CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0228 |
1.0181 |
-0.0047 |
-0.5% |
1.0232 |
| High |
1.0232 |
1.0234 |
0.0002 |
0.0% |
1.0256 |
| Low |
1.0181 |
1.0177 |
-0.0004 |
0.0% |
1.0188 |
| Close |
1.0219 |
1.0181 |
-0.0038 |
-0.4% |
1.0246 |
| Range |
0.0051 |
0.0057 |
0.0006 |
11.8% |
0.0068 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.2% |
0.0000 |
| Volume |
5 |
0 |
-5 |
-100.0% |
50 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0368 |
1.0332 |
1.0212 |
|
| R3 |
1.0311 |
1.0275 |
1.0197 |
|
| R2 |
1.0254 |
1.0254 |
1.0191 |
|
| R1 |
1.0218 |
1.0218 |
1.0186 |
1.0210 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0193 |
| S1 |
1.0161 |
1.0161 |
1.0176 |
1.0153 |
| S2 |
1.0140 |
1.0140 |
1.0171 |
|
| S3 |
1.0083 |
1.0104 |
1.0165 |
|
| S4 |
1.0026 |
1.0047 |
1.0150 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0434 |
1.0408 |
1.0283 |
|
| R3 |
1.0366 |
1.0340 |
1.0265 |
|
| R2 |
1.0298 |
1.0298 |
1.0258 |
|
| R1 |
1.0272 |
1.0272 |
1.0252 |
1.0285 |
| PP |
1.0230 |
1.0230 |
1.0230 |
1.0237 |
| S1 |
1.0204 |
1.0204 |
1.0240 |
1.0217 |
| S2 |
1.0162 |
1.0162 |
1.0234 |
|
| S3 |
1.0094 |
1.0136 |
1.0227 |
|
| S4 |
1.0026 |
1.0068 |
1.0209 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0476 |
|
2.618 |
1.0383 |
|
1.618 |
1.0326 |
|
1.000 |
1.0291 |
|
0.618 |
1.0269 |
|
HIGH |
1.0234 |
|
0.618 |
1.0212 |
|
0.500 |
1.0206 |
|
0.382 |
1.0199 |
|
LOW |
1.0177 |
|
0.618 |
1.0142 |
|
1.000 |
1.0120 |
|
1.618 |
1.0085 |
|
2.618 |
1.0028 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0206 |
1.0232 |
| PP |
1.0197 |
1.0215 |
| S1 |
1.0189 |
1.0198 |
|