CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0323 |
1.0326 |
0.0003 |
0.0% |
1.0296 |
| High |
1.0326 |
1.0336 |
0.0010 |
0.1% |
1.0386 |
| Low |
1.0293 |
1.0307 |
0.0014 |
0.1% |
1.0292 |
| Close |
1.0326 |
1.0326 |
0.0000 |
0.0% |
1.0326 |
| Range |
0.0033 |
0.0029 |
-0.0004 |
-12.1% |
0.0094 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
4 |
0 |
-4 |
-100.0% |
18 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0410 |
1.0397 |
1.0342 |
|
| R3 |
1.0381 |
1.0368 |
1.0334 |
|
| R2 |
1.0352 |
1.0352 |
1.0331 |
|
| R1 |
1.0339 |
1.0339 |
1.0329 |
1.0341 |
| PP |
1.0323 |
1.0323 |
1.0323 |
1.0324 |
| S1 |
1.0310 |
1.0310 |
1.0323 |
1.0312 |
| S2 |
1.0294 |
1.0294 |
1.0321 |
|
| S3 |
1.0265 |
1.0281 |
1.0318 |
|
| S4 |
1.0236 |
1.0252 |
1.0310 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0565 |
1.0378 |
|
| R3 |
1.0523 |
1.0471 |
1.0352 |
|
| R2 |
1.0429 |
1.0429 |
1.0343 |
|
| R1 |
1.0377 |
1.0377 |
1.0335 |
1.0403 |
| PP |
1.0335 |
1.0335 |
1.0335 |
1.0348 |
| S1 |
1.0283 |
1.0283 |
1.0317 |
1.0309 |
| S2 |
1.0241 |
1.0241 |
1.0309 |
|
| S3 |
1.0147 |
1.0189 |
1.0300 |
|
| S4 |
1.0053 |
1.0095 |
1.0274 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0459 |
|
2.618 |
1.0412 |
|
1.618 |
1.0383 |
|
1.000 |
1.0365 |
|
0.618 |
1.0354 |
|
HIGH |
1.0336 |
|
0.618 |
1.0325 |
|
0.500 |
1.0322 |
|
0.382 |
1.0318 |
|
LOW |
1.0307 |
|
0.618 |
1.0289 |
|
1.000 |
1.0278 |
|
1.618 |
1.0260 |
|
2.618 |
1.0231 |
|
4.250 |
1.0184 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0325 |
1.0340 |
| PP |
1.0323 |
1.0335 |
| S1 |
1.0322 |
1.0331 |
|