CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0842 |
1.0856 |
0.0014 |
0.1% |
1.0513 |
| High |
1.0883 |
1.0926 |
0.0043 |
0.4% |
1.0875 |
| Low |
1.0804 |
1.0822 |
0.0018 |
0.2% |
1.0494 |
| Close |
1.0857 |
1.0897 |
0.0040 |
0.4% |
1.0811 |
| Range |
0.0079 |
0.0104 |
0.0025 |
31.6% |
0.0381 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.6% |
0.0000 |
| Volume |
11 |
8 |
-3 |
-27.3% |
109 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1149 |
1.0954 |
|
| R3 |
1.1090 |
1.1045 |
1.0926 |
|
| R2 |
1.0986 |
1.0986 |
1.0916 |
|
| R1 |
1.0941 |
1.0941 |
1.0907 |
1.0964 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0893 |
| S1 |
1.0837 |
1.0837 |
1.0887 |
1.0860 |
| S2 |
1.0778 |
1.0778 |
1.0878 |
|
| S3 |
1.0674 |
1.0733 |
1.0868 |
|
| S4 |
1.0570 |
1.0629 |
1.0840 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1870 |
1.1721 |
1.1021 |
|
| R3 |
1.1489 |
1.1340 |
1.0916 |
|
| R2 |
1.1108 |
1.1108 |
1.0881 |
|
| R1 |
1.0959 |
1.0959 |
1.0846 |
1.1034 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0764 |
| S1 |
1.0578 |
1.0578 |
1.0776 |
1.0653 |
| S2 |
1.0346 |
1.0346 |
1.0741 |
|
| S3 |
0.9965 |
1.0197 |
1.0706 |
|
| S4 |
0.9584 |
0.9816 |
1.0601 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1368 |
|
2.618 |
1.1198 |
|
1.618 |
1.1094 |
|
1.000 |
1.1030 |
|
0.618 |
1.0990 |
|
HIGH |
1.0926 |
|
0.618 |
1.0886 |
|
0.500 |
1.0874 |
|
0.382 |
1.0862 |
|
LOW |
1.0822 |
|
0.618 |
1.0758 |
|
1.000 |
1.0718 |
|
1.618 |
1.0654 |
|
2.618 |
1.0550 |
|
4.250 |
1.0380 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0880 |
| PP |
1.0882 |
1.0862 |
| S1 |
1.0874 |
1.0845 |
|