CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0535 |
1.0480 |
-0.0055 |
-0.5% |
1.0425 |
| High |
1.0543 |
1.0502 |
-0.0041 |
-0.4% |
1.0579 |
| Low |
1.0482 |
1.0433 |
-0.0049 |
-0.5% |
1.0388 |
| Close |
1.0482 |
1.0472 |
-0.0010 |
-0.1% |
1.0541 |
| Range |
0.0061 |
0.0069 |
0.0008 |
13.1% |
0.0191 |
| ATR |
0.0050 |
0.0052 |
0.0001 |
2.6% |
0.0000 |
| Volume |
27 |
5 |
-22 |
-81.5% |
55 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0676 |
1.0643 |
1.0510 |
|
| R3 |
1.0607 |
1.0574 |
1.0491 |
|
| R2 |
1.0538 |
1.0538 |
1.0485 |
|
| R1 |
1.0505 |
1.0505 |
1.0478 |
1.0487 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0460 |
| S1 |
1.0436 |
1.0436 |
1.0466 |
1.0418 |
| S2 |
1.0400 |
1.0400 |
1.0459 |
|
| S3 |
1.0331 |
1.0367 |
1.0453 |
|
| S4 |
1.0262 |
1.0298 |
1.0434 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.0999 |
1.0646 |
|
| R3 |
1.0885 |
1.0808 |
1.0594 |
|
| R2 |
1.0694 |
1.0694 |
1.0576 |
|
| R1 |
1.0617 |
1.0617 |
1.0559 |
1.0656 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0522 |
| S1 |
1.0426 |
1.0426 |
1.0523 |
1.0465 |
| S2 |
1.0312 |
1.0312 |
1.0506 |
|
| S3 |
1.0121 |
1.0235 |
1.0488 |
|
| S4 |
0.9930 |
1.0044 |
1.0436 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0795 |
|
2.618 |
1.0683 |
|
1.618 |
1.0614 |
|
1.000 |
1.0571 |
|
0.618 |
1.0545 |
|
HIGH |
1.0502 |
|
0.618 |
1.0476 |
|
0.500 |
1.0468 |
|
0.382 |
1.0459 |
|
LOW |
1.0433 |
|
0.618 |
1.0390 |
|
1.000 |
1.0364 |
|
1.618 |
1.0321 |
|
2.618 |
1.0252 |
|
4.250 |
1.0140 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0471 |
1.0506 |
| PP |
1.0469 |
1.0495 |
| S1 |
1.0468 |
1.0483 |
|