CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0779 |
1.0774 |
-0.0005 |
0.0% |
1.0513 |
| High |
1.0827 |
1.0855 |
0.0028 |
0.3% |
1.0875 |
| Low |
1.0772 |
1.0764 |
-0.0008 |
-0.1% |
1.0494 |
| Close |
1.0794 |
1.0827 |
0.0033 |
0.3% |
1.0811 |
| Range |
0.0055 |
0.0091 |
0.0036 |
65.5% |
0.0381 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.5% |
0.0000 |
| Volume |
31 |
16 |
-15 |
-48.4% |
109 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1049 |
1.0877 |
|
| R3 |
1.0997 |
1.0958 |
1.0852 |
|
| R2 |
1.0906 |
1.0906 |
1.0844 |
|
| R1 |
1.0867 |
1.0867 |
1.0835 |
1.0887 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0825 |
| S1 |
1.0776 |
1.0776 |
1.0819 |
1.0796 |
| S2 |
1.0724 |
1.0724 |
1.0810 |
|
| S3 |
1.0633 |
1.0685 |
1.0802 |
|
| S4 |
1.0542 |
1.0594 |
1.0777 |
|
|
| 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 |
1.1242 |
|
2.618 |
1.1093 |
|
1.618 |
1.1002 |
|
1.000 |
1.0946 |
|
0.618 |
1.0911 |
|
HIGH |
1.0855 |
|
0.618 |
1.0820 |
|
0.500 |
1.0810 |
|
0.382 |
1.0799 |
|
LOW |
1.0764 |
|
0.618 |
1.0708 |
|
1.000 |
1.0673 |
|
1.618 |
1.0617 |
|
2.618 |
1.0526 |
|
4.250 |
1.0377 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0821 |
1.0815 |
| PP |
1.0815 |
1.0802 |
| S1 |
1.0810 |
1.0790 |
|