CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0480 |
1.0506 |
0.0026 |
0.2% |
1.0425 |
| High |
1.0502 |
1.0522 |
0.0020 |
0.2% |
1.0579 |
| Low |
1.0433 |
1.0462 |
0.0029 |
0.3% |
1.0388 |
| Close |
1.0472 |
1.0515 |
0.0043 |
0.4% |
1.0541 |
| Range |
0.0069 |
0.0060 |
-0.0009 |
-13.0% |
0.0191 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.1% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
55 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0680 |
1.0657 |
1.0548 |
|
| R3 |
1.0620 |
1.0597 |
1.0532 |
|
| R2 |
1.0560 |
1.0560 |
1.0526 |
|
| R1 |
1.0537 |
1.0537 |
1.0521 |
1.0549 |
| PP |
1.0500 |
1.0500 |
1.0500 |
1.0505 |
| S1 |
1.0477 |
1.0477 |
1.0510 |
1.0489 |
| S2 |
1.0440 |
1.0440 |
1.0504 |
|
| S3 |
1.0380 |
1.0417 |
1.0499 |
|
| S4 |
1.0320 |
1.0357 |
1.0482 |
|
|
| 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 |
1.0777 |
|
2.618 |
1.0679 |
|
1.618 |
1.0619 |
|
1.000 |
1.0582 |
|
0.618 |
1.0559 |
|
HIGH |
1.0522 |
|
0.618 |
1.0499 |
|
0.500 |
1.0492 |
|
0.382 |
1.0485 |
|
LOW |
1.0462 |
|
0.618 |
1.0425 |
|
1.000 |
1.0402 |
|
1.618 |
1.0365 |
|
2.618 |
1.0305 |
|
4.250 |
1.0207 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0507 |
1.0506 |
| PP |
1.0500 |
1.0497 |
| S1 |
1.0492 |
1.0488 |
|