CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0241 |
1.0283 |
0.0042 |
0.4% |
1.0298 |
| High |
1.0311 |
1.0312 |
0.0001 |
0.0% |
1.0310 |
| Low |
1.0240 |
1.0267 |
0.0027 |
0.3% |
1.0181 |
| Close |
1.0311 |
1.0283 |
-0.0028 |
-0.3% |
1.0228 |
| Range |
0.0071 |
0.0045 |
-0.0026 |
-36.6% |
0.0129 |
| ATR |
0.0000 |
0.0057 |
0.0057 |
|
0.0000 |
| Volume |
28 |
0 |
-28 |
-100.0% |
51 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0398 |
1.0308 |
|
| R3 |
1.0377 |
1.0353 |
1.0295 |
|
| R2 |
1.0332 |
1.0332 |
1.0291 |
|
| R1 |
1.0308 |
1.0308 |
1.0287 |
1.0306 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0286 |
| S1 |
1.0263 |
1.0263 |
1.0279 |
1.0261 |
| S2 |
1.0242 |
1.0242 |
1.0275 |
|
| S3 |
1.0197 |
1.0218 |
1.0271 |
|
| S4 |
1.0152 |
1.0173 |
1.0258 |
|
|
| 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 |
1.0503 |
|
2.618 |
1.0430 |
|
1.618 |
1.0385 |
|
1.000 |
1.0357 |
|
0.618 |
1.0340 |
|
HIGH |
1.0312 |
|
0.618 |
1.0295 |
|
0.500 |
1.0290 |
|
0.382 |
1.0284 |
|
LOW |
1.0267 |
|
0.618 |
1.0239 |
|
1.000 |
1.0222 |
|
1.618 |
1.0194 |
|
2.618 |
1.0149 |
|
4.250 |
1.0076 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0290 |
1.0277 |
| PP |
1.0287 |
1.0272 |
| S1 |
1.0285 |
1.0266 |
|