CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0863 |
1.0843 |
-0.0020 |
-0.2% |
1.0779 |
| High |
1.0880 |
1.0856 |
-0.0024 |
-0.2% |
1.0926 |
| Low |
1.0774 |
1.0757 |
-0.0017 |
-0.2% |
1.0764 |
| Close |
1.0806 |
1.0797 |
-0.0009 |
-0.1% |
1.0854 |
| Range |
0.0106 |
0.0099 |
-0.0007 |
-6.6% |
0.0162 |
| ATR |
0.0088 |
0.0088 |
0.0001 |
0.9% |
0.0000 |
| Volume |
10 |
50 |
40 |
400.0% |
93 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1048 |
1.0851 |
|
| R3 |
1.1001 |
1.0949 |
1.0824 |
|
| R2 |
1.0902 |
1.0902 |
1.0815 |
|
| R1 |
1.0850 |
1.0850 |
1.0806 |
1.0827 |
| PP |
1.0803 |
1.0803 |
1.0803 |
1.0792 |
| S1 |
1.0751 |
1.0751 |
1.0788 |
1.0728 |
| S2 |
1.0704 |
1.0704 |
1.0779 |
|
| S3 |
1.0605 |
1.0652 |
1.0770 |
|
| S4 |
1.0506 |
1.0553 |
1.0743 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1256 |
1.0943 |
|
| R3 |
1.1172 |
1.1094 |
1.0899 |
|
| R2 |
1.1010 |
1.1010 |
1.0884 |
|
| R1 |
1.0932 |
1.0932 |
1.0869 |
1.0971 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0868 |
| S1 |
1.0770 |
1.0770 |
1.0839 |
1.0809 |
| S2 |
1.0686 |
1.0686 |
1.0824 |
|
| S3 |
1.0524 |
1.0608 |
1.0809 |
|
| S4 |
1.0362 |
1.0446 |
1.0765 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1277 |
|
2.618 |
1.1115 |
|
1.618 |
1.1016 |
|
1.000 |
1.0955 |
|
0.618 |
1.0917 |
|
HIGH |
1.0856 |
|
0.618 |
1.0818 |
|
0.500 |
1.0807 |
|
0.382 |
1.0795 |
|
LOW |
1.0757 |
|
0.618 |
1.0696 |
|
1.000 |
1.0658 |
|
1.618 |
1.0597 |
|
2.618 |
1.0498 |
|
4.250 |
1.0336 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0807 |
1.0837 |
| PP |
1.0803 |
1.0823 |
| S1 |
1.0800 |
1.0810 |
|