CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0197 |
1.0197 |
0.0000 |
0.0% |
1.0326 |
| High |
1.0222 |
1.0259 |
0.0037 |
0.4% |
1.0342 |
| Low |
1.0181 |
1.0175 |
-0.0006 |
-0.1% |
1.0179 |
| Close |
1.0202 |
1.0251 |
0.0049 |
0.5% |
1.0191 |
| Range |
0.0041 |
0.0084 |
0.0043 |
104.9% |
0.0163 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.7% |
0.0000 |
| Volume |
15 |
3 |
-12 |
-80.0% |
60 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0480 |
1.0450 |
1.0297 |
|
| R3 |
1.0396 |
1.0366 |
1.0274 |
|
| R2 |
1.0312 |
1.0312 |
1.0266 |
|
| R1 |
1.0282 |
1.0282 |
1.0259 |
1.0297 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0236 |
| S1 |
1.0198 |
1.0198 |
1.0243 |
1.0213 |
| S2 |
1.0144 |
1.0144 |
1.0236 |
|
| S3 |
1.0060 |
1.0114 |
1.0228 |
|
| S4 |
0.9976 |
1.0030 |
1.0205 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0726 |
1.0622 |
1.0281 |
|
| R3 |
1.0563 |
1.0459 |
1.0236 |
|
| R2 |
1.0400 |
1.0400 |
1.0221 |
|
| R1 |
1.0296 |
1.0296 |
1.0206 |
1.0267 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0223 |
| S1 |
1.0133 |
1.0133 |
1.0176 |
1.0104 |
| S2 |
1.0074 |
1.0074 |
1.0161 |
|
| S3 |
0.9911 |
0.9970 |
1.0146 |
|
| S4 |
0.9748 |
0.9807 |
1.0101 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0616 |
|
2.618 |
1.0479 |
|
1.618 |
1.0395 |
|
1.000 |
1.0343 |
|
0.618 |
1.0311 |
|
HIGH |
1.0259 |
|
0.618 |
1.0227 |
|
0.500 |
1.0217 |
|
0.382 |
1.0207 |
|
LOW |
1.0175 |
|
0.618 |
1.0123 |
|
1.000 |
1.0091 |
|
1.618 |
1.0039 |
|
2.618 |
0.9955 |
|
4.250 |
0.9818 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0240 |
1.0240 |
| PP |
1.0228 |
1.0228 |
| S1 |
1.0217 |
1.0217 |
|