CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0535 |
1.0552 |
0.0017 |
0.2% |
1.0416 |
| High |
1.0559 |
1.0576 |
0.0017 |
0.2% |
1.0453 |
| Low |
1.0531 |
1.0534 |
0.0003 |
0.0% |
1.0364 |
| Close |
1.0545 |
1.0570 |
0.0025 |
0.2% |
1.0439 |
| Range |
0.0028 |
0.0042 |
0.0014 |
50.0% |
0.0089 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
20 |
5 |
-15 |
-75.0% |
48 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0670 |
1.0593 |
|
| R3 |
1.0644 |
1.0628 |
1.0582 |
|
| R2 |
1.0602 |
1.0602 |
1.0578 |
|
| R1 |
1.0586 |
1.0586 |
1.0574 |
1.0594 |
| PP |
1.0560 |
1.0560 |
1.0560 |
1.0564 |
| S1 |
1.0544 |
1.0544 |
1.0566 |
1.0552 |
| S2 |
1.0518 |
1.0518 |
1.0562 |
|
| S3 |
1.0476 |
1.0502 |
1.0558 |
|
| S4 |
1.0434 |
1.0460 |
1.0547 |
|
|
| 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 |
1.0755 |
|
2.618 |
1.0686 |
|
1.618 |
1.0644 |
|
1.000 |
1.0618 |
|
0.618 |
1.0602 |
|
HIGH |
1.0576 |
|
0.618 |
1.0560 |
|
0.500 |
1.0555 |
|
0.382 |
1.0550 |
|
LOW |
1.0534 |
|
0.618 |
1.0508 |
|
1.000 |
1.0492 |
|
1.618 |
1.0466 |
|
2.618 |
1.0424 |
|
4.250 |
1.0356 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0565 |
1.0542 |
| PP |
1.0560 |
1.0513 |
| S1 |
1.0555 |
1.0485 |
|