CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0554 |
1.0575 |
0.0021 |
0.2% |
1.0471 |
| High |
1.0559 |
1.0604 |
0.0045 |
0.4% |
1.0604 |
| Low |
1.0477 |
1.0486 |
0.0009 |
0.1% |
1.0471 |
| Close |
1.0554 |
1.0515 |
-0.0039 |
-0.4% |
1.0515 |
| Range |
0.0082 |
0.0118 |
0.0036 |
43.9% |
0.0133 |
| ATR |
0.0068 |
0.0071 |
0.0004 |
5.3% |
0.0000 |
| Volume |
1 |
11 |
10 |
1,000.0% |
200 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0820 |
1.0580 |
|
| R3 |
1.0771 |
1.0702 |
1.0547 |
|
| R2 |
1.0653 |
1.0653 |
1.0537 |
|
| R1 |
1.0584 |
1.0584 |
1.0526 |
1.0560 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0523 |
| S1 |
1.0466 |
1.0466 |
1.0504 |
1.0442 |
| S2 |
1.0417 |
1.0417 |
1.0493 |
|
| S3 |
1.0299 |
1.0348 |
1.0483 |
|
| S4 |
1.0181 |
1.0230 |
1.0450 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0855 |
1.0588 |
|
| R3 |
1.0796 |
1.0722 |
1.0552 |
|
| R2 |
1.0663 |
1.0663 |
1.0539 |
|
| R1 |
1.0589 |
1.0589 |
1.0527 |
1.0626 |
| PP |
1.0530 |
1.0530 |
1.0530 |
1.0549 |
| S1 |
1.0456 |
1.0456 |
1.0503 |
1.0493 |
| S2 |
1.0397 |
1.0397 |
1.0491 |
|
| S3 |
1.0264 |
1.0323 |
1.0478 |
|
| S4 |
1.0131 |
1.0190 |
1.0442 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1106 |
|
2.618 |
1.0913 |
|
1.618 |
1.0795 |
|
1.000 |
1.0722 |
|
0.618 |
1.0677 |
|
HIGH |
1.0604 |
|
0.618 |
1.0559 |
|
0.500 |
1.0545 |
|
0.382 |
1.0531 |
|
LOW |
1.0486 |
|
0.618 |
1.0413 |
|
1.000 |
1.0368 |
|
1.618 |
1.0295 |
|
2.618 |
1.0177 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0545 |
1.0541 |
| PP |
1.0535 |
1.0532 |
| S1 |
1.0525 |
1.0524 |
|