CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0161 |
1.0158 |
-0.0003 |
0.0% |
1.0146 |
| High |
1.0173 |
1.0205 |
0.0032 |
0.3% |
1.0214 |
| Low |
1.0161 |
1.0158 |
-0.0003 |
0.0% |
1.0143 |
| Close |
1.0173 |
1.0205 |
0.0032 |
0.3% |
1.0214 |
| Range |
0.0012 |
0.0047 |
0.0035 |
291.7% |
0.0071 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
7 |
2 |
-5 |
-71.4% |
73 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0315 |
1.0231 |
|
| R3 |
1.0283 |
1.0268 |
1.0218 |
|
| R2 |
1.0236 |
1.0236 |
1.0214 |
|
| R1 |
1.0221 |
1.0221 |
1.0209 |
1.0229 |
| PP |
1.0189 |
1.0189 |
1.0189 |
1.0193 |
| S1 |
1.0174 |
1.0174 |
1.0201 |
1.0182 |
| S2 |
1.0142 |
1.0142 |
1.0196 |
|
| S3 |
1.0095 |
1.0127 |
1.0192 |
|
| S4 |
1.0048 |
1.0080 |
1.0179 |
|
|
| 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 |
1.0405 |
|
2.618 |
1.0328 |
|
1.618 |
1.0281 |
|
1.000 |
1.0252 |
|
0.618 |
1.0234 |
|
HIGH |
1.0205 |
|
0.618 |
1.0187 |
|
0.500 |
1.0182 |
|
0.382 |
1.0176 |
|
LOW |
1.0158 |
|
0.618 |
1.0129 |
|
1.000 |
1.0111 |
|
1.618 |
1.0082 |
|
2.618 |
1.0035 |
|
4.250 |
0.9958 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0197 |
1.0199 |
| PP |
1.0189 |
1.0193 |
| S1 |
1.0182 |
1.0187 |
|