CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0381 |
1.0416 |
0.0035 |
0.3% |
1.0455 |
| High |
1.0411 |
1.0421 |
0.0010 |
0.1% |
1.0481 |
| Low |
1.0381 |
1.0374 |
-0.0007 |
-0.1% |
1.0375 |
| Close |
1.0394 |
1.0375 |
-0.0019 |
-0.2% |
1.0394 |
| Range |
0.0030 |
0.0047 |
0.0017 |
56.7% |
0.0106 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2 |
32 |
30 |
1,500.0% |
228 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0531 |
1.0500 |
1.0401 |
|
| R3 |
1.0484 |
1.0453 |
1.0388 |
|
| R2 |
1.0437 |
1.0437 |
1.0384 |
|
| R1 |
1.0406 |
1.0406 |
1.0379 |
1.0398 |
| PP |
1.0390 |
1.0390 |
1.0390 |
1.0386 |
| S1 |
1.0359 |
1.0359 |
1.0371 |
1.0351 |
| S2 |
1.0343 |
1.0343 |
1.0366 |
|
| S3 |
1.0296 |
1.0312 |
1.0362 |
|
| S4 |
1.0249 |
1.0265 |
1.0349 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0735 |
1.0670 |
1.0452 |
|
| R3 |
1.0629 |
1.0564 |
1.0423 |
|
| R2 |
1.0523 |
1.0523 |
1.0413 |
|
| R1 |
1.0458 |
1.0458 |
1.0404 |
1.0438 |
| PP |
1.0417 |
1.0417 |
1.0417 |
1.0406 |
| S1 |
1.0352 |
1.0352 |
1.0384 |
1.0332 |
| S2 |
1.0311 |
1.0311 |
1.0375 |
|
| S3 |
1.0205 |
1.0246 |
1.0365 |
|
| S4 |
1.0099 |
1.0140 |
1.0336 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0621 |
|
2.618 |
1.0544 |
|
1.618 |
1.0497 |
|
1.000 |
1.0468 |
|
0.618 |
1.0450 |
|
HIGH |
1.0421 |
|
0.618 |
1.0403 |
|
0.500 |
1.0398 |
|
0.382 |
1.0392 |
|
LOW |
1.0374 |
|
0.618 |
1.0345 |
|
1.000 |
1.0327 |
|
1.618 |
1.0298 |
|
2.618 |
1.0251 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0398 |
1.0400 |
| PP |
1.0390 |
1.0391 |
| S1 |
1.0383 |
1.0383 |
|