CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 18-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0525 |
1.0554 |
0.0029 |
0.3% |
1.0353 |
| High |
1.0566 |
1.0559 |
-0.0007 |
-0.1% |
1.0463 |
| Low |
1.0477 |
1.0477 |
0.0000 |
0.0% |
1.0279 |
| Close |
1.0525 |
1.0554 |
0.0029 |
0.3% |
1.0446 |
| Range |
0.0089 |
0.0082 |
-0.0007 |
-7.9% |
0.0184 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.6% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
111 |
|
| Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0747 |
1.0599 |
|
| R3 |
1.0694 |
1.0665 |
1.0577 |
|
| R2 |
1.0612 |
1.0612 |
1.0569 |
|
| R1 |
1.0583 |
1.0583 |
1.0562 |
1.0595 |
| PP |
1.0530 |
1.0530 |
1.0530 |
1.0536 |
| S1 |
1.0501 |
1.0501 |
1.0546 |
1.0513 |
| S2 |
1.0448 |
1.0448 |
1.0539 |
|
| S3 |
1.0366 |
1.0419 |
1.0531 |
|
| S4 |
1.0284 |
1.0337 |
1.0509 |
|
|
| 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 |
1.0908 |
|
2.618 |
1.0774 |
|
1.618 |
1.0692 |
|
1.000 |
1.0641 |
|
0.618 |
1.0610 |
|
HIGH |
1.0559 |
|
0.618 |
1.0528 |
|
0.500 |
1.0518 |
|
0.382 |
1.0508 |
|
LOW |
1.0477 |
|
0.618 |
1.0426 |
|
1.000 |
1.0395 |
|
1.618 |
1.0344 |
|
2.618 |
1.0262 |
|
4.250 |
1.0129 |
|
|
| Fisher Pivots for day following 18-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0542 |
1.0542 |
| PP |
1.0530 |
1.0530 |
| S1 |
1.0518 |
1.0519 |
|