CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0705 |
1.0828 |
0.0123 |
1.1% |
1.0513 |
| High |
1.0875 |
1.0839 |
-0.0036 |
-0.3% |
1.0875 |
| Low |
1.0680 |
1.0725 |
0.0045 |
0.4% |
1.0494 |
| Close |
1.0727 |
1.0811 |
0.0084 |
0.8% |
1.0811 |
| Range |
0.0195 |
0.0114 |
-0.0081 |
-41.5% |
0.0381 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.4% |
0.0000 |
| Volume |
24 |
21 |
-3 |
-12.5% |
109 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1134 |
1.1086 |
1.0874 |
|
| R3 |
1.1020 |
1.0972 |
1.0842 |
|
| R2 |
1.0906 |
1.0906 |
1.0832 |
|
| R1 |
1.0858 |
1.0858 |
1.0821 |
1.0825 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0775 |
| S1 |
1.0744 |
1.0744 |
1.0801 |
1.0711 |
| S2 |
1.0678 |
1.0678 |
1.0790 |
|
| S3 |
1.0564 |
1.0630 |
1.0780 |
|
| S4 |
1.0450 |
1.0516 |
1.0748 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1870 |
1.1721 |
1.1021 |
|
| R3 |
1.1489 |
1.1340 |
1.0916 |
|
| R2 |
1.1108 |
1.1108 |
1.0881 |
|
| R1 |
1.0959 |
1.0959 |
1.0846 |
1.1034 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0764 |
| S1 |
1.0578 |
1.0578 |
1.0776 |
1.0653 |
| S2 |
1.0346 |
1.0346 |
1.0741 |
|
| S3 |
0.9965 |
1.0197 |
1.0706 |
|
| S4 |
0.9584 |
0.9816 |
1.0601 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1324 |
|
2.618 |
1.1137 |
|
1.618 |
1.1023 |
|
1.000 |
1.0953 |
|
0.618 |
1.0909 |
|
HIGH |
1.0839 |
|
0.618 |
1.0795 |
|
0.500 |
1.0782 |
|
0.382 |
1.0769 |
|
LOW |
1.0725 |
|
0.618 |
1.0655 |
|
1.000 |
1.0611 |
|
1.618 |
1.0541 |
|
2.618 |
1.0427 |
|
4.250 |
1.0241 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0801 |
1.0779 |
| PP |
1.0792 |
1.0747 |
| S1 |
1.0782 |
1.0716 |
|