CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0274 |
1.0267 |
-0.0007 |
-0.1% |
1.0245 |
| High |
1.0323 |
1.0291 |
-0.0032 |
-0.3% |
1.0312 |
| Low |
1.0269 |
1.0240 |
-0.0029 |
-0.3% |
1.0220 |
| Close |
1.0285 |
1.0267 |
-0.0018 |
-0.2% |
1.0256 |
| Range |
0.0054 |
0.0051 |
-0.0003 |
-5.6% |
0.0092 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
37 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0394 |
1.0295 |
|
| R3 |
1.0368 |
1.0343 |
1.0281 |
|
| R2 |
1.0317 |
1.0317 |
1.0276 |
|
| R1 |
1.0292 |
1.0292 |
1.0272 |
1.0293 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0266 |
| S1 |
1.0241 |
1.0241 |
1.0262 |
1.0242 |
| S2 |
1.0215 |
1.0215 |
1.0258 |
|
| S3 |
1.0164 |
1.0190 |
1.0253 |
|
| S4 |
1.0113 |
1.0139 |
1.0239 |
|
|
| 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 |
1.0508 |
|
2.618 |
1.0425 |
|
1.618 |
1.0374 |
|
1.000 |
1.0342 |
|
0.618 |
1.0323 |
|
HIGH |
1.0291 |
|
0.618 |
1.0272 |
|
0.500 |
1.0266 |
|
0.382 |
1.0259 |
|
LOW |
1.0240 |
|
0.618 |
1.0208 |
|
1.000 |
1.0189 |
|
1.618 |
1.0157 |
|
2.618 |
1.0106 |
|
4.250 |
1.0023 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0267 |
1.0282 |
| PP |
1.0266 |
1.0277 |
| S1 |
1.0266 |
1.0272 |
|