CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0283 |
1.0237 |
-0.0046 |
-0.4% |
1.0245 |
| High |
1.0312 |
1.0256 |
-0.0056 |
-0.5% |
1.0312 |
| Low |
1.0267 |
1.0237 |
-0.0030 |
-0.3% |
1.0220 |
| Close |
1.0283 |
1.0256 |
-0.0027 |
-0.3% |
1.0256 |
| Range |
0.0045 |
0.0019 |
-0.0026 |
-57.8% |
0.0092 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
0 |
4 |
4 |
|
37 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0307 |
1.0300 |
1.0266 |
|
| R3 |
1.0288 |
1.0281 |
1.0261 |
|
| R2 |
1.0269 |
1.0269 |
1.0259 |
|
| R1 |
1.0262 |
1.0262 |
1.0258 |
1.0266 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0251 |
| S1 |
1.0243 |
1.0243 |
1.0254 |
1.0247 |
| S2 |
1.0231 |
1.0231 |
1.0253 |
|
| S3 |
1.0212 |
1.0224 |
1.0251 |
|
| S4 |
1.0193 |
1.0205 |
1.0246 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0489 |
1.0307 |
|
| R3 |
1.0447 |
1.0397 |
1.0281 |
|
| R2 |
1.0355 |
1.0355 |
1.0273 |
|
| R1 |
1.0305 |
1.0305 |
1.0264 |
1.0330 |
| PP |
1.0263 |
1.0263 |
1.0263 |
1.0275 |
| S1 |
1.0213 |
1.0213 |
1.0248 |
1.0238 |
| S2 |
1.0171 |
1.0171 |
1.0239 |
|
| S3 |
1.0079 |
1.0121 |
1.0231 |
|
| S4 |
0.9987 |
1.0029 |
1.0205 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0337 |
|
2.618 |
1.0306 |
|
1.618 |
1.0287 |
|
1.000 |
1.0275 |
|
0.618 |
1.0268 |
|
HIGH |
1.0256 |
|
0.618 |
1.0249 |
|
0.500 |
1.0247 |
|
0.382 |
1.0244 |
|
LOW |
1.0237 |
|
0.618 |
1.0225 |
|
1.000 |
1.0218 |
|
1.618 |
1.0206 |
|
2.618 |
1.0187 |
|
4.250 |
1.0156 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0253 |
1.0275 |
| PP |
1.0250 |
1.0268 |
| S1 |
1.0247 |
1.0262 |
|