CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0353 |
1.0352 |
-0.0001 |
0.0% |
1.0425 |
| High |
1.0382 |
1.0360 |
-0.0022 |
-0.2% |
1.0437 |
| Low |
1.0344 |
1.0285 |
-0.0059 |
-0.6% |
1.0338 |
| Close |
1.0351 |
1.0291 |
-0.0060 |
-0.6% |
1.0376 |
| Range |
0.0038 |
0.0075 |
0.0037 |
97.4% |
0.0099 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.1% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
43 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0489 |
1.0332 |
|
| R3 |
1.0462 |
1.0414 |
1.0312 |
|
| R2 |
1.0387 |
1.0387 |
1.0305 |
|
| R1 |
1.0339 |
1.0339 |
1.0298 |
1.0326 |
| PP |
1.0312 |
1.0312 |
1.0312 |
1.0305 |
| S1 |
1.0264 |
1.0264 |
1.0284 |
1.0251 |
| S2 |
1.0237 |
1.0237 |
1.0277 |
|
| S3 |
1.0162 |
1.0189 |
1.0270 |
|
| S4 |
1.0087 |
1.0114 |
1.0250 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0681 |
1.0627 |
1.0430 |
|
| R3 |
1.0582 |
1.0528 |
1.0403 |
|
| R2 |
1.0483 |
1.0483 |
1.0394 |
|
| R1 |
1.0429 |
1.0429 |
1.0385 |
1.0407 |
| PP |
1.0384 |
1.0384 |
1.0384 |
1.0372 |
| S1 |
1.0330 |
1.0330 |
1.0367 |
1.0308 |
| S2 |
1.0285 |
1.0285 |
1.0358 |
|
| S3 |
1.0186 |
1.0231 |
1.0349 |
|
| S4 |
1.0087 |
1.0132 |
1.0322 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0679 |
|
2.618 |
1.0556 |
|
1.618 |
1.0481 |
|
1.000 |
1.0435 |
|
0.618 |
1.0406 |
|
HIGH |
1.0360 |
|
0.618 |
1.0331 |
|
0.500 |
1.0323 |
|
0.382 |
1.0314 |
|
LOW |
1.0285 |
|
0.618 |
1.0239 |
|
1.000 |
1.0210 |
|
1.618 |
1.0164 |
|
2.618 |
1.0089 |
|
4.250 |
0.9966 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0323 |
1.0338 |
| PP |
1.0312 |
1.0322 |
| S1 |
1.0302 |
1.0307 |
|