CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0160 |
0.0060 |
0.6% |
1.0226 |
| High |
1.0118 |
1.0170 |
0.0052 |
0.5% |
1.0287 |
| Low |
1.0069 |
1.0112 |
0.0043 |
0.4% |
1.0069 |
| Close |
1.0114 |
1.0170 |
0.0056 |
0.6% |
1.0114 |
| Range |
0.0049 |
0.0058 |
0.0009 |
18.4% |
0.0218 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.2% |
0.0000 |
| Volume |
7 |
1 |
-6 |
-85.7% |
30 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0325 |
1.0305 |
1.0202 |
|
| R3 |
1.0267 |
1.0247 |
1.0186 |
|
| R2 |
1.0209 |
1.0209 |
1.0181 |
|
| R1 |
1.0189 |
1.0189 |
1.0175 |
1.0199 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0156 |
| S1 |
1.0131 |
1.0131 |
1.0165 |
1.0141 |
| S2 |
1.0093 |
1.0093 |
1.0159 |
|
| S3 |
1.0035 |
1.0073 |
1.0154 |
|
| S4 |
0.9977 |
1.0015 |
1.0138 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0680 |
1.0234 |
|
| R3 |
1.0593 |
1.0462 |
1.0174 |
|
| R2 |
1.0375 |
1.0375 |
1.0154 |
|
| R1 |
1.0244 |
1.0244 |
1.0134 |
1.0201 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0135 |
| S1 |
1.0026 |
1.0026 |
1.0094 |
0.9983 |
| S2 |
0.9939 |
0.9939 |
1.0074 |
|
| S3 |
0.9721 |
0.9808 |
1.0054 |
|
| S4 |
0.9503 |
0.9590 |
0.9994 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0417 |
|
2.618 |
1.0322 |
|
1.618 |
1.0264 |
|
1.000 |
1.0228 |
|
0.618 |
1.0206 |
|
HIGH |
1.0170 |
|
0.618 |
1.0148 |
|
0.500 |
1.0141 |
|
0.382 |
1.0134 |
|
LOW |
1.0112 |
|
0.618 |
1.0076 |
|
1.000 |
1.0054 |
|
1.618 |
1.0018 |
|
2.618 |
0.9960 |
|
4.250 |
0.9866 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0160 |
1.0156 |
| PP |
1.0151 |
1.0143 |
| S1 |
1.0141 |
1.0129 |
|