CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0455 |
1.0454 |
-0.0001 |
0.0% |
1.0497 |
| High |
1.0464 |
1.0465 |
0.0001 |
0.0% |
1.0527 |
| Low |
1.0455 |
1.0448 |
-0.0007 |
-0.1% |
1.0417 |
| Close |
1.0455 |
1.0454 |
-0.0001 |
0.0% |
1.0449 |
| Range |
0.0009 |
0.0017 |
0.0008 |
88.9% |
0.0110 |
| ATR |
|
|
|
|
|
| Volume |
0 |
8 |
8 |
|
7 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0507 |
1.0497 |
1.0463 |
|
| R3 |
1.0490 |
1.0480 |
1.0459 |
|
| R2 |
1.0473 |
1.0473 |
1.0457 |
|
| R1 |
1.0463 |
1.0463 |
1.0456 |
1.0463 |
| PP |
1.0456 |
1.0456 |
1.0456 |
1.0455 |
| S1 |
1.0446 |
1.0446 |
1.0452 |
1.0446 |
| S2 |
1.0439 |
1.0439 |
1.0451 |
|
| S3 |
1.0422 |
1.0429 |
1.0449 |
|
| S4 |
1.0405 |
1.0412 |
1.0445 |
|
|
| 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 |
1.0537 |
|
2.618 |
1.0510 |
|
1.618 |
1.0493 |
|
1.000 |
1.0482 |
|
0.618 |
1.0476 |
|
HIGH |
1.0465 |
|
0.618 |
1.0459 |
|
0.500 |
1.0457 |
|
0.382 |
1.0454 |
|
LOW |
1.0448 |
|
0.618 |
1.0437 |
|
1.000 |
1.0431 |
|
1.618 |
1.0420 |
|
2.618 |
1.0403 |
|
4.250 |
1.0376 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0457 |
1.0450 |
| PP |
1.0456 |
1.0445 |
| S1 |
1.0455 |
1.0441 |
|