CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0471 |
0.0054 |
0.5% |
1.0353 |
| High |
1.0463 |
1.0548 |
0.0085 |
0.8% |
1.0463 |
| Low |
1.0356 |
1.0471 |
0.0115 |
1.1% |
1.0279 |
| Close |
1.0446 |
1.0548 |
0.0102 |
1.0% |
1.0446 |
| Range |
0.0107 |
0.0077 |
-0.0030 |
-28.0% |
0.0184 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
4.6% |
0.0000 |
| Volume |
28 |
188 |
160 |
571.4% |
111 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0753 |
1.0728 |
1.0590 |
|
| R3 |
1.0676 |
1.0651 |
1.0569 |
|
| R2 |
1.0599 |
1.0599 |
1.0562 |
|
| R1 |
1.0574 |
1.0574 |
1.0555 |
1.0587 |
| PP |
1.0522 |
1.0522 |
1.0522 |
1.0529 |
| S1 |
1.0497 |
1.0497 |
1.0541 |
1.0510 |
| S2 |
1.0445 |
1.0445 |
1.0534 |
|
| S3 |
1.0368 |
1.0420 |
1.0527 |
|
| S4 |
1.0291 |
1.0343 |
1.0506 |
|
|
| 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 |
1.0875 |
|
2.618 |
1.0750 |
|
1.618 |
1.0673 |
|
1.000 |
1.0625 |
|
0.618 |
1.0596 |
|
HIGH |
1.0548 |
|
0.618 |
1.0519 |
|
0.500 |
1.0510 |
|
0.382 |
1.0500 |
|
LOW |
1.0471 |
|
0.618 |
1.0423 |
|
1.000 |
1.0394 |
|
1.618 |
1.0346 |
|
2.618 |
1.0269 |
|
4.250 |
1.0144 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0535 |
1.0508 |
| PP |
1.0522 |
1.0468 |
| S1 |
1.0510 |
1.0428 |
|