CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0382 |
1.0402 |
0.0020 |
0.2% |
1.0455 |
| High |
1.0407 |
1.0414 |
0.0007 |
0.1% |
1.0481 |
| Low |
1.0377 |
1.0386 |
0.0009 |
0.1% |
1.0375 |
| Close |
1.0400 |
1.0402 |
0.0002 |
0.0% |
1.0394 |
| Range |
0.0030 |
0.0028 |
-0.0002 |
-6.7% |
0.0106 |
| ATR |
0.0045 |
0.0043 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
6 |
0 |
-6 |
-100.0% |
228 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0471 |
1.0417 |
|
| R3 |
1.0457 |
1.0443 |
1.0410 |
|
| R2 |
1.0429 |
1.0429 |
1.0407 |
|
| R1 |
1.0415 |
1.0415 |
1.0405 |
1.0416 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0401 |
| S1 |
1.0387 |
1.0387 |
1.0399 |
1.0388 |
| S2 |
1.0373 |
1.0373 |
1.0397 |
|
| S3 |
1.0345 |
1.0359 |
1.0394 |
|
| S4 |
1.0317 |
1.0331 |
1.0387 |
|
|
| 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 |
1.0533 |
|
2.618 |
1.0487 |
|
1.618 |
1.0459 |
|
1.000 |
1.0442 |
|
0.618 |
1.0431 |
|
HIGH |
1.0414 |
|
0.618 |
1.0403 |
|
0.500 |
1.0400 |
|
0.382 |
1.0397 |
|
LOW |
1.0386 |
|
0.618 |
1.0369 |
|
1.000 |
1.0358 |
|
1.618 |
1.0341 |
|
2.618 |
1.0313 |
|
4.250 |
1.0267 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0401 |
1.0398 |
| PP |
1.0401 |
1.0393 |
| S1 |
1.0400 |
1.0389 |
|