CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0416 |
1.0386 |
-0.0030 |
-0.3% |
1.0455 |
| High |
1.0421 |
1.0403 |
-0.0018 |
-0.2% |
1.0481 |
| Low |
1.0374 |
1.0364 |
-0.0010 |
-0.1% |
1.0375 |
| Close |
1.0375 |
1.0377 |
0.0002 |
0.0% |
1.0394 |
| Range |
0.0047 |
0.0039 |
-0.0008 |
-17.0% |
0.0106 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
32 |
8 |
-24 |
-75.0% |
228 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0498 |
1.0477 |
1.0398 |
|
| R3 |
1.0459 |
1.0438 |
1.0388 |
|
| R2 |
1.0420 |
1.0420 |
1.0384 |
|
| R1 |
1.0399 |
1.0399 |
1.0381 |
1.0390 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0377 |
| S1 |
1.0360 |
1.0360 |
1.0373 |
1.0351 |
| S2 |
1.0342 |
1.0342 |
1.0370 |
|
| S3 |
1.0303 |
1.0321 |
1.0366 |
|
| S4 |
1.0264 |
1.0282 |
1.0356 |
|
|
| 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 |
1.0569 |
|
2.618 |
1.0505 |
|
1.618 |
1.0466 |
|
1.000 |
1.0442 |
|
0.618 |
1.0427 |
|
HIGH |
1.0403 |
|
0.618 |
1.0388 |
|
0.500 |
1.0384 |
|
0.382 |
1.0379 |
|
LOW |
1.0364 |
|
0.618 |
1.0340 |
|
1.000 |
1.0325 |
|
1.618 |
1.0301 |
|
2.618 |
1.0262 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0393 |
| PP |
1.0381 |
1.0387 |
| S1 |
1.0379 |
1.0382 |
|