CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0181 |
1.0165 |
-0.0016 |
-0.2% |
1.0232 |
| High |
1.0234 |
1.0189 |
-0.0045 |
-0.4% |
1.0256 |
| Low |
1.0177 |
1.0112 |
-0.0065 |
-0.6% |
1.0188 |
| Close |
1.0181 |
1.0113 |
-0.0068 |
-0.7% |
1.0246 |
| Range |
0.0057 |
0.0077 |
0.0020 |
35.1% |
0.0068 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
2.8% |
0.0000 |
| Volume |
0 |
18 |
18 |
|
50 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0369 |
1.0318 |
1.0155 |
|
| R3 |
1.0292 |
1.0241 |
1.0134 |
|
| R2 |
1.0215 |
1.0215 |
1.0127 |
|
| R1 |
1.0164 |
1.0164 |
1.0120 |
1.0151 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0132 |
| S1 |
1.0087 |
1.0087 |
1.0106 |
1.0074 |
| S2 |
1.0061 |
1.0061 |
1.0099 |
|
| S3 |
0.9984 |
1.0010 |
1.0092 |
|
| S4 |
0.9907 |
0.9933 |
1.0071 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0434 |
1.0408 |
1.0283 |
|
| R3 |
1.0366 |
1.0340 |
1.0265 |
|
| R2 |
1.0298 |
1.0298 |
1.0258 |
|
| R1 |
1.0272 |
1.0272 |
1.0252 |
1.0285 |
| PP |
1.0230 |
1.0230 |
1.0230 |
1.0237 |
| S1 |
1.0204 |
1.0204 |
1.0240 |
1.0217 |
| S2 |
1.0162 |
1.0162 |
1.0234 |
|
| S3 |
1.0094 |
1.0136 |
1.0227 |
|
| S4 |
1.0026 |
1.0068 |
1.0209 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0516 |
|
2.618 |
1.0391 |
|
1.618 |
1.0314 |
|
1.000 |
1.0266 |
|
0.618 |
1.0237 |
|
HIGH |
1.0189 |
|
0.618 |
1.0160 |
|
0.500 |
1.0151 |
|
0.382 |
1.0141 |
|
LOW |
1.0112 |
|
0.618 |
1.0064 |
|
1.000 |
1.0035 |
|
1.618 |
0.9987 |
|
2.618 |
0.9910 |
|
4.250 |
0.9785 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0151 |
1.0173 |
| PP |
1.0138 |
1.0153 |
| S1 |
1.0126 |
1.0133 |
|