CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0541 |
1.0535 |
-0.0006 |
-0.1% |
1.0425 |
| High |
1.0579 |
1.0543 |
-0.0036 |
-0.3% |
1.0579 |
| Low |
1.0533 |
1.0482 |
-0.0051 |
-0.5% |
1.0388 |
| Close |
1.0541 |
1.0482 |
-0.0059 |
-0.6% |
1.0541 |
| Range |
0.0046 |
0.0061 |
0.0015 |
32.6% |
0.0191 |
| ATR |
0.0050 |
0.0050 |
0.0001 |
1.7% |
0.0000 |
| Volume |
0 |
27 |
27 |
|
55 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0685 |
1.0645 |
1.0516 |
|
| R3 |
1.0624 |
1.0584 |
1.0499 |
|
| R2 |
1.0563 |
1.0563 |
1.0493 |
|
| R1 |
1.0523 |
1.0523 |
1.0488 |
1.0513 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0497 |
| S1 |
1.0462 |
1.0462 |
1.0476 |
1.0452 |
| S2 |
1.0441 |
1.0441 |
1.0471 |
|
| S3 |
1.0380 |
1.0401 |
1.0465 |
|
| S4 |
1.0319 |
1.0340 |
1.0448 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.0999 |
1.0646 |
|
| R3 |
1.0885 |
1.0808 |
1.0594 |
|
| R2 |
1.0694 |
1.0694 |
1.0576 |
|
| R1 |
1.0617 |
1.0617 |
1.0559 |
1.0656 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0522 |
| S1 |
1.0426 |
1.0426 |
1.0523 |
1.0465 |
| S2 |
1.0312 |
1.0312 |
1.0506 |
|
| S3 |
1.0121 |
1.0235 |
1.0488 |
|
| S4 |
0.9930 |
1.0044 |
1.0436 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0802 |
|
2.618 |
1.0703 |
|
1.618 |
1.0642 |
|
1.000 |
1.0604 |
|
0.618 |
1.0581 |
|
HIGH |
1.0543 |
|
0.618 |
1.0520 |
|
0.500 |
1.0513 |
|
0.382 |
1.0505 |
|
LOW |
1.0482 |
|
0.618 |
1.0444 |
|
1.000 |
1.0421 |
|
1.618 |
1.0383 |
|
2.618 |
1.0322 |
|
4.250 |
1.0223 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0513 |
1.0531 |
| PP |
1.0502 |
1.0514 |
| S1 |
1.0492 |
1.0498 |
|