CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0430 |
1.0396 |
-0.0034 |
-0.3% |
1.0497 |
| High |
1.0481 |
1.0425 |
-0.0056 |
-0.5% |
1.0527 |
| Low |
1.0415 |
1.0375 |
-0.0040 |
-0.4% |
1.0417 |
| Close |
1.0415 |
1.0381 |
-0.0034 |
-0.3% |
1.0449 |
| Range |
0.0066 |
0.0050 |
-0.0016 |
-24.2% |
0.0110 |
| ATR |
0.0000 |
0.0047 |
0.0047 |
|
0.0000 |
| Volume |
1 |
217 |
216 |
21,600.0% |
7 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0544 |
1.0512 |
1.0409 |
|
| R3 |
1.0494 |
1.0462 |
1.0395 |
|
| R2 |
1.0444 |
1.0444 |
1.0390 |
|
| R1 |
1.0412 |
1.0412 |
1.0386 |
1.0403 |
| PP |
1.0394 |
1.0394 |
1.0394 |
1.0389 |
| S1 |
1.0362 |
1.0362 |
1.0376 |
1.0353 |
| S2 |
1.0344 |
1.0344 |
1.0372 |
|
| S3 |
1.0294 |
1.0312 |
1.0367 |
|
| S4 |
1.0244 |
1.0262 |
1.0354 |
|
|
| 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 |
1.0638 |
|
2.618 |
1.0556 |
|
1.618 |
1.0506 |
|
1.000 |
1.0475 |
|
0.618 |
1.0456 |
|
HIGH |
1.0425 |
|
0.618 |
1.0406 |
|
0.500 |
1.0400 |
|
0.382 |
1.0394 |
|
LOW |
1.0375 |
|
0.618 |
1.0344 |
|
1.000 |
1.0325 |
|
1.618 |
1.0294 |
|
2.618 |
1.0244 |
|
4.250 |
1.0163 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0400 |
1.0428 |
| PP |
1.0394 |
1.0412 |
| S1 |
1.0387 |
1.0397 |
|