CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0281 |
0.0011 |
0.1% |
1.0286 |
| High |
1.0291 |
1.0360 |
0.0069 |
0.7% |
1.0323 |
| Low |
1.0250 |
1.0272 |
0.0022 |
0.2% |
1.0240 |
| Close |
1.0284 |
1.0352 |
0.0068 |
0.7% |
1.0252 |
| Range |
0.0041 |
0.0088 |
0.0047 |
114.6% |
0.0083 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
5.4% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
16 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0592 |
1.0560 |
1.0400 |
|
| R3 |
1.0504 |
1.0472 |
1.0376 |
|
| R2 |
1.0416 |
1.0416 |
1.0368 |
|
| R1 |
1.0384 |
1.0384 |
1.0360 |
1.0400 |
| PP |
1.0328 |
1.0328 |
1.0328 |
1.0336 |
| S1 |
1.0296 |
1.0296 |
1.0344 |
1.0312 |
| S2 |
1.0240 |
1.0240 |
1.0336 |
|
| S3 |
1.0152 |
1.0208 |
1.0328 |
|
| S4 |
1.0064 |
1.0120 |
1.0304 |
|
|
| 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 |
1.0734 |
|
2.618 |
1.0590 |
|
1.618 |
1.0502 |
|
1.000 |
1.0448 |
|
0.618 |
1.0414 |
|
HIGH |
1.0360 |
|
0.618 |
1.0326 |
|
0.500 |
1.0316 |
|
0.382 |
1.0306 |
|
LOW |
1.0272 |
|
0.618 |
1.0218 |
|
1.000 |
1.0184 |
|
1.618 |
1.0130 |
|
2.618 |
1.0042 |
|
4.250 |
0.9898 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0340 |
1.0334 |
| PP |
1.0328 |
1.0315 |
| S1 |
1.0316 |
1.0297 |
|