CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 16-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0948 |
0.0070 |
0.6% |
1.0769 |
| High |
1.0963 |
1.0991 |
0.0028 |
0.3% |
1.0991 |
| Low |
1.0874 |
1.0875 |
0.0001 |
0.0% |
1.0748 |
| Close |
1.0945 |
1.0889 |
-0.0056 |
-0.5% |
1.0889 |
| Range |
0.0089 |
0.0116 |
0.0027 |
30.3% |
0.0243 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.0% |
0.0000 |
| Volume |
113 |
66 |
-47 |
-41.6% |
360 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1266 |
1.1194 |
1.0953 |
|
| R3 |
1.1150 |
1.1078 |
1.0921 |
|
| R2 |
1.1034 |
1.1034 |
1.0910 |
|
| R1 |
1.0962 |
1.0962 |
1.0900 |
1.0940 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0908 |
| S1 |
1.0846 |
1.0846 |
1.0878 |
1.0824 |
| S2 |
1.0802 |
1.0802 |
1.0868 |
|
| S3 |
1.0686 |
1.0730 |
1.0857 |
|
| S4 |
1.0570 |
1.0614 |
1.0825 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1605 |
1.1490 |
1.1023 |
|
| R3 |
1.1362 |
1.1247 |
1.0956 |
|
| R2 |
1.1119 |
1.1119 |
1.0934 |
|
| R1 |
1.1004 |
1.1004 |
1.0911 |
1.1062 |
| PP |
1.0876 |
1.0876 |
1.0876 |
1.0905 |
| S1 |
1.0761 |
1.0761 |
1.0867 |
1.0819 |
| S2 |
1.0633 |
1.0633 |
1.0844 |
|
| S3 |
1.0390 |
1.0518 |
1.0822 |
|
| S4 |
1.0147 |
1.0275 |
1.0755 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1484 |
|
2.618 |
1.1295 |
|
1.618 |
1.1179 |
|
1.000 |
1.1107 |
|
0.618 |
1.1063 |
|
HIGH |
1.0991 |
|
0.618 |
1.0947 |
|
0.500 |
1.0933 |
|
0.382 |
1.0919 |
|
LOW |
1.0875 |
|
0.618 |
1.0803 |
|
1.000 |
1.0759 |
|
1.618 |
1.0687 |
|
2.618 |
1.0571 |
|
4.250 |
1.0382 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0933 |
1.0888 |
| PP |
1.0918 |
1.0886 |
| S1 |
1.0904 |
1.0885 |
|