CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0402 |
1.0423 |
0.0021 |
0.2% |
1.0416 |
| High |
1.0414 |
1.0453 |
0.0039 |
0.4% |
1.0453 |
| Low |
1.0386 |
1.0408 |
0.0022 |
0.2% |
1.0364 |
| Close |
1.0402 |
1.0439 |
0.0037 |
0.4% |
1.0439 |
| Range |
0.0028 |
0.0045 |
0.0017 |
60.7% |
0.0089 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.2% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
48 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0549 |
1.0464 |
|
| R3 |
1.0523 |
1.0504 |
1.0451 |
|
| R2 |
1.0478 |
1.0478 |
1.0447 |
|
| R1 |
1.0459 |
1.0459 |
1.0443 |
1.0469 |
| PP |
1.0433 |
1.0433 |
1.0433 |
1.0438 |
| S1 |
1.0414 |
1.0414 |
1.0435 |
1.0424 |
| S2 |
1.0388 |
1.0388 |
1.0431 |
|
| S3 |
1.0343 |
1.0369 |
1.0427 |
|
| S4 |
1.0298 |
1.0324 |
1.0414 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0651 |
1.0488 |
|
| R3 |
1.0597 |
1.0562 |
1.0463 |
|
| R2 |
1.0508 |
1.0508 |
1.0455 |
|
| R1 |
1.0473 |
1.0473 |
1.0447 |
1.0491 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0427 |
| S1 |
1.0384 |
1.0384 |
1.0431 |
1.0402 |
| S2 |
1.0330 |
1.0330 |
1.0423 |
|
| S3 |
1.0241 |
1.0295 |
1.0415 |
|
| S4 |
1.0152 |
1.0206 |
1.0390 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0644 |
|
2.618 |
1.0571 |
|
1.618 |
1.0526 |
|
1.000 |
1.0498 |
|
0.618 |
1.0481 |
|
HIGH |
1.0453 |
|
0.618 |
1.0436 |
|
0.500 |
1.0431 |
|
0.382 |
1.0425 |
|
LOW |
1.0408 |
|
0.618 |
1.0380 |
|
1.000 |
1.0363 |
|
1.618 |
1.0335 |
|
2.618 |
1.0290 |
|
4.250 |
1.0217 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0431 |
| PP |
1.0433 |
1.0423 |
| S1 |
1.0431 |
1.0415 |
|