CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 08-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0802 |
1.0703 |
-0.0099 |
-0.9% |
1.0779 |
| High |
1.0816 |
1.0797 |
-0.0019 |
-0.2% |
1.0926 |
| Low |
1.0687 |
1.0668 |
-0.0019 |
-0.2% |
1.0764 |
| Close |
1.0718 |
1.0785 |
0.0067 |
0.6% |
1.0854 |
| Range |
0.0129 |
0.0129 |
0.0000 |
0.0% |
0.0162 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
3.0% |
0.0000 |
| Volume |
365 |
75 |
-290 |
-79.5% |
93 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1090 |
1.0856 |
|
| R3 |
1.1008 |
1.0961 |
1.0820 |
|
| R2 |
1.0879 |
1.0879 |
1.0809 |
|
| R1 |
1.0832 |
1.0832 |
1.0797 |
1.0856 |
| PP |
1.0750 |
1.0750 |
1.0750 |
1.0762 |
| S1 |
1.0703 |
1.0703 |
1.0773 |
1.0727 |
| S2 |
1.0621 |
1.0621 |
1.0761 |
|
| S3 |
1.0492 |
1.0574 |
1.0750 |
|
| S4 |
1.0363 |
1.0445 |
1.0714 |
|
|
| 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 |
1.1345 |
|
2.618 |
1.1135 |
|
1.618 |
1.1006 |
|
1.000 |
1.0926 |
|
0.618 |
1.0877 |
|
HIGH |
1.0797 |
|
0.618 |
1.0748 |
|
0.500 |
1.0733 |
|
0.382 |
1.0717 |
|
LOW |
1.0668 |
|
0.618 |
1.0588 |
|
1.000 |
1.0539 |
|
1.618 |
1.0459 |
|
2.618 |
1.0330 |
|
4.250 |
1.0120 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0768 |
1.0777 |
| PP |
1.0750 |
1.0770 |
| S1 |
1.0733 |
1.0762 |
|