CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0471 |
1.0525 |
0.0054 |
0.5% |
1.0353 |
| High |
1.0548 |
1.0566 |
0.0018 |
0.2% |
1.0463 |
| Low |
1.0471 |
1.0477 |
0.0006 |
0.1% |
1.0279 |
| Close |
1.0548 |
1.0525 |
-0.0023 |
-0.2% |
1.0446 |
| Range |
0.0077 |
0.0089 |
0.0012 |
15.6% |
0.0184 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.6% |
0.0000 |
| Volume |
188 |
0 |
-188 |
-100.0% |
111 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0790 |
1.0746 |
1.0574 |
|
| R3 |
1.0701 |
1.0657 |
1.0549 |
|
| R2 |
1.0612 |
1.0612 |
1.0541 |
|
| R1 |
1.0568 |
1.0568 |
1.0533 |
1.0570 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0523 |
| S1 |
1.0479 |
1.0479 |
1.0517 |
1.0481 |
| S2 |
1.0434 |
1.0434 |
1.0509 |
|
| S3 |
1.0345 |
1.0390 |
1.0501 |
|
| S4 |
1.0256 |
1.0301 |
1.0476 |
|
|
| 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 |
1.0944 |
|
2.618 |
1.0799 |
|
1.618 |
1.0710 |
|
1.000 |
1.0655 |
|
0.618 |
1.0621 |
|
HIGH |
1.0566 |
|
0.618 |
1.0532 |
|
0.500 |
1.0522 |
|
0.382 |
1.0511 |
|
LOW |
1.0477 |
|
0.618 |
1.0422 |
|
1.000 |
1.0388 |
|
1.618 |
1.0333 |
|
2.618 |
1.0244 |
|
4.250 |
1.0099 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0524 |
1.0504 |
| PP |
1.0523 |
1.0482 |
| S1 |
1.0522 |
1.0461 |
|