CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 21-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0865 |
1.0785 |
-0.0080 |
-0.7% |
1.0769 |
| High |
1.0900 |
1.0806 |
-0.0094 |
-0.9% |
1.0991 |
| Low |
1.0779 |
1.0748 |
-0.0031 |
-0.3% |
1.0748 |
| Close |
1.0790 |
1.0759 |
-0.0031 |
-0.3% |
1.0889 |
| Range |
0.0121 |
0.0058 |
-0.0063 |
-52.1% |
0.0243 |
| ATR |
0.0094 |
0.0092 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
106 |
109 |
3 |
2.8% |
360 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0910 |
1.0791 |
|
| R3 |
1.0887 |
1.0852 |
1.0775 |
|
| R2 |
1.0829 |
1.0829 |
1.0770 |
|
| R1 |
1.0794 |
1.0794 |
1.0764 |
1.0783 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0765 |
| S1 |
1.0736 |
1.0736 |
1.0754 |
1.0725 |
| S2 |
1.0713 |
1.0713 |
1.0748 |
|
| S3 |
1.0655 |
1.0678 |
1.0743 |
|
| S4 |
1.0597 |
1.0620 |
1.0727 |
|
|
| 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 |
1.1053 |
|
2.618 |
1.0958 |
|
1.618 |
1.0900 |
|
1.000 |
1.0864 |
|
0.618 |
1.0842 |
|
HIGH |
1.0806 |
|
0.618 |
1.0784 |
|
0.500 |
1.0777 |
|
0.382 |
1.0770 |
|
LOW |
1.0748 |
|
0.618 |
1.0712 |
|
1.000 |
1.0690 |
|
1.618 |
1.0654 |
|
2.618 |
1.0596 |
|
4.250 |
1.0502 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0870 |
| PP |
1.0771 |
1.0833 |
| S1 |
1.0765 |
1.0796 |
|