CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0513 |
1.0498 |
-0.0015 |
-0.1% |
1.0471 |
| High |
1.0541 |
1.0567 |
0.0026 |
0.2% |
1.0604 |
| Low |
1.0494 |
1.0498 |
0.0004 |
0.0% |
1.0471 |
| Close |
1.0510 |
1.0557 |
0.0047 |
0.4% |
1.0515 |
| Range |
0.0047 |
0.0069 |
0.0022 |
46.8% |
0.0133 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
18 |
10 |
-8 |
-44.4% |
200 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0721 |
1.0595 |
|
| R3 |
1.0679 |
1.0652 |
1.0576 |
|
| R2 |
1.0610 |
1.0610 |
1.0570 |
|
| R1 |
1.0583 |
1.0583 |
1.0563 |
1.0597 |
| PP |
1.0541 |
1.0541 |
1.0541 |
1.0547 |
| S1 |
1.0514 |
1.0514 |
1.0551 |
1.0528 |
| S2 |
1.0472 |
1.0472 |
1.0544 |
|
| S3 |
1.0403 |
1.0445 |
1.0538 |
|
| S4 |
1.0334 |
1.0376 |
1.0519 |
|
|
| 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 |
1.0860 |
|
2.618 |
1.0748 |
|
1.618 |
1.0679 |
|
1.000 |
1.0636 |
|
0.618 |
1.0610 |
|
HIGH |
1.0567 |
|
0.618 |
1.0541 |
|
0.500 |
1.0533 |
|
0.382 |
1.0524 |
|
LOW |
1.0498 |
|
0.618 |
1.0455 |
|
1.000 |
1.0429 |
|
1.618 |
1.0386 |
|
2.618 |
1.0317 |
|
4.250 |
1.0205 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0549 |
1.0553 |
| PP |
1.0541 |
1.0549 |
| S1 |
1.0533 |
1.0545 |
|