CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0386 |
1.0382 |
-0.0004 |
0.0% |
1.0455 |
| High |
1.0403 |
1.0407 |
0.0004 |
0.0% |
1.0481 |
| Low |
1.0364 |
1.0377 |
0.0013 |
0.1% |
1.0375 |
| Close |
1.0377 |
1.0400 |
0.0023 |
0.2% |
1.0394 |
| Range |
0.0039 |
0.0030 |
-0.0009 |
-23.1% |
0.0106 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
8 |
6 |
-2 |
-25.0% |
228 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0472 |
1.0417 |
|
| R3 |
1.0455 |
1.0442 |
1.0408 |
|
| R2 |
1.0425 |
1.0425 |
1.0406 |
|
| R1 |
1.0412 |
1.0412 |
1.0403 |
1.0419 |
| PP |
1.0395 |
1.0395 |
1.0395 |
1.0398 |
| S1 |
1.0382 |
1.0382 |
1.0397 |
1.0389 |
| S2 |
1.0365 |
1.0365 |
1.0395 |
|
| S3 |
1.0335 |
1.0352 |
1.0392 |
|
| S4 |
1.0305 |
1.0322 |
1.0384 |
|
|
| 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 |
1.0535 |
|
2.618 |
1.0486 |
|
1.618 |
1.0456 |
|
1.000 |
1.0437 |
|
0.618 |
1.0426 |
|
HIGH |
1.0407 |
|
0.618 |
1.0396 |
|
0.500 |
1.0392 |
|
0.382 |
1.0388 |
|
LOW |
1.0377 |
|
0.618 |
1.0358 |
|
1.000 |
1.0347 |
|
1.618 |
1.0328 |
|
2.618 |
1.0298 |
|
4.250 |
1.0250 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0397 |
1.0398 |
| PP |
1.0395 |
1.0395 |
| S1 |
1.0392 |
1.0393 |
|