CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0466 |
1.0451 |
-0.0015 |
-0.1% |
1.0535 |
| High |
1.0488 |
1.0494 |
0.0006 |
0.1% |
1.0543 |
| Low |
1.0444 |
1.0420 |
-0.0024 |
-0.2% |
1.0433 |
| Close |
1.0466 |
1.0493 |
0.0027 |
0.3% |
1.0480 |
| Range |
0.0044 |
0.0074 |
0.0030 |
68.2% |
0.0110 |
| ATR |
0.0052 |
0.0053 |
0.0002 |
3.1% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
35 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0691 |
1.0666 |
1.0534 |
|
| R3 |
1.0617 |
1.0592 |
1.0513 |
|
| R2 |
1.0543 |
1.0543 |
1.0507 |
|
| R1 |
1.0518 |
1.0518 |
1.0500 |
1.0531 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0475 |
| S1 |
1.0444 |
1.0444 |
1.0486 |
1.0457 |
| S2 |
1.0395 |
1.0395 |
1.0479 |
|
| S3 |
1.0321 |
1.0370 |
1.0473 |
|
| S4 |
1.0247 |
1.0296 |
1.0452 |
|
|
| 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 |
1.0809 |
|
2.618 |
1.0688 |
|
1.618 |
1.0614 |
|
1.000 |
1.0568 |
|
0.618 |
1.0540 |
|
HIGH |
1.0494 |
|
0.618 |
1.0466 |
|
0.500 |
1.0457 |
|
0.382 |
1.0448 |
|
LOW |
1.0420 |
|
0.618 |
1.0374 |
|
1.000 |
1.0346 |
|
1.618 |
1.0300 |
|
2.618 |
1.0226 |
|
4.250 |
1.0106 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0481 |
1.0486 |
| PP |
1.0469 |
1.0478 |
| S1 |
1.0457 |
1.0471 |
|