CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0396 |
1.0381 |
-0.0015 |
-0.1% |
1.0455 |
| High |
1.0425 |
1.0411 |
-0.0014 |
-0.1% |
1.0481 |
| Low |
1.0375 |
1.0381 |
0.0006 |
0.1% |
1.0375 |
| Close |
1.0381 |
1.0394 |
0.0013 |
0.1% |
1.0394 |
| Range |
0.0050 |
0.0030 |
-0.0020 |
-40.0% |
0.0106 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
217 |
2 |
-215 |
-99.1% |
228 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0470 |
1.0411 |
|
| R3 |
1.0455 |
1.0440 |
1.0402 |
|
| R2 |
1.0425 |
1.0425 |
1.0400 |
|
| R1 |
1.0410 |
1.0410 |
1.0397 |
1.0418 |
| PP |
1.0395 |
1.0395 |
1.0395 |
1.0399 |
| S1 |
1.0380 |
1.0380 |
1.0391 |
1.0388 |
| S2 |
1.0365 |
1.0365 |
1.0389 |
|
| S3 |
1.0335 |
1.0350 |
1.0386 |
|
| S4 |
1.0305 |
1.0320 |
1.0378 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0735 |
1.0670 |
1.0452 |
|
| R3 |
1.0629 |
1.0564 |
1.0423 |
|
| R2 |
1.0523 |
1.0523 |
1.0413 |
|
| R1 |
1.0458 |
1.0458 |
1.0404 |
1.0438 |
| PP |
1.0417 |
1.0417 |
1.0417 |
1.0406 |
| S1 |
1.0352 |
1.0352 |
1.0384 |
1.0332 |
| S2 |
1.0311 |
1.0311 |
1.0375 |
|
| S3 |
1.0205 |
1.0246 |
1.0365 |
|
| S4 |
1.0099 |
1.0140 |
1.0336 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0539 |
|
2.618 |
1.0490 |
|
1.618 |
1.0460 |
|
1.000 |
1.0441 |
|
0.618 |
1.0430 |
|
HIGH |
1.0411 |
|
0.618 |
1.0400 |
|
0.500 |
1.0396 |
|
0.382 |
1.0392 |
|
LOW |
1.0381 |
|
0.618 |
1.0362 |
|
1.000 |
1.0351 |
|
1.618 |
1.0332 |
|
2.618 |
1.0302 |
|
4.250 |
1.0254 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0396 |
1.0428 |
| PP |
1.0395 |
1.0417 |
| S1 |
1.0395 |
1.0405 |
|