CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0455 |
0.0038 |
0.4% |
1.0497 |
| High |
1.0450 |
1.0464 |
0.0014 |
0.1% |
1.0527 |
| Low |
1.0417 |
1.0455 |
0.0038 |
0.4% |
1.0417 |
| Close |
1.0449 |
1.0455 |
0.0006 |
0.1% |
1.0449 |
| Range |
0.0033 |
0.0009 |
-0.0024 |
-72.7% |
0.0110 |
| ATR |
|
|
|
|
|
| Volume |
7 |
0 |
-7 |
-100.0% |
7 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0479 |
1.0460 |
|
| R3 |
1.0476 |
1.0470 |
1.0457 |
|
| R2 |
1.0467 |
1.0467 |
1.0457 |
|
| R1 |
1.0461 |
1.0461 |
1.0456 |
1.0460 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0457 |
| S1 |
1.0452 |
1.0452 |
1.0454 |
1.0451 |
| S2 |
1.0449 |
1.0449 |
1.0453 |
|
| S3 |
1.0440 |
1.0443 |
1.0453 |
|
| S4 |
1.0431 |
1.0434 |
1.0450 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0732 |
1.0510 |
|
| R3 |
1.0684 |
1.0622 |
1.0479 |
|
| R2 |
1.0574 |
1.0574 |
1.0469 |
|
| R1 |
1.0512 |
1.0512 |
1.0459 |
1.0488 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0453 |
| S1 |
1.0402 |
1.0402 |
1.0439 |
1.0378 |
| S2 |
1.0354 |
1.0354 |
1.0429 |
|
| S3 |
1.0244 |
1.0292 |
1.0419 |
|
| S4 |
1.0134 |
1.0182 |
1.0389 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0502 |
|
2.618 |
1.0488 |
|
1.618 |
1.0479 |
|
1.000 |
1.0473 |
|
0.618 |
1.0470 |
|
HIGH |
1.0464 |
|
0.618 |
1.0461 |
|
0.500 |
1.0460 |
|
0.382 |
1.0458 |
|
LOW |
1.0455 |
|
0.618 |
1.0449 |
|
1.000 |
1.0446 |
|
1.618 |
1.0440 |
|
2.618 |
1.0431 |
|
4.250 |
1.0417 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0460 |
1.0456 |
| PP |
1.0458 |
1.0455 |
| S1 |
1.0457 |
1.0455 |
|