CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0528 |
0.0103 |
1.0% |
1.0416 |
| High |
1.0441 |
1.0544 |
0.0103 |
1.0% |
1.0453 |
| Low |
1.0388 |
1.0394 |
0.0006 |
0.1% |
1.0364 |
| Close |
1.0402 |
1.0540 |
0.0138 |
1.3% |
1.0439 |
| Range |
0.0053 |
0.0150 |
0.0097 |
183.0% |
0.0089 |
| ATR |
0.0045 |
0.0052 |
0.0008 |
16.9% |
0.0000 |
| Volume |
11 |
19 |
8 |
72.7% |
48 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0943 |
1.0891 |
1.0623 |
|
| R3 |
1.0793 |
1.0741 |
1.0581 |
|
| R2 |
1.0643 |
1.0643 |
1.0568 |
|
| R1 |
1.0591 |
1.0591 |
1.0554 |
1.0617 |
| PP |
1.0493 |
1.0493 |
1.0493 |
1.0506 |
| S1 |
1.0441 |
1.0441 |
1.0526 |
1.0467 |
| S2 |
1.0343 |
1.0343 |
1.0513 |
|
| S3 |
1.0193 |
1.0291 |
1.0499 |
|
| S4 |
1.0043 |
1.0141 |
1.0458 |
|
|
| 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 |
1.1182 |
|
2.618 |
1.0937 |
|
1.618 |
1.0787 |
|
1.000 |
1.0694 |
|
0.618 |
1.0637 |
|
HIGH |
1.0544 |
|
0.618 |
1.0487 |
|
0.500 |
1.0469 |
|
0.382 |
1.0451 |
|
LOW |
1.0394 |
|
0.618 |
1.0301 |
|
1.000 |
1.0244 |
|
1.618 |
1.0151 |
|
2.618 |
1.0001 |
|
4.250 |
0.9757 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0516 |
1.0515 |
| PP |
1.0493 |
1.0491 |
| S1 |
1.0469 |
1.0466 |
|