CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0160 |
1.0176 |
0.0016 |
0.2% |
1.0226 |
| High |
1.0170 |
1.0207 |
0.0037 |
0.4% |
1.0287 |
| Low |
1.0112 |
1.0134 |
0.0022 |
0.2% |
1.0069 |
| Close |
1.0170 |
1.0143 |
-0.0027 |
-0.3% |
1.0114 |
| Range |
0.0058 |
0.0073 |
0.0015 |
25.9% |
0.0218 |
| ATR |
0.0056 |
0.0058 |
0.0001 |
2.1% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
30 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0335 |
1.0183 |
|
| R3 |
1.0307 |
1.0262 |
1.0163 |
|
| R2 |
1.0234 |
1.0234 |
1.0156 |
|
| R1 |
1.0189 |
1.0189 |
1.0150 |
1.0175 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0155 |
| S1 |
1.0116 |
1.0116 |
1.0136 |
1.0102 |
| S2 |
1.0088 |
1.0088 |
1.0130 |
|
| S3 |
1.0015 |
1.0043 |
1.0123 |
|
| S4 |
0.9942 |
0.9970 |
1.0103 |
|
|
| 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 |
1.0517 |
|
2.618 |
1.0398 |
|
1.618 |
1.0325 |
|
1.000 |
1.0280 |
|
0.618 |
1.0252 |
|
HIGH |
1.0207 |
|
0.618 |
1.0179 |
|
0.500 |
1.0171 |
|
0.382 |
1.0162 |
|
LOW |
1.0134 |
|
0.618 |
1.0089 |
|
1.000 |
1.0061 |
|
1.618 |
1.0016 |
|
2.618 |
0.9943 |
|
4.250 |
0.9824 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0171 |
1.0141 |
| PP |
1.0161 |
1.0140 |
| S1 |
1.0152 |
1.0138 |
|