CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0454 |
1.0430 |
-0.0024 |
-0.2% |
1.0497 |
| High |
1.0465 |
1.0481 |
0.0016 |
0.2% |
1.0527 |
| Low |
1.0448 |
1.0415 |
-0.0033 |
-0.3% |
1.0417 |
| Close |
1.0454 |
1.0415 |
-0.0039 |
-0.4% |
1.0449 |
| Range |
0.0017 |
0.0066 |
0.0049 |
288.2% |
0.0110 |
| ATR |
|
|
|
|
|
| Volume |
8 |
1 |
-7 |
-87.5% |
7 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0591 |
1.0451 |
|
| R3 |
1.0569 |
1.0525 |
1.0433 |
|
| R2 |
1.0503 |
1.0503 |
1.0427 |
|
| R1 |
1.0459 |
1.0459 |
1.0421 |
1.0448 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0432 |
| S1 |
1.0393 |
1.0393 |
1.0409 |
1.0382 |
| S2 |
1.0371 |
1.0371 |
1.0403 |
|
| S3 |
1.0305 |
1.0327 |
1.0397 |
|
| S4 |
1.0239 |
1.0261 |
1.0379 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0732 |
1.0510 |
|
| R3 |
1.0684 |
1.0622 |
1.0479 |
|
| R2 |
1.0574 |
1.0574 |
1.0469 |
|
| R1 |
1.0512 |
1.0512 |
1.0459 |
1.0488 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0453 |
| S1 |
1.0402 |
1.0402 |
1.0439 |
1.0378 |
| S2 |
1.0354 |
1.0354 |
1.0429 |
|
| S3 |
1.0244 |
1.0292 |
1.0419 |
|
| S4 |
1.0134 |
1.0182 |
1.0389 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0762 |
|
2.618 |
1.0654 |
|
1.618 |
1.0588 |
|
1.000 |
1.0547 |
|
0.618 |
1.0522 |
|
HIGH |
1.0481 |
|
0.618 |
1.0456 |
|
0.500 |
1.0448 |
|
0.382 |
1.0440 |
|
LOW |
1.0415 |
|
0.618 |
1.0374 |
|
1.000 |
1.0349 |
|
1.618 |
1.0308 |
|
2.618 |
1.0242 |
|
4.250 |
1.0135 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0448 |
1.0448 |
| PP |
1.0437 |
1.0437 |
| S1 |
1.0426 |
1.0426 |
|