CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0907 |
1.0863 |
-0.0044 |
-0.4% |
1.0779 |
| High |
1.0916 |
1.0880 |
-0.0036 |
-0.3% |
1.0926 |
| Low |
1.0829 |
1.0774 |
-0.0055 |
-0.5% |
1.0764 |
| Close |
1.0854 |
1.0806 |
-0.0048 |
-0.4% |
1.0854 |
| Range |
0.0087 |
0.0106 |
0.0019 |
21.8% |
0.0162 |
| ATR |
0.0086 |
0.0088 |
0.0001 |
1.6% |
0.0000 |
| Volume |
27 |
10 |
-17 |
-63.0% |
93 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1078 |
1.0864 |
|
| R3 |
1.1032 |
1.0972 |
1.0835 |
|
| R2 |
1.0926 |
1.0926 |
1.0825 |
|
| R1 |
1.0866 |
1.0866 |
1.0816 |
1.0843 |
| PP |
1.0820 |
1.0820 |
1.0820 |
1.0809 |
| S1 |
1.0760 |
1.0760 |
1.0796 |
1.0737 |
| S2 |
1.0714 |
1.0714 |
1.0787 |
|
| S3 |
1.0608 |
1.0654 |
1.0777 |
|
| S4 |
1.0502 |
1.0548 |
1.0748 |
|
|
| 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 |
1.1331 |
|
2.618 |
1.1158 |
|
1.618 |
1.1052 |
|
1.000 |
1.0986 |
|
0.618 |
1.0946 |
|
HIGH |
1.0880 |
|
0.618 |
1.0840 |
|
0.500 |
1.0827 |
|
0.382 |
1.0814 |
|
LOW |
1.0774 |
|
0.618 |
1.0708 |
|
1.000 |
1.0668 |
|
1.618 |
1.0602 |
|
2.618 |
1.0496 |
|
4.250 |
1.0324 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0827 |
1.0850 |
| PP |
1.0820 |
1.0835 |
| S1 |
1.0813 |
1.0821 |
|