CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0186 |
1.0164 |
-0.0022 |
-0.2% |
1.0298 |
| High |
1.0211 |
1.0177 |
-0.0034 |
-0.3% |
1.0303 |
| Low |
1.0186 |
1.0143 |
-0.0043 |
-0.4% |
1.0110 |
| Close |
1.0211 |
1.0177 |
-0.0034 |
-0.3% |
1.0166 |
| Range |
0.0025 |
0.0034 |
0.0009 |
36.0% |
0.0193 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2 |
63 |
61 |
3,050.0% |
45 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0256 |
1.0196 |
|
| R3 |
1.0234 |
1.0222 |
1.0186 |
|
| R2 |
1.0200 |
1.0200 |
1.0183 |
|
| R1 |
1.0188 |
1.0188 |
1.0180 |
1.0194 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0169 |
| S1 |
1.0154 |
1.0154 |
1.0174 |
1.0160 |
| S2 |
1.0132 |
1.0132 |
1.0171 |
|
| S3 |
1.0098 |
1.0120 |
1.0168 |
|
| S4 |
1.0064 |
1.0086 |
1.0158 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0662 |
1.0272 |
|
| R3 |
1.0579 |
1.0469 |
1.0219 |
|
| R2 |
1.0386 |
1.0386 |
1.0201 |
|
| R1 |
1.0276 |
1.0276 |
1.0184 |
1.0235 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0172 |
| S1 |
1.0083 |
1.0083 |
1.0148 |
1.0042 |
| S2 |
1.0000 |
1.0000 |
1.0131 |
|
| S3 |
0.9807 |
0.9890 |
1.0113 |
|
| S4 |
0.9614 |
0.9697 |
1.0060 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0322 |
|
2.618 |
1.0266 |
|
1.618 |
1.0232 |
|
1.000 |
1.0211 |
|
0.618 |
1.0198 |
|
HIGH |
1.0177 |
|
0.618 |
1.0164 |
|
0.500 |
1.0160 |
|
0.382 |
1.0156 |
|
LOW |
1.0143 |
|
0.618 |
1.0122 |
|
1.000 |
1.0109 |
|
1.618 |
1.0088 |
|
2.618 |
1.0054 |
|
4.250 |
0.9999 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0171 |
1.0177 |
| PP |
1.0166 |
1.0177 |
| S1 |
1.0160 |
1.0177 |
|