CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0385 |
1.0361 |
-0.0024 |
-0.2% |
1.0425 |
| High |
1.0392 |
1.0391 |
-0.0001 |
0.0% |
1.0437 |
| Low |
1.0349 |
1.0346 |
-0.0003 |
0.0% |
1.0338 |
| Close |
1.0385 |
1.0376 |
-0.0009 |
-0.1% |
1.0376 |
| Range |
0.0043 |
0.0045 |
0.0002 |
4.7% |
0.0099 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
28 |
9 |
-19 |
-67.9% |
43 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0486 |
1.0401 |
|
| R3 |
1.0461 |
1.0441 |
1.0388 |
|
| R2 |
1.0416 |
1.0416 |
1.0384 |
|
| R1 |
1.0396 |
1.0396 |
1.0380 |
1.0406 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0376 |
| S1 |
1.0351 |
1.0351 |
1.0372 |
1.0361 |
| S2 |
1.0326 |
1.0326 |
1.0368 |
|
| S3 |
1.0281 |
1.0306 |
1.0364 |
|
| S4 |
1.0236 |
1.0261 |
1.0351 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0681 |
1.0627 |
1.0430 |
|
| R3 |
1.0582 |
1.0528 |
1.0403 |
|
| R2 |
1.0483 |
1.0483 |
1.0394 |
|
| R1 |
1.0429 |
1.0429 |
1.0385 |
1.0407 |
| PP |
1.0384 |
1.0384 |
1.0384 |
1.0372 |
| S1 |
1.0330 |
1.0330 |
1.0367 |
1.0308 |
| S2 |
1.0285 |
1.0285 |
1.0358 |
|
| S3 |
1.0186 |
1.0231 |
1.0349 |
|
| S4 |
1.0087 |
1.0132 |
1.0322 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0582 |
|
2.618 |
1.0509 |
|
1.618 |
1.0464 |
|
1.000 |
1.0436 |
|
0.618 |
1.0419 |
|
HIGH |
1.0391 |
|
0.618 |
1.0374 |
|
0.500 |
1.0369 |
|
0.382 |
1.0363 |
|
LOW |
1.0346 |
|
0.618 |
1.0318 |
|
1.000 |
1.0301 |
|
1.618 |
1.0273 |
|
2.618 |
1.0228 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0374 |
1.0380 |
| PP |
1.0371 |
1.0379 |
| S1 |
1.0369 |
1.0377 |
|