CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0286 |
1.0299 |
0.0013 |
0.1% |
1.0245 |
| High |
1.0308 |
1.0317 |
0.0009 |
0.1% |
1.0312 |
| Low |
1.0286 |
1.0277 |
-0.0009 |
-0.1% |
1.0220 |
| Close |
1.0303 |
1.0299 |
-0.0004 |
0.0% |
1.0256 |
| Range |
0.0022 |
0.0040 |
0.0018 |
81.8% |
0.0092 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
4 |
10 |
6 |
150.0% |
37 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0398 |
1.0321 |
|
| R3 |
1.0378 |
1.0358 |
1.0310 |
|
| R2 |
1.0338 |
1.0338 |
1.0306 |
|
| R1 |
1.0318 |
1.0318 |
1.0303 |
1.0319 |
| PP |
1.0298 |
1.0298 |
1.0298 |
1.0298 |
| S1 |
1.0278 |
1.0278 |
1.0295 |
1.0279 |
| S2 |
1.0258 |
1.0258 |
1.0292 |
|
| S3 |
1.0218 |
1.0238 |
1.0288 |
|
| S4 |
1.0178 |
1.0198 |
1.0277 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0489 |
1.0307 |
|
| R3 |
1.0447 |
1.0397 |
1.0281 |
|
| R2 |
1.0355 |
1.0355 |
1.0273 |
|
| R1 |
1.0305 |
1.0305 |
1.0264 |
1.0330 |
| PP |
1.0263 |
1.0263 |
1.0263 |
1.0275 |
| S1 |
1.0213 |
1.0213 |
1.0248 |
1.0238 |
| S2 |
1.0171 |
1.0171 |
1.0239 |
|
| S3 |
1.0079 |
1.0121 |
1.0231 |
|
| S4 |
0.9987 |
1.0029 |
1.0205 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0487 |
|
2.618 |
1.0422 |
|
1.618 |
1.0382 |
|
1.000 |
1.0357 |
|
0.618 |
1.0342 |
|
HIGH |
1.0317 |
|
0.618 |
1.0302 |
|
0.500 |
1.0297 |
|
0.382 |
1.0292 |
|
LOW |
1.0277 |
|
0.618 |
1.0252 |
|
1.000 |
1.0237 |
|
1.618 |
1.0212 |
|
2.618 |
1.0172 |
|
4.250 |
1.0107 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0298 |
1.0292 |
| PP |
1.0298 |
1.0284 |
| S1 |
1.0297 |
1.0277 |
|