CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0259 |
1.0270 |
0.0011 |
0.1% |
1.0286 |
| High |
1.0262 |
1.0291 |
0.0029 |
0.3% |
1.0323 |
| Low |
1.0234 |
1.0250 |
0.0016 |
0.2% |
1.0240 |
| Close |
1.0259 |
1.0284 |
0.0025 |
0.2% |
1.0252 |
| Range |
0.0028 |
0.0041 |
0.0013 |
46.4% |
0.0083 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
16 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0398 |
1.0382 |
1.0307 |
|
| R3 |
1.0357 |
1.0341 |
1.0295 |
|
| R2 |
1.0316 |
1.0316 |
1.0292 |
|
| R1 |
1.0300 |
1.0300 |
1.0288 |
1.0308 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0279 |
| S1 |
1.0259 |
1.0259 |
1.0280 |
1.0267 |
| S2 |
1.0234 |
1.0234 |
1.0276 |
|
| S3 |
1.0193 |
1.0218 |
1.0273 |
|
| S4 |
1.0152 |
1.0177 |
1.0261 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0469 |
1.0298 |
|
| R3 |
1.0438 |
1.0386 |
1.0275 |
|
| R2 |
1.0355 |
1.0355 |
1.0267 |
|
| R1 |
1.0303 |
1.0303 |
1.0260 |
1.0288 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0264 |
| S1 |
1.0220 |
1.0220 |
1.0244 |
1.0205 |
| S2 |
1.0189 |
1.0189 |
1.0237 |
|
| S3 |
1.0106 |
1.0137 |
1.0229 |
|
| S4 |
1.0023 |
1.0054 |
1.0206 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0465 |
|
2.618 |
1.0398 |
|
1.618 |
1.0357 |
|
1.000 |
1.0332 |
|
0.618 |
1.0316 |
|
HIGH |
1.0291 |
|
0.618 |
1.0275 |
|
0.500 |
1.0271 |
|
0.382 |
1.0266 |
|
LOW |
1.0250 |
|
0.618 |
1.0225 |
|
1.000 |
1.0209 |
|
1.618 |
1.0184 |
|
2.618 |
1.0143 |
|
4.250 |
1.0076 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0280 |
1.0277 |
| PP |
1.0275 |
1.0270 |
| S1 |
1.0271 |
1.0263 |
|