CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0306 |
1.0378 |
0.0072 |
0.7% |
1.0214 |
| High |
1.0340 |
1.0386 |
0.0046 |
0.4% |
1.0353 |
| Low |
1.0297 |
1.0316 |
0.0019 |
0.2% |
1.0214 |
| Close |
1.0321 |
1.0378 |
0.0057 |
0.6% |
1.0295 |
| Range |
0.0043 |
0.0070 |
0.0027 |
62.8% |
0.0139 |
| ATR |
0.0000 |
0.0054 |
0.0054 |
|
0.0000 |
| Volume |
12 |
0 |
-12 |
-100.0% |
11 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0570 |
1.0544 |
1.0417 |
|
| R3 |
1.0500 |
1.0474 |
1.0397 |
|
| R2 |
1.0430 |
1.0430 |
1.0391 |
|
| R1 |
1.0404 |
1.0404 |
1.0384 |
1.0413 |
| PP |
1.0360 |
1.0360 |
1.0360 |
1.0365 |
| S1 |
1.0334 |
1.0334 |
1.0372 |
1.0343 |
| S2 |
1.0290 |
1.0290 |
1.0365 |
|
| S3 |
1.0220 |
1.0264 |
1.0359 |
|
| S4 |
1.0150 |
1.0194 |
1.0340 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0639 |
1.0371 |
|
| R3 |
1.0565 |
1.0500 |
1.0333 |
|
| R2 |
1.0426 |
1.0426 |
1.0320 |
|
| R1 |
1.0361 |
1.0361 |
1.0308 |
1.0394 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0304 |
| S1 |
1.0222 |
1.0222 |
1.0282 |
1.0255 |
| S2 |
1.0148 |
1.0148 |
1.0270 |
|
| S3 |
1.0009 |
1.0083 |
1.0257 |
|
| S4 |
0.9870 |
0.9944 |
1.0219 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0684 |
|
2.618 |
1.0569 |
|
1.618 |
1.0499 |
|
1.000 |
1.0456 |
|
0.618 |
1.0429 |
|
HIGH |
1.0386 |
|
0.618 |
1.0359 |
|
0.500 |
1.0351 |
|
0.382 |
1.0343 |
|
LOW |
1.0316 |
|
0.618 |
1.0273 |
|
1.000 |
1.0246 |
|
1.618 |
1.0203 |
|
2.618 |
1.0133 |
|
4.250 |
1.0019 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0369 |
1.0365 |
| PP |
1.0360 |
1.0352 |
| S1 |
1.0351 |
1.0339 |
|