CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0451 |
1.0464 |
0.0013 |
0.1% |
1.0535 |
| High |
1.0494 |
1.0517 |
0.0023 |
0.2% |
1.0543 |
| Low |
1.0420 |
1.0458 |
0.0038 |
0.4% |
1.0433 |
| Close |
1.0493 |
1.0467 |
-0.0026 |
-0.2% |
1.0480 |
| Range |
0.0074 |
0.0059 |
-0.0015 |
-20.3% |
0.0110 |
| ATR |
0.0053 |
0.0054 |
0.0000 |
0.8% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
35 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0658 |
1.0621 |
1.0499 |
|
| R3 |
1.0599 |
1.0562 |
1.0483 |
|
| R2 |
1.0540 |
1.0540 |
1.0478 |
|
| R1 |
1.0503 |
1.0503 |
1.0472 |
1.0522 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0490 |
| S1 |
1.0444 |
1.0444 |
1.0462 |
1.0463 |
| S2 |
1.0422 |
1.0422 |
1.0456 |
|
| S3 |
1.0363 |
1.0385 |
1.0451 |
|
| S4 |
1.0304 |
1.0326 |
1.0435 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0758 |
1.0541 |
|
| R3 |
1.0705 |
1.0648 |
1.0510 |
|
| R2 |
1.0595 |
1.0595 |
1.0500 |
|
| R1 |
1.0538 |
1.0538 |
1.0490 |
1.0512 |
| PP |
1.0485 |
1.0485 |
1.0485 |
1.0472 |
| S1 |
1.0428 |
1.0428 |
1.0470 |
1.0402 |
| S2 |
1.0375 |
1.0375 |
1.0460 |
|
| S3 |
1.0265 |
1.0318 |
1.0450 |
|
| S4 |
1.0155 |
1.0208 |
1.0420 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0768 |
|
2.618 |
1.0671 |
|
1.618 |
1.0612 |
|
1.000 |
1.0576 |
|
0.618 |
1.0553 |
|
HIGH |
1.0517 |
|
0.618 |
1.0494 |
|
0.500 |
1.0488 |
|
0.382 |
1.0481 |
|
LOW |
1.0458 |
|
0.618 |
1.0422 |
|
1.000 |
1.0399 |
|
1.618 |
1.0363 |
|
2.618 |
1.0304 |
|
4.250 |
1.0207 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0488 |
1.0469 |
| PP |
1.0481 |
1.0468 |
| S1 |
1.0474 |
1.0468 |
|