CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0575 |
1.0513 |
-0.0062 |
-0.6% |
1.0471 |
| High |
1.0604 |
1.0541 |
-0.0063 |
-0.6% |
1.0604 |
| Low |
1.0486 |
1.0494 |
0.0008 |
0.1% |
1.0471 |
| Close |
1.0515 |
1.0510 |
-0.0005 |
0.0% |
1.0515 |
| Range |
0.0118 |
0.0047 |
-0.0071 |
-60.2% |
0.0133 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
11 |
18 |
7 |
63.6% |
200 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0656 |
1.0630 |
1.0536 |
|
| R3 |
1.0609 |
1.0583 |
1.0523 |
|
| R2 |
1.0562 |
1.0562 |
1.0519 |
|
| R1 |
1.0536 |
1.0536 |
1.0514 |
1.0526 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0510 |
| S1 |
1.0489 |
1.0489 |
1.0506 |
1.0479 |
| S2 |
1.0468 |
1.0468 |
1.0501 |
|
| S3 |
1.0421 |
1.0442 |
1.0497 |
|
| S4 |
1.0374 |
1.0395 |
1.0484 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0855 |
1.0588 |
|
| R3 |
1.0796 |
1.0722 |
1.0552 |
|
| R2 |
1.0663 |
1.0663 |
1.0539 |
|
| R1 |
1.0589 |
1.0589 |
1.0527 |
1.0626 |
| PP |
1.0530 |
1.0530 |
1.0530 |
1.0549 |
| S1 |
1.0456 |
1.0456 |
1.0503 |
1.0493 |
| S2 |
1.0397 |
1.0397 |
1.0491 |
|
| S3 |
1.0264 |
1.0323 |
1.0478 |
|
| S4 |
1.0131 |
1.0190 |
1.0442 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0741 |
|
2.618 |
1.0664 |
|
1.618 |
1.0617 |
|
1.000 |
1.0588 |
|
0.618 |
1.0570 |
|
HIGH |
1.0541 |
|
0.618 |
1.0523 |
|
0.500 |
1.0518 |
|
0.382 |
1.0512 |
|
LOW |
1.0494 |
|
0.618 |
1.0465 |
|
1.000 |
1.0447 |
|
1.618 |
1.0418 |
|
2.618 |
1.0371 |
|
4.250 |
1.0294 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0518 |
1.0541 |
| PP |
1.0515 |
1.0530 |
| S1 |
1.0513 |
1.0520 |
|