CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0703 |
1.0802 |
0.0099 |
0.9% |
1.0863 |
| High |
1.0797 |
1.0803 |
0.0006 |
0.1% |
1.0880 |
| Low |
1.0668 |
1.0741 |
0.0073 |
0.7% |
1.0668 |
| Close |
1.0785 |
1.0764 |
-0.0021 |
-0.2% |
1.0764 |
| Range |
0.0129 |
0.0062 |
-0.0067 |
-51.9% |
0.0212 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
75 |
23 |
-52 |
-69.3% |
523 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0922 |
1.0798 |
|
| R3 |
1.0893 |
1.0860 |
1.0781 |
|
| R2 |
1.0831 |
1.0831 |
1.0775 |
|
| R1 |
1.0798 |
1.0798 |
1.0770 |
1.0784 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0762 |
| S1 |
1.0736 |
1.0736 |
1.0758 |
1.0722 |
| S2 |
1.0707 |
1.0707 |
1.0753 |
|
| S3 |
1.0645 |
1.0674 |
1.0747 |
|
| S4 |
1.0583 |
1.0612 |
1.0730 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1297 |
1.0881 |
|
| R3 |
1.1195 |
1.1085 |
1.0822 |
|
| R2 |
1.0983 |
1.0983 |
1.0803 |
|
| R1 |
1.0873 |
1.0873 |
1.0783 |
1.0822 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0745 |
| S1 |
1.0661 |
1.0661 |
1.0745 |
1.0610 |
| S2 |
1.0559 |
1.0559 |
1.0725 |
|
| S3 |
1.0347 |
1.0449 |
1.0706 |
|
| S4 |
1.0135 |
1.0237 |
1.0647 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1067 |
|
2.618 |
1.0965 |
|
1.618 |
1.0903 |
|
1.000 |
1.0865 |
|
0.618 |
1.0841 |
|
HIGH |
1.0803 |
|
0.618 |
1.0779 |
|
0.500 |
1.0772 |
|
0.382 |
1.0765 |
|
LOW |
1.0741 |
|
0.618 |
1.0703 |
|
1.000 |
1.0679 |
|
1.618 |
1.0641 |
|
2.618 |
1.0579 |
|
4.250 |
1.0478 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0757 |
| PP |
1.0769 |
1.0749 |
| S1 |
1.0767 |
1.0742 |
|