CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0850 |
1.0878 |
0.0028 |
0.3% |
1.0863 |
| High |
1.0877 |
1.0963 |
0.0086 |
0.8% |
1.0880 |
| Low |
1.0778 |
1.0874 |
0.0096 |
0.9% |
1.0668 |
| Close |
1.0853 |
1.0945 |
0.0092 |
0.8% |
1.0764 |
| Range |
0.0099 |
0.0089 |
-0.0010 |
-10.1% |
0.0212 |
| ATR |
0.0089 |
0.0090 |
0.0002 |
1.7% |
0.0000 |
| Volume |
133 |
113 |
-20 |
-15.0% |
523 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1159 |
1.0994 |
|
| R3 |
1.1105 |
1.1070 |
1.0969 |
|
| R2 |
1.1016 |
1.1016 |
1.0961 |
|
| R1 |
1.0981 |
1.0981 |
1.0953 |
1.0999 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0936 |
| S1 |
1.0892 |
1.0892 |
1.0937 |
1.0910 |
| S2 |
1.0838 |
1.0838 |
1.0929 |
|
| S3 |
1.0749 |
1.0803 |
1.0921 |
|
| S4 |
1.0660 |
1.0714 |
1.0896 |
|
|
| 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 |
1.1341 |
|
2.618 |
1.1196 |
|
1.618 |
1.1107 |
|
1.000 |
1.1052 |
|
0.618 |
1.1018 |
|
HIGH |
1.0963 |
|
0.618 |
1.0929 |
|
0.500 |
1.0919 |
|
0.382 |
1.0908 |
|
LOW |
1.0874 |
|
0.618 |
1.0819 |
|
1.000 |
1.0785 |
|
1.618 |
1.0730 |
|
2.618 |
1.0641 |
|
4.250 |
1.0496 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0916 |
| PP |
1.0927 |
1.0886 |
| S1 |
1.0919 |
1.0857 |
|