CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0856 |
1.0907 |
0.0051 |
0.5% |
1.0779 |
| High |
1.0926 |
1.0916 |
-0.0010 |
-0.1% |
1.0926 |
| Low |
1.0822 |
1.0829 |
0.0007 |
0.1% |
1.0764 |
| Close |
1.0897 |
1.0854 |
-0.0043 |
-0.4% |
1.0854 |
| Range |
0.0104 |
0.0087 |
-0.0017 |
-16.3% |
0.0162 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
8 |
27 |
19 |
237.5% |
93 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1127 |
1.1078 |
1.0902 |
|
| R3 |
1.1040 |
1.0991 |
1.0878 |
|
| R2 |
1.0953 |
1.0953 |
1.0870 |
|
| R1 |
1.0904 |
1.0904 |
1.0862 |
1.0885 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0857 |
| S1 |
1.0817 |
1.0817 |
1.0846 |
1.0798 |
| S2 |
1.0779 |
1.0779 |
1.0838 |
|
| S3 |
1.0692 |
1.0730 |
1.0830 |
|
| S4 |
1.0605 |
1.0643 |
1.0806 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1256 |
1.0943 |
|
| R3 |
1.1172 |
1.1094 |
1.0899 |
|
| R2 |
1.1010 |
1.1010 |
1.0884 |
|
| R1 |
1.0932 |
1.0932 |
1.0869 |
1.0971 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0868 |
| S1 |
1.0770 |
1.0770 |
1.0839 |
1.0809 |
| S2 |
1.0686 |
1.0686 |
1.0824 |
|
| S3 |
1.0524 |
1.0608 |
1.0809 |
|
| S4 |
1.0362 |
1.0446 |
1.0765 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1286 |
|
2.618 |
1.1144 |
|
1.618 |
1.1057 |
|
1.000 |
1.1003 |
|
0.618 |
1.0970 |
|
HIGH |
1.0916 |
|
0.618 |
1.0883 |
|
0.500 |
1.0873 |
|
0.382 |
1.0862 |
|
LOW |
1.0829 |
|
0.618 |
1.0775 |
|
1.000 |
1.0742 |
|
1.618 |
1.0688 |
|
2.618 |
1.0601 |
|
4.250 |
1.0459 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0865 |
| PP |
1.0866 |
1.0861 |
| S1 |
1.0860 |
1.0858 |
|