CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0341 |
1.0385 |
0.0044 |
0.4% |
1.0259 |
| High |
1.0422 |
1.0392 |
-0.0030 |
-0.3% |
1.0401 |
| Low |
1.0338 |
1.0349 |
0.0011 |
0.1% |
1.0234 |
| Close |
1.0362 |
1.0385 |
0.0023 |
0.2% |
1.0401 |
| Range |
0.0084 |
0.0043 |
-0.0041 |
-48.8% |
0.0167 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
3 |
28 |
25 |
833.3% |
5 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0488 |
1.0409 |
|
| R3 |
1.0461 |
1.0445 |
1.0397 |
|
| R2 |
1.0418 |
1.0418 |
1.0393 |
|
| R1 |
1.0402 |
1.0402 |
1.0389 |
1.0407 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0378 |
| S1 |
1.0359 |
1.0359 |
1.0381 |
1.0364 |
| S2 |
1.0332 |
1.0332 |
1.0377 |
|
| S3 |
1.0289 |
1.0316 |
1.0373 |
|
| S4 |
1.0246 |
1.0273 |
1.0361 |
|
|
| 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 |
1.0575 |
|
2.618 |
1.0505 |
|
1.618 |
1.0462 |
|
1.000 |
1.0435 |
|
0.618 |
1.0419 |
|
HIGH |
1.0392 |
|
0.618 |
1.0376 |
|
0.500 |
1.0371 |
|
0.382 |
1.0365 |
|
LOW |
1.0349 |
|
0.618 |
1.0322 |
|
1.000 |
1.0306 |
|
1.618 |
1.0279 |
|
2.618 |
1.0236 |
|
4.250 |
1.0166 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0380 |
1.0388 |
| PP |
1.0375 |
1.0387 |
| S1 |
1.0371 |
1.0386 |
|