CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0592 |
1.0705 |
0.0113 |
1.1% |
1.0471 |
| High |
1.0721 |
1.0875 |
0.0154 |
1.4% |
1.0604 |
| Low |
1.0556 |
1.0680 |
0.0124 |
1.2% |
1.0471 |
| Close |
1.0697 |
1.0727 |
0.0030 |
0.3% |
1.0515 |
| Range |
0.0165 |
0.0195 |
0.0030 |
18.2% |
0.0133 |
| ATR |
0.0076 |
0.0085 |
0.0008 |
11.1% |
0.0000 |
| Volume |
36 |
24 |
-12 |
-33.3% |
200 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1346 |
1.1231 |
1.0834 |
|
| R3 |
1.1151 |
1.1036 |
1.0781 |
|
| R2 |
1.0956 |
1.0956 |
1.0763 |
|
| R1 |
1.0841 |
1.0841 |
1.0745 |
1.0899 |
| PP |
1.0761 |
1.0761 |
1.0761 |
1.0789 |
| S1 |
1.0646 |
1.0646 |
1.0709 |
1.0704 |
| S2 |
1.0566 |
1.0566 |
1.0691 |
|
| S3 |
1.0371 |
1.0451 |
1.0673 |
|
| S4 |
1.0176 |
1.0256 |
1.0620 |
|
|
| 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 |
1.1704 |
|
2.618 |
1.1386 |
|
1.618 |
1.1191 |
|
1.000 |
1.1070 |
|
0.618 |
1.0996 |
|
HIGH |
1.0875 |
|
0.618 |
1.0801 |
|
0.500 |
1.0778 |
|
0.382 |
1.0754 |
|
LOW |
1.0680 |
|
0.618 |
1.0559 |
|
1.000 |
1.0485 |
|
1.618 |
1.0364 |
|
2.618 |
1.0169 |
|
4.250 |
0.9851 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0778 |
1.0714 |
| PP |
1.0761 |
1.0700 |
| S1 |
1.0744 |
1.0687 |
|