CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0222 |
1.0238 |
0.0016 |
0.2% |
1.0303 |
| High |
1.0235 |
1.0241 |
0.0006 |
0.1% |
1.0303 |
| Low |
1.0200 |
1.0204 |
0.0004 |
0.0% |
1.0161 |
| Close |
1.0222 |
1.0204 |
-0.0018 |
-0.2% |
1.0241 |
| Range |
0.0035 |
0.0037 |
0.0002 |
5.7% |
0.0142 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
0 |
48 |
48 |
|
31 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0327 |
1.0303 |
1.0224 |
|
| R3 |
1.0290 |
1.0266 |
1.0214 |
|
| R2 |
1.0253 |
1.0253 |
1.0211 |
|
| R1 |
1.0229 |
1.0229 |
1.0207 |
1.0223 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0213 |
| S1 |
1.0192 |
1.0192 |
1.0201 |
1.0186 |
| S2 |
1.0179 |
1.0179 |
1.0197 |
|
| S3 |
1.0142 |
1.0155 |
1.0194 |
|
| S4 |
1.0105 |
1.0118 |
1.0184 |
|
|
| 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 |
1.0398 |
|
2.618 |
1.0338 |
|
1.618 |
1.0301 |
|
1.000 |
1.0278 |
|
0.618 |
1.0264 |
|
HIGH |
1.0241 |
|
0.618 |
1.0227 |
|
0.500 |
1.0223 |
|
0.382 |
1.0218 |
|
LOW |
1.0204 |
|
0.618 |
1.0181 |
|
1.000 |
1.0167 |
|
1.618 |
1.0144 |
|
2.618 |
1.0107 |
|
4.250 |
1.0047 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0223 |
1.0218 |
| PP |
1.0216 |
1.0213 |
| S1 |
1.0210 |
1.0209 |
|