CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0299 |
1.0274 |
-0.0025 |
-0.2% |
1.0245 |
| High |
1.0317 |
1.0323 |
0.0006 |
0.1% |
1.0312 |
| Low |
1.0277 |
1.0269 |
-0.0008 |
-0.1% |
1.0220 |
| Close |
1.0299 |
1.0285 |
-0.0014 |
-0.1% |
1.0256 |
| Range |
0.0040 |
0.0054 |
0.0014 |
35.0% |
0.0092 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
10 |
2 |
-8 |
-80.0% |
37 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0454 |
1.0424 |
1.0315 |
|
| R3 |
1.0400 |
1.0370 |
1.0300 |
|
| R2 |
1.0346 |
1.0346 |
1.0295 |
|
| R1 |
1.0316 |
1.0316 |
1.0290 |
1.0331 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0300 |
| S1 |
1.0262 |
1.0262 |
1.0280 |
1.0277 |
| S2 |
1.0238 |
1.0238 |
1.0275 |
|
| S3 |
1.0184 |
1.0208 |
1.0270 |
|
| S4 |
1.0130 |
1.0154 |
1.0255 |
|
|
| 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 |
1.0553 |
|
2.618 |
1.0464 |
|
1.618 |
1.0410 |
|
1.000 |
1.0377 |
|
0.618 |
1.0356 |
|
HIGH |
1.0323 |
|
0.618 |
1.0302 |
|
0.500 |
1.0296 |
|
0.382 |
1.0290 |
|
LOW |
1.0269 |
|
0.618 |
1.0236 |
|
1.000 |
1.0215 |
|
1.618 |
1.0182 |
|
2.618 |
1.0128 |
|
4.250 |
1.0040 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0296 |
1.0296 |
| PP |
1.0292 |
1.0292 |
| S1 |
1.0289 |
1.0289 |
|