CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0506 |
1.0480 |
-0.0026 |
-0.2% |
1.0535 |
| High |
1.0522 |
1.0521 |
-0.0001 |
0.0% |
1.0543 |
| Low |
1.0462 |
1.0468 |
0.0006 |
0.1% |
1.0433 |
| Close |
1.0515 |
1.0480 |
-0.0035 |
-0.3% |
1.0480 |
| Range |
0.0060 |
0.0053 |
-0.0007 |
-11.7% |
0.0110 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.1% |
0.0000 |
| Volume |
3 |
0 |
-3 |
-100.0% |
35 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0617 |
1.0509 |
|
| R3 |
1.0596 |
1.0564 |
1.0495 |
|
| R2 |
1.0543 |
1.0543 |
1.0490 |
|
| R1 |
1.0511 |
1.0511 |
1.0485 |
1.0507 |
| PP |
1.0490 |
1.0490 |
1.0490 |
1.0487 |
| S1 |
1.0458 |
1.0458 |
1.0475 |
1.0454 |
| S2 |
1.0437 |
1.0437 |
1.0470 |
|
| S3 |
1.0384 |
1.0405 |
1.0465 |
|
| S4 |
1.0331 |
1.0352 |
1.0451 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0758 |
1.0541 |
|
| R3 |
1.0705 |
1.0648 |
1.0510 |
|
| R2 |
1.0595 |
1.0595 |
1.0500 |
|
| R1 |
1.0538 |
1.0538 |
1.0490 |
1.0512 |
| PP |
1.0485 |
1.0485 |
1.0485 |
1.0472 |
| S1 |
1.0428 |
1.0428 |
1.0470 |
1.0402 |
| S2 |
1.0375 |
1.0375 |
1.0460 |
|
| S3 |
1.0265 |
1.0318 |
1.0450 |
|
| S4 |
1.0155 |
1.0208 |
1.0420 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0746 |
|
2.618 |
1.0660 |
|
1.618 |
1.0607 |
|
1.000 |
1.0574 |
|
0.618 |
1.0554 |
|
HIGH |
1.0521 |
|
0.618 |
1.0501 |
|
0.500 |
1.0495 |
|
0.382 |
1.0488 |
|
LOW |
1.0468 |
|
0.618 |
1.0435 |
|
1.000 |
1.0415 |
|
1.618 |
1.0382 |
|
2.618 |
1.0329 |
|
4.250 |
1.0243 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0495 |
1.0479 |
| PP |
1.0490 |
1.0478 |
| S1 |
1.0485 |
1.0478 |
|