CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0295 |
0.0071 |
0.7% |
1.0258 |
| High |
1.0316 |
1.0311 |
-0.0005 |
0.0% |
1.0339 |
| Low |
1.0224 |
1.0295 |
0.0071 |
0.7% |
1.0224 |
| Close |
1.0224 |
1.0295 |
0.0071 |
0.7% |
1.0224 |
| Range |
0.0092 |
0.0016 |
-0.0076 |
-82.6% |
0.0115 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
5.8% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0338 |
1.0304 |
|
| R3 |
1.0332 |
1.0322 |
1.0299 |
|
| R2 |
1.0316 |
1.0316 |
1.0298 |
|
| R1 |
1.0306 |
1.0306 |
1.0296 |
1.0303 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0299 |
| S1 |
1.0290 |
1.0290 |
1.0294 |
1.0287 |
| S2 |
1.0284 |
1.0284 |
1.0292 |
|
| S3 |
1.0268 |
1.0274 |
1.0291 |
|
| S4 |
1.0252 |
1.0258 |
1.0286 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0607 |
1.0531 |
1.0287 |
|
| R3 |
1.0492 |
1.0416 |
1.0256 |
|
| R2 |
1.0377 |
1.0377 |
1.0245 |
|
| R1 |
1.0301 |
1.0301 |
1.0235 |
1.0282 |
| PP |
1.0262 |
1.0262 |
1.0262 |
1.0253 |
| S1 |
1.0186 |
1.0186 |
1.0213 |
1.0167 |
| S2 |
1.0147 |
1.0147 |
1.0203 |
|
| S3 |
1.0032 |
1.0071 |
1.0192 |
|
| S4 |
0.9917 |
0.9956 |
1.0161 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0353 |
|
1.618 |
1.0337 |
|
1.000 |
1.0327 |
|
0.618 |
1.0321 |
|
HIGH |
1.0311 |
|
0.618 |
1.0305 |
|
0.500 |
1.0303 |
|
0.382 |
1.0301 |
|
LOW |
1.0295 |
|
0.618 |
1.0285 |
|
1.000 |
1.0279 |
|
1.618 |
1.0269 |
|
2.618 |
1.0253 |
|
4.250 |
1.0227 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0303 |
1.0291 |
| PP |
1.0300 |
1.0286 |
| S1 |
1.0298 |
1.0282 |
|