CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0267 |
1.0252 |
-0.0015 |
-0.1% |
1.0286 |
| High |
1.0291 |
1.0270 |
-0.0021 |
-0.2% |
1.0323 |
| Low |
1.0240 |
1.0241 |
0.0001 |
0.0% |
1.0240 |
| Close |
1.0267 |
1.0252 |
-0.0015 |
-0.1% |
1.0252 |
| Range |
0.0051 |
0.0029 |
-0.0022 |
-43.1% |
0.0083 |
| ATR |
0.0054 |
0.0053 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0326 |
1.0268 |
|
| R3 |
1.0312 |
1.0297 |
1.0260 |
|
| R2 |
1.0283 |
1.0283 |
1.0257 |
|
| R1 |
1.0268 |
1.0268 |
1.0255 |
1.0267 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0254 |
| S1 |
1.0239 |
1.0239 |
1.0249 |
1.0238 |
| S2 |
1.0225 |
1.0225 |
1.0247 |
|
| S3 |
1.0196 |
1.0210 |
1.0244 |
|
| S4 |
1.0167 |
1.0181 |
1.0236 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0469 |
1.0298 |
|
| R3 |
1.0438 |
1.0386 |
1.0275 |
|
| R2 |
1.0355 |
1.0355 |
1.0267 |
|
| R1 |
1.0303 |
1.0303 |
1.0260 |
1.0288 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0264 |
| S1 |
1.0220 |
1.0220 |
1.0244 |
1.0205 |
| S2 |
1.0189 |
1.0189 |
1.0237 |
|
| S3 |
1.0106 |
1.0137 |
1.0229 |
|
| S4 |
1.0023 |
1.0054 |
1.0206 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0393 |
|
2.618 |
1.0346 |
|
1.618 |
1.0317 |
|
1.000 |
1.0299 |
|
0.618 |
1.0288 |
|
HIGH |
1.0270 |
|
0.618 |
1.0259 |
|
0.500 |
1.0256 |
|
0.382 |
1.0252 |
|
LOW |
1.0241 |
|
0.618 |
1.0223 |
|
1.000 |
1.0212 |
|
1.618 |
1.0194 |
|
2.618 |
1.0165 |
|
4.250 |
1.0118 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0256 |
1.0282 |
| PP |
1.0254 |
1.0272 |
| S1 |
1.0253 |
1.0262 |
|