CME Swiss Franc Future June 2016
Trading Metrics calculated at close of trading on 04-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1.0173 |
1.0125 |
-0.0048 |
-0.5% |
1.0216 |
High |
1.0173 |
1.0125 |
-0.0048 |
-0.5% |
1.0216 |
Low |
1.0078 |
1.0053 |
-0.0025 |
-0.2% |
1.0078 |
Close |
1.0078 |
1.0053 |
-0.0025 |
-0.2% |
1.0078 |
Range |
0.0095 |
0.0072 |
-0.0023 |
-24.2% |
0.0138 |
ATR |
0.0064 |
0.0065 |
0.0001 |
0.8% |
0.0000 |
Volume |
2 |
3 |
1 |
50.0% |
13 |
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0293 |
1.0245 |
1.0093 |
|
R3 |
1.0221 |
1.0173 |
1.0073 |
|
R2 |
1.0149 |
1.0149 |
1.0066 |
|
R1 |
1.0101 |
1.0101 |
1.0060 |
1.0089 |
PP |
1.0077 |
1.0077 |
1.0077 |
1.0071 |
S1 |
1.0029 |
1.0029 |
1.0046 |
1.0017 |
S2 |
1.0005 |
1.0005 |
1.0040 |
|
S3 |
0.9933 |
0.9957 |
1.0033 |
|
S4 |
0.9861 |
0.9885 |
1.0013 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0538 |
1.0446 |
1.0154 |
|
R3 |
1.0400 |
1.0308 |
1.0116 |
|
R2 |
1.0262 |
1.0262 |
1.0103 |
|
R1 |
1.0170 |
1.0170 |
1.0091 |
1.0147 |
PP |
1.0124 |
1.0124 |
1.0124 |
1.0113 |
S1 |
1.0032 |
1.0032 |
1.0065 |
1.0009 |
S2 |
0.9986 |
0.9986 |
1.0053 |
|
S3 |
0.9848 |
0.9894 |
1.0040 |
|
S4 |
0.9710 |
0.9756 |
1.0002 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0431 |
2.618 |
1.0313 |
1.618 |
1.0241 |
1.000 |
1.0197 |
0.618 |
1.0169 |
HIGH |
1.0125 |
0.618 |
1.0097 |
0.500 |
1.0089 |
0.382 |
1.0081 |
LOW |
1.0053 |
0.618 |
1.0009 |
1.000 |
0.9981 |
1.618 |
0.9937 |
2.618 |
0.9865 |
4.250 |
0.9747 |
|
|
Fisher Pivots for day following 04-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0089 |
1.0129 |
PP |
1.0077 |
1.0104 |
S1 |
1.0065 |
1.0078 |
|