CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0423 |
1.0425 |
0.0002 |
0.0% |
1.0416 |
| High |
1.0453 |
1.0441 |
-0.0012 |
-0.1% |
1.0453 |
| Low |
1.0408 |
1.0388 |
-0.0020 |
-0.2% |
1.0364 |
| Close |
1.0439 |
1.0402 |
-0.0037 |
-0.4% |
1.0439 |
| Range |
0.0045 |
0.0053 |
0.0008 |
17.8% |
0.0089 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
1.5% |
0.0000 |
| Volume |
2 |
11 |
9 |
450.0% |
48 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0569 |
1.0539 |
1.0431 |
|
| R3 |
1.0516 |
1.0486 |
1.0417 |
|
| R2 |
1.0463 |
1.0463 |
1.0412 |
|
| R1 |
1.0433 |
1.0433 |
1.0407 |
1.0422 |
| PP |
1.0410 |
1.0410 |
1.0410 |
1.0405 |
| S1 |
1.0380 |
1.0380 |
1.0397 |
1.0369 |
| S2 |
1.0357 |
1.0357 |
1.0392 |
|
| S3 |
1.0304 |
1.0327 |
1.0387 |
|
| S4 |
1.0251 |
1.0274 |
1.0373 |
|
|
| 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 |
1.0666 |
|
2.618 |
1.0580 |
|
1.618 |
1.0527 |
|
1.000 |
1.0494 |
|
0.618 |
1.0474 |
|
HIGH |
1.0441 |
|
0.618 |
1.0421 |
|
0.500 |
1.0415 |
|
0.382 |
1.0408 |
|
LOW |
1.0388 |
|
0.618 |
1.0355 |
|
1.000 |
1.0335 |
|
1.618 |
1.0302 |
|
2.618 |
1.0249 |
|
4.250 |
1.0163 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0415 |
1.0420 |
| PP |
1.0410 |
1.0414 |
| S1 |
1.0406 |
1.0408 |
|