |
1.0267 |
1.0293 |
1.0390 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0846 |
1.0791 |
1.0493 |
|
| R3 |
1.0679 |
1.0624 |
1.0447 |
|
| R2 |
1.0512 |
1.0512 |
1.0432 |
|
| R1 |
1.0457 |
1.0457 |
1.0416 |
1.0485 |
| PP |
1.0345 |
1.0345 |
1.0345 |
1.0359 |
| S1 |
1.0290 |
1.0290 |
1.0386 |
1.0318 |
| S2 |
1.0178 |
1.0178 |
1.0370 |
|
| S3 |
1.0011 |
1.0123 |
1.0355 |
|
| S4 |
0.9844 |
0.9956 |
1.0309 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0645 |
|
2.618 |
1.0565 |
|
1.618 |
1.0516 |
|
1.000 |
1.0486 |
|
0.618 |
1.0467 |
|
HIGH |
1.0437 |
|
0.618 |
1.0418 |
|
0.500 |
1.0413 |
|
0.382 |
1.0407 |
|
LOW |
1.0388 |
|
0.618 |
1.0358 |
|
1.000 |
1.0339 |
|
1.618 |
1.0309 |
|
2.618 |
1.0260 |
|
4.250 |
1.0180 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0396 |
| PP |
1.0414 |
1.0375 |
| S1 |
1.0413 |
1.0355 |
|