CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0843 |
1.0802 |
-0.0041 |
-0.4% |
1.0779 |
| High |
1.0856 |
1.0816 |
-0.0040 |
-0.4% |
1.0926 |
| Low |
1.0757 |
1.0687 |
-0.0070 |
-0.7% |
1.0764 |
| Close |
1.0797 |
1.0718 |
-0.0079 |
-0.7% |
1.0854 |
| Range |
0.0099 |
0.0129 |
0.0030 |
30.3% |
0.0162 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.3% |
0.0000 |
| Volume |
50 |
365 |
315 |
630.0% |
93 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1127 |
1.1052 |
1.0789 |
|
| R3 |
1.0998 |
1.0923 |
1.0753 |
|
| R2 |
1.0869 |
1.0869 |
1.0742 |
|
| R1 |
1.0794 |
1.0794 |
1.0730 |
1.0767 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0727 |
| S1 |
1.0665 |
1.0665 |
1.0706 |
1.0638 |
| S2 |
1.0611 |
1.0611 |
1.0694 |
|
| S3 |
1.0482 |
1.0536 |
1.0683 |
|
| S4 |
1.0353 |
1.0407 |
1.0647 |
|
|
| 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 |
1.1364 |
|
2.618 |
1.1154 |
|
1.618 |
1.1025 |
|
1.000 |
1.0945 |
|
0.618 |
1.0896 |
|
HIGH |
1.0816 |
|
0.618 |
1.0767 |
|
0.500 |
1.0752 |
|
0.382 |
1.0736 |
|
LOW |
1.0687 |
|
0.618 |
1.0607 |
|
1.000 |
1.0558 |
|
1.618 |
1.0478 |
|
2.618 |
1.0349 |
|
4.250 |
1.0139 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0752 |
1.0784 |
| PP |
1.0740 |
1.0762 |
| S1 |
1.0729 |
1.0740 |
|