CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0289 |
1.0315 |
0.0026 |
0.3% |
1.0425 |
| High |
1.0372 |
1.0392 |
0.0020 |
0.2% |
1.0437 |
| Low |
1.0279 |
1.0308 |
0.0029 |
0.3% |
1.0338 |
| Close |
1.0347 |
1.0368 |
0.0021 |
0.2% |
1.0376 |
| Range |
0.0093 |
0.0084 |
-0.0009 |
-9.7% |
0.0099 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.4% |
0.0000 |
| Volume |
66 |
9 |
-57 |
-86.4% |
43 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0608 |
1.0572 |
1.0414 |
|
| R3 |
1.0524 |
1.0488 |
1.0391 |
|
| R2 |
1.0440 |
1.0440 |
1.0383 |
|
| R1 |
1.0404 |
1.0404 |
1.0376 |
1.0422 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0365 |
| S1 |
1.0320 |
1.0320 |
1.0360 |
1.0338 |
| S2 |
1.0272 |
1.0272 |
1.0353 |
|
| S3 |
1.0188 |
1.0236 |
1.0345 |
|
| S4 |
1.0104 |
1.0152 |
1.0322 |
|
|
| 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 |
1.0749 |
|
2.618 |
1.0612 |
|
1.618 |
1.0528 |
|
1.000 |
1.0476 |
|
0.618 |
1.0444 |
|
HIGH |
1.0392 |
|
0.618 |
1.0360 |
|
0.500 |
1.0350 |
|
0.382 |
1.0340 |
|
LOW |
1.0308 |
|
0.618 |
1.0256 |
|
1.000 |
1.0224 |
|
1.618 |
1.0172 |
|
2.618 |
1.0088 |
|
4.250 |
0.9951 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0362 |
1.0357 |
| PP |
1.0356 |
1.0346 |
| S1 |
1.0350 |
1.0336 |
|