CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0802 |
1.0769 |
-0.0033 |
-0.3% |
1.0863 |
| High |
1.0803 |
1.0789 |
-0.0014 |
-0.1% |
1.0880 |
| Low |
1.0741 |
1.0748 |
0.0007 |
0.1% |
1.0668 |
| Close |
1.0764 |
1.0760 |
-0.0004 |
0.0% |
1.0764 |
| Range |
0.0062 |
0.0041 |
-0.0021 |
-33.9% |
0.0212 |
| ATR |
0.0092 |
0.0088 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
23 |
23 |
0 |
0.0% |
523 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0865 |
1.0783 |
|
| R3 |
1.0848 |
1.0824 |
1.0771 |
|
| R2 |
1.0807 |
1.0807 |
1.0768 |
|
| R1 |
1.0783 |
1.0783 |
1.0764 |
1.0775 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0761 |
| S1 |
1.0742 |
1.0742 |
1.0756 |
1.0734 |
| S2 |
1.0725 |
1.0725 |
1.0752 |
|
| S3 |
1.0684 |
1.0701 |
1.0749 |
|
| S4 |
1.0643 |
1.0660 |
1.0737 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1297 |
1.0881 |
|
| R3 |
1.1195 |
1.1085 |
1.0822 |
|
| R2 |
1.0983 |
1.0983 |
1.0803 |
|
| R1 |
1.0873 |
1.0873 |
1.0783 |
1.0822 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0745 |
| S1 |
1.0661 |
1.0661 |
1.0745 |
1.0610 |
| S2 |
1.0559 |
1.0559 |
1.0725 |
|
| S3 |
1.0347 |
1.0449 |
1.0706 |
|
| S4 |
1.0135 |
1.0237 |
1.0647 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0963 |
|
2.618 |
1.0896 |
|
1.618 |
1.0855 |
|
1.000 |
1.0830 |
|
0.618 |
1.0814 |
|
HIGH |
1.0789 |
|
0.618 |
1.0773 |
|
0.500 |
1.0769 |
|
0.382 |
1.0764 |
|
LOW |
1.0748 |
|
0.618 |
1.0723 |
|
1.000 |
1.0707 |
|
1.618 |
1.0682 |
|
2.618 |
1.0641 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0769 |
1.0752 |
| PP |
1.0766 |
1.0744 |
| S1 |
1.0763 |
1.0736 |
|