CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0774 |
1.0842 |
0.0068 |
0.6% |
1.0513 |
| High |
1.0855 |
1.0883 |
0.0028 |
0.3% |
1.0875 |
| Low |
1.0764 |
1.0804 |
0.0040 |
0.4% |
1.0494 |
| Close |
1.0827 |
1.0857 |
0.0030 |
0.3% |
1.0811 |
| Range |
0.0091 |
0.0079 |
-0.0012 |
-13.2% |
0.0381 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
16 |
11 |
-5 |
-31.3% |
109 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.1050 |
1.0900 |
|
| R3 |
1.1006 |
1.0971 |
1.0879 |
|
| R2 |
1.0927 |
1.0927 |
1.0871 |
|
| R1 |
1.0892 |
1.0892 |
1.0864 |
1.0910 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0857 |
| S1 |
1.0813 |
1.0813 |
1.0850 |
1.0831 |
| S2 |
1.0769 |
1.0769 |
1.0843 |
|
| S3 |
1.0690 |
1.0734 |
1.0835 |
|
| S4 |
1.0611 |
1.0655 |
1.0814 |
|
|
| 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 |
1.1219 |
|
2.618 |
1.1090 |
|
1.618 |
1.1011 |
|
1.000 |
1.0962 |
|
0.618 |
1.0932 |
|
HIGH |
1.0883 |
|
0.618 |
1.0853 |
|
0.500 |
1.0844 |
|
0.382 |
1.0834 |
|
LOW |
1.0804 |
|
0.618 |
1.0755 |
|
1.000 |
1.0725 |
|
1.618 |
1.0676 |
|
2.618 |
1.0597 |
|
4.250 |
1.0468 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0853 |
1.0846 |
| PP |
1.0848 |
1.0835 |
| S1 |
1.0844 |
1.0824 |
|