CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0319 |
1.0265 |
-0.0054 |
-0.5% |
1.0258 |
| High |
1.0321 |
1.0324 |
0.0003 |
0.0% |
1.0339 |
| Low |
1.0217 |
1.0219 |
0.0002 |
0.0% |
1.0224 |
| Close |
1.0221 |
1.0310 |
0.0089 |
0.9% |
1.0224 |
| Range |
0.0104 |
0.0105 |
0.0001 |
1.0% |
0.0115 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
6.6% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
4 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0560 |
1.0368 |
|
| R3 |
1.0494 |
1.0455 |
1.0339 |
|
| R2 |
1.0389 |
1.0389 |
1.0329 |
|
| R1 |
1.0350 |
1.0350 |
1.0320 |
1.0370 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0294 |
| S1 |
1.0245 |
1.0245 |
1.0300 |
1.0265 |
| S2 |
1.0179 |
1.0179 |
1.0291 |
|
| S3 |
1.0074 |
1.0140 |
1.0281 |
|
| S4 |
0.9969 |
1.0035 |
1.0252 |
|
|
| 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 |
1.0770 |
|
2.618 |
1.0599 |
|
1.618 |
1.0494 |
|
1.000 |
1.0429 |
|
0.618 |
1.0389 |
|
HIGH |
1.0324 |
|
0.618 |
1.0284 |
|
0.500 |
1.0272 |
|
0.382 |
1.0259 |
|
LOW |
1.0219 |
|
0.618 |
1.0154 |
|
1.000 |
1.0114 |
|
1.618 |
1.0049 |
|
2.618 |
0.9944 |
|
4.250 |
0.9773 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0297 |
1.0297 |
| PP |
1.0284 |
1.0284 |
| S1 |
1.0272 |
1.0271 |
|