CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0229 |
1.0241 |
0.0012 |
0.1% |
1.0298 |
| High |
1.0260 |
1.0311 |
0.0051 |
0.5% |
1.0310 |
| Low |
1.0220 |
1.0240 |
0.0020 |
0.2% |
1.0181 |
| Close |
1.0229 |
1.0311 |
0.0082 |
0.8% |
1.0228 |
| Range |
0.0040 |
0.0071 |
0.0031 |
77.5% |
0.0129 |
| ATR |
|
|
|
|
|
| Volume |
0 |
28 |
28 |
|
51 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0500 |
1.0477 |
1.0350 |
|
| R3 |
1.0429 |
1.0406 |
1.0331 |
|
| R2 |
1.0358 |
1.0358 |
1.0324 |
|
| R1 |
1.0335 |
1.0335 |
1.0318 |
1.0347 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0293 |
| S1 |
1.0264 |
1.0264 |
1.0304 |
1.0276 |
| S2 |
1.0216 |
1.0216 |
1.0298 |
|
| S3 |
1.0145 |
1.0193 |
1.0291 |
|
| S4 |
1.0074 |
1.0122 |
1.0272 |
|
|
| 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 |
1.0613 |
|
2.618 |
1.0497 |
|
1.618 |
1.0426 |
|
1.000 |
1.0382 |
|
0.618 |
1.0355 |
|
HIGH |
1.0311 |
|
0.618 |
1.0284 |
|
0.500 |
1.0276 |
|
0.382 |
1.0267 |
|
LOW |
1.0240 |
|
0.618 |
1.0196 |
|
1.000 |
1.0169 |
|
1.618 |
1.0125 |
|
2.618 |
1.0054 |
|
4.250 |
0.9938 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0299 |
1.0296 |
| PP |
1.0287 |
1.0281 |
| S1 |
1.0276 |
1.0266 |
|