CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0228 |
1.0245 |
0.0017 |
0.2% |
1.0298 |
| High |
1.0228 |
1.0251 |
0.0023 |
0.2% |
1.0310 |
| Low |
1.0181 |
1.0236 |
0.0055 |
0.5% |
1.0181 |
| Close |
1.0228 |
1.0238 |
0.0010 |
0.1% |
1.0228 |
| Range |
0.0047 |
0.0015 |
-0.0032 |
-68.1% |
0.0129 |
| ATR |
|
|
|
|
|
| Volume |
2 |
5 |
3 |
150.0% |
51 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0277 |
1.0246 |
|
| R3 |
1.0272 |
1.0262 |
1.0242 |
|
| R2 |
1.0257 |
1.0257 |
1.0241 |
|
| R1 |
1.0247 |
1.0247 |
1.0239 |
1.0245 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0240 |
| S1 |
1.0232 |
1.0232 |
1.0237 |
1.0230 |
| S2 |
1.0227 |
1.0227 |
1.0235 |
|
| S3 |
1.0212 |
1.0217 |
1.0234 |
|
| S4 |
1.0197 |
1.0202 |
1.0230 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0627 |
1.0556 |
1.0299 |
|
| R3 |
1.0498 |
1.0427 |
1.0263 |
|
| R2 |
1.0369 |
1.0369 |
1.0252 |
|
| R1 |
1.0298 |
1.0298 |
1.0240 |
1.0269 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0225 |
| S1 |
1.0169 |
1.0169 |
1.0216 |
1.0140 |
| S2 |
1.0111 |
1.0111 |
1.0204 |
|
| S3 |
0.9982 |
1.0040 |
1.0193 |
|
| S4 |
0.9853 |
0.9911 |
1.0157 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0315 |
|
2.618 |
1.0290 |
|
1.618 |
1.0275 |
|
1.000 |
1.0266 |
|
0.618 |
1.0260 |
|
HIGH |
1.0251 |
|
0.618 |
1.0245 |
|
0.500 |
1.0244 |
|
0.382 |
1.0242 |
|
LOW |
1.0236 |
|
0.618 |
1.0227 |
|
1.000 |
1.0221 |
|
1.618 |
1.0212 |
|
2.618 |
1.0197 |
|
4.250 |
1.0172 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0244 |
1.0235 |
| PP |
1.0242 |
1.0232 |
| S1 |
1.0240 |
1.0230 |
|