CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0245 |
1.0229 |
-0.0016 |
-0.2% |
1.0298 |
| High |
1.0251 |
1.0260 |
0.0009 |
0.1% |
1.0310 |
| Low |
1.0236 |
1.0220 |
-0.0016 |
-0.2% |
1.0181 |
| Close |
1.0238 |
1.0229 |
-0.0009 |
-0.1% |
1.0228 |
| Range |
0.0015 |
0.0040 |
0.0025 |
166.7% |
0.0129 |
| ATR |
|
|
|
|
|
| Volume |
5 |
0 |
-5 |
-100.0% |
51 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0333 |
1.0251 |
|
| R3 |
1.0316 |
1.0293 |
1.0240 |
|
| R2 |
1.0276 |
1.0276 |
1.0236 |
|
| R1 |
1.0253 |
1.0253 |
1.0233 |
1.0249 |
| PP |
1.0236 |
1.0236 |
1.0236 |
1.0235 |
| S1 |
1.0213 |
1.0213 |
1.0225 |
1.0209 |
| S2 |
1.0196 |
1.0196 |
1.0222 |
|
| S3 |
1.0156 |
1.0173 |
1.0218 |
|
| S4 |
1.0116 |
1.0133 |
1.0207 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0627 |
1.0556 |
1.0299 |
|
| R3 |
1.0498 |
1.0427 |
1.0263 |
|
| R2 |
1.0369 |
1.0369 |
1.0252 |
|
| R1 |
1.0298 |
1.0298 |
1.0240 |
1.0269 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0225 |
| S1 |
1.0169 |
1.0169 |
1.0216 |
1.0140 |
| S2 |
1.0111 |
1.0111 |
1.0204 |
|
| S3 |
0.9982 |
1.0040 |
1.0193 |
|
| S4 |
0.9853 |
0.9911 |
1.0157 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0430 |
|
2.618 |
1.0365 |
|
1.618 |
1.0325 |
|
1.000 |
1.0300 |
|
0.618 |
1.0285 |
|
HIGH |
1.0260 |
|
0.618 |
1.0245 |
|
0.500 |
1.0240 |
|
0.382 |
1.0235 |
|
LOW |
1.0220 |
|
0.618 |
1.0195 |
|
1.000 |
1.0180 |
|
1.618 |
1.0155 |
|
2.618 |
1.0115 |
|
4.250 |
1.0050 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0240 |
1.0226 |
| PP |
1.0236 |
1.0223 |
| S1 |
1.0233 |
1.0221 |
|