CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0289 |
-0.0063 |
-0.6% |
1.0425 |
| High |
1.0360 |
1.0372 |
0.0012 |
0.1% |
1.0437 |
| Low |
1.0285 |
1.0279 |
-0.0006 |
-0.1% |
1.0338 |
| Close |
1.0291 |
1.0347 |
0.0056 |
0.5% |
1.0376 |
| Range |
0.0075 |
0.0093 |
0.0018 |
24.0% |
0.0099 |
| ATR |
0.0054 |
0.0057 |
0.0003 |
5.2% |
0.0000 |
| Volume |
6 |
66 |
60 |
1,000.0% |
43 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0612 |
1.0572 |
1.0398 |
|
| R3 |
1.0519 |
1.0479 |
1.0373 |
|
| R2 |
1.0426 |
1.0426 |
1.0364 |
|
| R1 |
1.0386 |
1.0386 |
1.0356 |
1.0406 |
| PP |
1.0333 |
1.0333 |
1.0333 |
1.0343 |
| S1 |
1.0293 |
1.0293 |
1.0338 |
1.0313 |
| S2 |
1.0240 |
1.0240 |
1.0330 |
|
| S3 |
1.0147 |
1.0200 |
1.0321 |
|
| S4 |
1.0054 |
1.0107 |
1.0296 |
|
|
| 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 |
1.0767 |
|
2.618 |
1.0615 |
|
1.618 |
1.0522 |
|
1.000 |
1.0465 |
|
0.618 |
1.0429 |
|
HIGH |
1.0372 |
|
0.618 |
1.0336 |
|
0.500 |
1.0326 |
|
0.382 |
1.0315 |
|
LOW |
1.0279 |
|
0.618 |
1.0222 |
|
1.000 |
1.0186 |
|
1.618 |
1.0129 |
|
2.618 |
1.0036 |
|
4.250 |
0.9884 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0340 |
1.0342 |
| PP |
1.0333 |
1.0336 |
| S1 |
1.0326 |
1.0331 |
|