CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0315 |
1.0417 |
0.0102 |
1.0% |
1.0353 |
| High |
1.0392 |
1.0463 |
0.0071 |
0.7% |
1.0463 |
| Low |
1.0308 |
1.0356 |
0.0048 |
0.5% |
1.0279 |
| Close |
1.0368 |
1.0446 |
0.0078 |
0.8% |
1.0446 |
| Range |
0.0084 |
0.0107 |
0.0023 |
27.4% |
0.0184 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.9% |
0.0000 |
| Volume |
9 |
28 |
19 |
211.1% |
111 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0701 |
1.0505 |
|
| R3 |
1.0636 |
1.0594 |
1.0475 |
|
| R2 |
1.0529 |
1.0529 |
1.0466 |
|
| R1 |
1.0487 |
1.0487 |
1.0456 |
1.0508 |
| PP |
1.0422 |
1.0422 |
1.0422 |
1.0432 |
| S1 |
1.0380 |
1.0380 |
1.0436 |
1.0401 |
| S2 |
1.0315 |
1.0315 |
1.0426 |
|
| S3 |
1.0208 |
1.0273 |
1.0417 |
|
| S4 |
1.0101 |
1.0166 |
1.0387 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0948 |
1.0881 |
1.0547 |
|
| R3 |
1.0764 |
1.0697 |
1.0497 |
|
| R2 |
1.0580 |
1.0580 |
1.0480 |
|
| R1 |
1.0513 |
1.0513 |
1.0463 |
1.0547 |
| PP |
1.0396 |
1.0396 |
1.0396 |
1.0413 |
| S1 |
1.0329 |
1.0329 |
1.0429 |
1.0363 |
| S2 |
1.0212 |
1.0212 |
1.0412 |
|
| S3 |
1.0028 |
1.0145 |
1.0395 |
|
| S4 |
0.9844 |
0.9961 |
1.0345 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0918 |
|
2.618 |
1.0743 |
|
1.618 |
1.0636 |
|
1.000 |
1.0570 |
|
0.618 |
1.0529 |
|
HIGH |
1.0463 |
|
0.618 |
1.0422 |
|
0.500 |
1.0410 |
|
0.382 |
1.0397 |
|
LOW |
1.0356 |
|
0.618 |
1.0290 |
|
1.000 |
1.0249 |
|
1.618 |
1.0183 |
|
2.618 |
1.0076 |
|
4.250 |
0.9901 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0434 |
1.0421 |
| PP |
1.0422 |
1.0396 |
| S1 |
1.0410 |
1.0371 |
|