CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 22-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0785 |
1.0761 |
-0.0024 |
-0.2% |
1.0769 |
| High |
1.0806 |
1.0824 |
0.0018 |
0.2% |
1.0991 |
| Low |
1.0748 |
1.0731 |
-0.0017 |
-0.2% |
1.0748 |
| Close |
1.0759 |
1.0819 |
0.0060 |
0.6% |
1.0889 |
| Range |
0.0058 |
0.0093 |
0.0035 |
60.3% |
0.0243 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.1% |
0.0000 |
| Volume |
109 |
27 |
-82 |
-75.2% |
360 |
|
| Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.1038 |
1.0870 |
|
| R3 |
1.0977 |
1.0945 |
1.0845 |
|
| R2 |
1.0884 |
1.0884 |
1.0836 |
|
| R1 |
1.0852 |
1.0852 |
1.0828 |
1.0868 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0800 |
| S1 |
1.0759 |
1.0759 |
1.0810 |
1.0775 |
| S2 |
1.0698 |
1.0698 |
1.0802 |
|
| S3 |
1.0605 |
1.0666 |
1.0793 |
|
| S4 |
1.0512 |
1.0573 |
1.0768 |
|
|
| 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 |
1.1219 |
|
2.618 |
1.1067 |
|
1.618 |
1.0974 |
|
1.000 |
1.0917 |
|
0.618 |
1.0881 |
|
HIGH |
1.0824 |
|
0.618 |
1.0788 |
|
0.500 |
1.0778 |
|
0.382 |
1.0767 |
|
LOW |
1.0731 |
|
0.618 |
1.0674 |
|
1.000 |
1.0638 |
|
1.618 |
1.0581 |
|
2.618 |
1.0488 |
|
4.250 |
1.0336 |
|
|
| Fisher Pivots for day following 22-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0805 |
1.0818 |
| PP |
1.0791 |
1.0817 |
| S1 |
1.0778 |
1.0816 |
|