CME Swiss Franc Future June 2016
Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1.0216 |
1.0161 |
-0.0055 |
-0.5% |
1.0146 |
High |
1.0216 |
1.0173 |
-0.0043 |
-0.4% |
1.0214 |
Low |
1.0194 |
1.0161 |
-0.0033 |
-0.3% |
1.0143 |
Close |
1.0208 |
1.0173 |
-0.0035 |
-0.3% |
1.0214 |
Range |
0.0022 |
0.0012 |
-0.0010 |
-45.5% |
0.0071 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
2 |
7 |
5 |
250.0% |
73 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0205 |
1.0201 |
1.0180 |
|
R3 |
1.0193 |
1.0189 |
1.0176 |
|
R2 |
1.0181 |
1.0181 |
1.0175 |
|
R1 |
1.0177 |
1.0177 |
1.0174 |
1.0179 |
PP |
1.0169 |
1.0169 |
1.0169 |
1.0170 |
S1 |
1.0165 |
1.0165 |
1.0172 |
1.0167 |
S2 |
1.0157 |
1.0157 |
1.0171 |
|
S3 |
1.0145 |
1.0153 |
1.0170 |
|
S4 |
1.0133 |
1.0141 |
1.0166 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0403 |
1.0380 |
1.0253 |
|
R3 |
1.0332 |
1.0309 |
1.0234 |
|
R2 |
1.0261 |
1.0261 |
1.0227 |
|
R1 |
1.0238 |
1.0238 |
1.0221 |
1.0250 |
PP |
1.0190 |
1.0190 |
1.0190 |
1.0196 |
S1 |
1.0167 |
1.0167 |
1.0207 |
1.0179 |
S2 |
1.0119 |
1.0119 |
1.0201 |
|
S3 |
1.0048 |
1.0096 |
1.0194 |
|
S4 |
0.9977 |
1.0025 |
1.0175 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0224 |
2.618 |
1.0204 |
1.618 |
1.0192 |
1.000 |
1.0185 |
0.618 |
1.0180 |
HIGH |
1.0173 |
0.618 |
1.0168 |
0.500 |
1.0167 |
0.382 |
1.0166 |
LOW |
1.0161 |
0.618 |
1.0154 |
1.000 |
1.0149 |
1.618 |
1.0142 |
2.618 |
1.0130 |
4.250 |
1.0110 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0171 |
1.0189 |
PP |
1.0169 |
1.0183 |
S1 |
1.0167 |
1.0178 |
|