CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 08-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0361 |
1.0353 |
-0.0008 |
-0.1% |
1.0425 |
| High |
1.0391 |
1.0382 |
-0.0009 |
-0.1% |
1.0437 |
| Low |
1.0346 |
1.0344 |
-0.0002 |
0.0% |
1.0338 |
| Close |
1.0376 |
1.0351 |
-0.0025 |
-0.2% |
1.0376 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-15.6% |
0.0099 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
9 |
2 |
-7 |
-77.8% |
43 |
|
| Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0473 |
1.0450 |
1.0372 |
|
| R3 |
1.0435 |
1.0412 |
1.0361 |
|
| R2 |
1.0397 |
1.0397 |
1.0358 |
|
| R1 |
1.0374 |
1.0374 |
1.0354 |
1.0367 |
| PP |
1.0359 |
1.0359 |
1.0359 |
1.0355 |
| S1 |
1.0336 |
1.0336 |
1.0348 |
1.0329 |
| S2 |
1.0321 |
1.0321 |
1.0344 |
|
| S3 |
1.0283 |
1.0298 |
1.0341 |
|
| S4 |
1.0245 |
1.0260 |
1.0330 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0681 |
1.0627 |
1.0430 |
|
| R3 |
1.0582 |
1.0528 |
1.0403 |
|
| R2 |
1.0483 |
1.0483 |
1.0394 |
|
| R1 |
1.0429 |
1.0429 |
1.0385 |
1.0407 |
| PP |
1.0384 |
1.0384 |
1.0384 |
1.0372 |
| S1 |
1.0330 |
1.0330 |
1.0367 |
1.0308 |
| S2 |
1.0285 |
1.0285 |
1.0358 |
|
| S3 |
1.0186 |
1.0231 |
1.0349 |
|
| S4 |
1.0087 |
1.0132 |
1.0322 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0544 |
|
2.618 |
1.0481 |
|
1.618 |
1.0443 |
|
1.000 |
1.0420 |
|
0.618 |
1.0405 |
|
HIGH |
1.0382 |
|
0.618 |
1.0367 |
|
0.500 |
1.0363 |
|
0.382 |
1.0359 |
|
LOW |
1.0344 |
|
0.618 |
1.0321 |
|
1.000 |
1.0306 |
|
1.618 |
1.0283 |
|
2.618 |
1.0245 |
|
4.250 |
1.0183 |
|
|
| Fisher Pivots for day following 08-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0363 |
1.0368 |
| PP |
1.0359 |
1.0362 |
| S1 |
1.0355 |
1.0357 |
|