CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0275 |
1.0246 |
-0.0029 |
-0.3% |
1.0216 |
| High |
1.0275 |
1.0264 |
-0.0011 |
-0.1% |
1.0287 |
| Low |
1.0238 |
1.0183 |
-0.0055 |
-0.5% |
1.0175 |
| Close |
1.0248 |
1.0186 |
-0.0062 |
-0.6% |
1.0287 |
| Range |
0.0037 |
0.0081 |
0.0044 |
118.9% |
0.0112 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.3% |
0.0000 |
| Volume |
11 |
13 |
2 |
18.2% |
38 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0454 |
1.0401 |
1.0231 |
|
| R3 |
1.0373 |
1.0320 |
1.0208 |
|
| R2 |
1.0292 |
1.0292 |
1.0201 |
|
| R1 |
1.0239 |
1.0239 |
1.0193 |
1.0225 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0204 |
| S1 |
1.0158 |
1.0158 |
1.0179 |
1.0144 |
| S2 |
1.0130 |
1.0130 |
1.0171 |
|
| S3 |
1.0049 |
1.0077 |
1.0164 |
|
| S4 |
0.9968 |
0.9996 |
1.0141 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0586 |
1.0548 |
1.0349 |
|
| R3 |
1.0474 |
1.0436 |
1.0318 |
|
| R2 |
1.0362 |
1.0362 |
1.0308 |
|
| R1 |
1.0324 |
1.0324 |
1.0297 |
1.0343 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0259 |
| S1 |
1.0212 |
1.0212 |
1.0277 |
1.0231 |
| S2 |
1.0138 |
1.0138 |
1.0266 |
|
| S3 |
1.0026 |
1.0100 |
1.0256 |
|
| S4 |
0.9914 |
0.9988 |
1.0225 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0608 |
|
2.618 |
1.0476 |
|
1.618 |
1.0395 |
|
1.000 |
1.0345 |
|
0.618 |
1.0314 |
|
HIGH |
1.0264 |
|
0.618 |
1.0233 |
|
0.500 |
1.0224 |
|
0.382 |
1.0214 |
|
LOW |
1.0183 |
|
0.618 |
1.0133 |
|
1.000 |
1.0102 |
|
1.618 |
1.0052 |
|
2.618 |
0.9971 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0243 |
| PP |
1.0211 |
1.0224 |
| S1 |
1.0199 |
1.0205 |
|