CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0528 |
1.0535 |
0.0007 |
0.1% |
1.0416 |
| High |
1.0544 |
1.0559 |
0.0015 |
0.1% |
1.0453 |
| Low |
1.0394 |
1.0531 |
0.0137 |
1.3% |
1.0364 |
| Close |
1.0540 |
1.0545 |
0.0005 |
0.0% |
1.0439 |
| Range |
0.0150 |
0.0028 |
-0.0122 |
-81.3% |
0.0089 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
19 |
20 |
1 |
5.3% |
48 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0615 |
1.0560 |
|
| R3 |
1.0601 |
1.0587 |
1.0553 |
|
| R2 |
1.0573 |
1.0573 |
1.0550 |
|
| R1 |
1.0559 |
1.0559 |
1.0548 |
1.0566 |
| PP |
1.0545 |
1.0545 |
1.0545 |
1.0549 |
| S1 |
1.0531 |
1.0531 |
1.0542 |
1.0538 |
| S2 |
1.0517 |
1.0517 |
1.0540 |
|
| S3 |
1.0489 |
1.0503 |
1.0537 |
|
| S4 |
1.0461 |
1.0475 |
1.0530 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0651 |
1.0488 |
|
| R3 |
1.0597 |
1.0562 |
1.0463 |
|
| R2 |
1.0508 |
1.0508 |
1.0455 |
|
| R1 |
1.0473 |
1.0473 |
1.0447 |
1.0491 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0427 |
| S1 |
1.0384 |
1.0384 |
1.0431 |
1.0402 |
| S2 |
1.0330 |
1.0330 |
1.0423 |
|
| S3 |
1.0241 |
1.0295 |
1.0415 |
|
| S4 |
1.0152 |
1.0206 |
1.0390 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0678 |
|
2.618 |
1.0632 |
|
1.618 |
1.0604 |
|
1.000 |
1.0587 |
|
0.618 |
1.0576 |
|
HIGH |
1.0559 |
|
0.618 |
1.0548 |
|
0.500 |
1.0545 |
|
0.382 |
1.0542 |
|
LOW |
1.0531 |
|
0.618 |
1.0514 |
|
1.000 |
1.0503 |
|
1.618 |
1.0486 |
|
2.618 |
1.0458 |
|
4.250 |
1.0412 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0545 |
1.0521 |
| PP |
1.0545 |
1.0497 |
| S1 |
1.0545 |
1.0474 |
|