CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0498 |
1.0592 |
0.0094 |
0.9% |
1.0471 |
| High |
1.0567 |
1.0721 |
0.0154 |
1.5% |
1.0604 |
| Low |
1.0498 |
1.0556 |
0.0058 |
0.6% |
1.0471 |
| Close |
1.0557 |
1.0697 |
0.0140 |
1.3% |
1.0515 |
| Range |
0.0069 |
0.0165 |
0.0096 |
139.1% |
0.0133 |
| ATR |
0.0070 |
0.0076 |
0.0007 |
9.8% |
0.0000 |
| Volume |
10 |
36 |
26 |
260.0% |
200 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1153 |
1.1090 |
1.0788 |
|
| R3 |
1.0988 |
1.0925 |
1.0742 |
|
| R2 |
1.0823 |
1.0823 |
1.0727 |
|
| R1 |
1.0760 |
1.0760 |
1.0712 |
1.0792 |
| PP |
1.0658 |
1.0658 |
1.0658 |
1.0674 |
| S1 |
1.0595 |
1.0595 |
1.0682 |
1.0627 |
| S2 |
1.0493 |
1.0493 |
1.0667 |
|
| S3 |
1.0328 |
1.0430 |
1.0652 |
|
| S4 |
1.0163 |
1.0265 |
1.0606 |
|
|
| 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 |
1.1422 |
|
2.618 |
1.1153 |
|
1.618 |
1.0988 |
|
1.000 |
1.0886 |
|
0.618 |
1.0823 |
|
HIGH |
1.0721 |
|
0.618 |
1.0658 |
|
0.500 |
1.0639 |
|
0.382 |
1.0619 |
|
LOW |
1.0556 |
|
0.618 |
1.0454 |
|
1.000 |
1.0391 |
|
1.618 |
1.0289 |
|
2.618 |
1.0124 |
|
4.250 |
0.9855 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0678 |
1.0667 |
| PP |
1.0658 |
1.0637 |
| S1 |
1.0639 |
1.0608 |
|