CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0281 |
1.0401 |
0.0120 |
1.2% |
1.0259 |
| High |
1.0360 |
1.0401 |
0.0041 |
0.4% |
1.0401 |
| Low |
1.0272 |
1.0345 |
0.0073 |
0.7% |
1.0234 |
| Close |
1.0352 |
1.0401 |
0.0049 |
0.5% |
1.0401 |
| Range |
0.0088 |
0.0056 |
-0.0032 |
-36.4% |
0.0167 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.4% |
0.0000 |
| Volume |
4 |
0 |
-4 |
-100.0% |
5 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0532 |
1.0432 |
|
| R3 |
1.0494 |
1.0476 |
1.0416 |
|
| R2 |
1.0438 |
1.0438 |
1.0411 |
|
| R1 |
1.0420 |
1.0420 |
1.0406 |
1.0429 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0387 |
| S1 |
1.0364 |
1.0364 |
1.0396 |
1.0373 |
| S2 |
1.0326 |
1.0326 |
1.0391 |
|
| S3 |
1.0270 |
1.0308 |
1.0386 |
|
| S4 |
1.0214 |
1.0252 |
1.0370 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0846 |
1.0791 |
1.0493 |
|
| R3 |
1.0679 |
1.0624 |
1.0447 |
|
| R2 |
1.0512 |
1.0512 |
1.0432 |
|
| R1 |
1.0457 |
1.0457 |
1.0416 |
1.0485 |
| PP |
1.0345 |
1.0345 |
1.0345 |
1.0359 |
| S1 |
1.0290 |
1.0290 |
1.0386 |
1.0318 |
| S2 |
1.0178 |
1.0178 |
1.0370 |
|
| S3 |
1.0011 |
1.0123 |
1.0355 |
|
| S4 |
0.9844 |
0.9956 |
1.0309 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0639 |
|
2.618 |
1.0548 |
|
1.618 |
1.0492 |
|
1.000 |
1.0457 |
|
0.618 |
1.0436 |
|
HIGH |
1.0401 |
|
0.618 |
1.0380 |
|
0.500 |
1.0373 |
|
0.382 |
1.0366 |
|
LOW |
1.0345 |
|
0.618 |
1.0310 |
|
1.000 |
1.0289 |
|
1.618 |
1.0254 |
|
2.618 |
1.0198 |
|
4.250 |
1.0107 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0392 |
1.0376 |
| PP |
1.0382 |
1.0351 |
| S1 |
1.0373 |
1.0326 |
|