CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0232 |
0.0017 |
0.2% |
1.0303 |
| High |
1.0253 |
1.0247 |
-0.0006 |
-0.1% |
1.0303 |
| Low |
1.0211 |
1.0188 |
-0.0023 |
-0.2% |
1.0161 |
| Close |
1.0241 |
1.0201 |
-0.0040 |
-0.4% |
1.0241 |
| Range |
0.0042 |
0.0059 |
0.0017 |
40.5% |
0.0142 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.2% |
0.0000 |
| Volume |
6 |
1 |
-5 |
-83.3% |
31 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0389 |
1.0354 |
1.0233 |
|
| R3 |
1.0330 |
1.0295 |
1.0217 |
|
| R2 |
1.0271 |
1.0271 |
1.0212 |
|
| R1 |
1.0236 |
1.0236 |
1.0206 |
1.0224 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0206 |
| S1 |
1.0177 |
1.0177 |
1.0196 |
1.0165 |
| S2 |
1.0153 |
1.0153 |
1.0190 |
|
| S3 |
1.0094 |
1.0118 |
1.0185 |
|
| S4 |
1.0035 |
1.0059 |
1.0169 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0593 |
1.0319 |
|
| R3 |
1.0519 |
1.0451 |
1.0280 |
|
| R2 |
1.0377 |
1.0377 |
1.0267 |
|
| R1 |
1.0309 |
1.0309 |
1.0254 |
1.0272 |
| PP |
1.0235 |
1.0235 |
1.0235 |
1.0217 |
| S1 |
1.0167 |
1.0167 |
1.0228 |
1.0130 |
| S2 |
1.0093 |
1.0093 |
1.0215 |
|
| S3 |
0.9951 |
1.0025 |
1.0202 |
|
| S4 |
0.9809 |
0.9883 |
1.0163 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0498 |
|
2.618 |
1.0401 |
|
1.618 |
1.0342 |
|
1.000 |
1.0306 |
|
0.618 |
1.0283 |
|
HIGH |
1.0247 |
|
0.618 |
1.0224 |
|
0.500 |
1.0218 |
|
0.382 |
1.0211 |
|
LOW |
1.0188 |
|
0.618 |
1.0152 |
|
1.000 |
1.0129 |
|
1.618 |
1.0093 |
|
2.618 |
1.0034 |
|
4.250 |
0.9937 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0218 |
1.0207 |
| PP |
1.0212 |
1.0205 |
| S1 |
1.0207 |
1.0203 |
|