CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 20-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0948 |
1.0865 |
-0.0083 |
-0.8% |
1.0769 |
| High |
1.0991 |
1.0900 |
-0.0091 |
-0.8% |
1.0991 |
| Low |
1.0875 |
1.0779 |
-0.0096 |
-0.9% |
1.0748 |
| Close |
1.0889 |
1.0790 |
-0.0099 |
-0.9% |
1.0889 |
| Range |
0.0116 |
0.0121 |
0.0005 |
4.3% |
0.0243 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.2% |
0.0000 |
| Volume |
66 |
106 |
40 |
60.6% |
360 |
|
| Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1186 |
1.1109 |
1.0857 |
|
| R3 |
1.1065 |
1.0988 |
1.0823 |
|
| R2 |
1.0944 |
1.0944 |
1.0812 |
|
| R1 |
1.0867 |
1.0867 |
1.0801 |
1.0845 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0812 |
| S1 |
1.0746 |
1.0746 |
1.0779 |
1.0724 |
| S2 |
1.0702 |
1.0702 |
1.0768 |
|
| S3 |
1.0581 |
1.0625 |
1.0757 |
|
| S4 |
1.0460 |
1.0504 |
1.0723 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1605 |
1.1490 |
1.1023 |
|
| R3 |
1.1362 |
1.1247 |
1.0956 |
|
| R2 |
1.1119 |
1.1119 |
1.0934 |
|
| R1 |
1.1004 |
1.1004 |
1.0911 |
1.1062 |
| PP |
1.0876 |
1.0876 |
1.0876 |
1.0905 |
| S1 |
1.0761 |
1.0761 |
1.0867 |
1.0819 |
| S2 |
1.0633 |
1.0633 |
1.0844 |
|
| S3 |
1.0390 |
1.0518 |
1.0822 |
|
| S4 |
1.0147 |
1.0275 |
1.0755 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1414 |
|
2.618 |
1.1217 |
|
1.618 |
1.1096 |
|
1.000 |
1.1021 |
|
0.618 |
1.0975 |
|
HIGH |
1.0900 |
|
0.618 |
1.0854 |
|
0.500 |
1.0840 |
|
0.382 |
1.0825 |
|
LOW |
1.0779 |
|
0.618 |
1.0704 |
|
1.000 |
1.0658 |
|
1.618 |
1.0583 |
|
2.618 |
1.0462 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 20-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0840 |
1.0885 |
| PP |
1.0823 |
1.0853 |
| S1 |
1.0807 |
1.0822 |
|