CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0756 |
1.0850 |
0.0094 |
0.9% |
1.0863 |
| High |
1.0835 |
1.0877 |
0.0042 |
0.4% |
1.0880 |
| Low |
1.0750 |
1.0778 |
0.0028 |
0.3% |
1.0668 |
| Close |
1.0811 |
1.0853 |
0.0042 |
0.4% |
1.0764 |
| Range |
0.0085 |
0.0099 |
0.0014 |
16.5% |
0.0212 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.9% |
0.0000 |
| Volume |
25 |
133 |
108 |
432.0% |
523 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1092 |
1.0907 |
|
| R3 |
1.1034 |
1.0993 |
1.0880 |
|
| R2 |
1.0935 |
1.0935 |
1.0871 |
|
| R1 |
1.0894 |
1.0894 |
1.0862 |
1.0915 |
| PP |
1.0836 |
1.0836 |
1.0836 |
1.0846 |
| S1 |
1.0795 |
1.0795 |
1.0844 |
1.0816 |
| S2 |
1.0737 |
1.0737 |
1.0835 |
|
| S3 |
1.0638 |
1.0696 |
1.0826 |
|
| S4 |
1.0539 |
1.0597 |
1.0799 |
|
|
| 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 |
1.1298 |
|
2.618 |
1.1136 |
|
1.618 |
1.1037 |
|
1.000 |
1.0976 |
|
0.618 |
1.0938 |
|
HIGH |
1.0877 |
|
0.618 |
1.0839 |
|
0.500 |
1.0828 |
|
0.382 |
1.0816 |
|
LOW |
1.0778 |
|
0.618 |
1.0717 |
|
1.000 |
1.0679 |
|
1.618 |
1.0618 |
|
2.618 |
1.0519 |
|
4.250 |
1.0357 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0845 |
1.0840 |
| PP |
1.0836 |
1.0826 |
| S1 |
1.0828 |
1.0813 |
|