CME Swiss Franc Future June 2016
Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1.0125 |
0.9978 |
-0.0147 |
-1.5% |
1.0216 |
High |
1.0125 |
0.9989 |
-0.0136 |
-1.3% |
1.0216 |
Low |
1.0053 |
0.9959 |
-0.0094 |
-0.9% |
1.0078 |
Close |
1.0053 |
0.9989 |
-0.0064 |
-0.6% |
1.0078 |
Range |
0.0072 |
0.0030 |
-0.0042 |
-58.3% |
0.0138 |
ATR |
0.0065 |
0.0067 |
0.0002 |
3.2% |
0.0000 |
Volume |
3 |
78 |
75 |
2,500.0% |
13 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0069 |
1.0059 |
1.0006 |
|
R3 |
1.0039 |
1.0029 |
0.9997 |
|
R2 |
1.0009 |
1.0009 |
0.9995 |
|
R1 |
0.9999 |
0.9999 |
0.9992 |
1.0004 |
PP |
0.9979 |
0.9979 |
0.9979 |
0.9982 |
S1 |
0.9969 |
0.9969 |
0.9986 |
0.9974 |
S2 |
0.9949 |
0.9949 |
0.9984 |
|
S3 |
0.9919 |
0.9939 |
0.9981 |
|
S4 |
0.9889 |
0.9909 |
0.9973 |
|
|
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 |
1.0117 |
2.618 |
1.0068 |
1.618 |
1.0038 |
1.000 |
1.0019 |
0.618 |
1.0008 |
HIGH |
0.9989 |
0.618 |
0.9978 |
0.500 |
0.9974 |
0.382 |
0.9970 |
LOW |
0.9959 |
0.618 |
0.9940 |
1.000 |
0.9929 |
1.618 |
0.9910 |
2.618 |
0.9880 |
4.250 |
0.9832 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9984 |
1.0066 |
PP |
0.9979 |
1.0040 |
S1 |
0.9974 |
1.0015 |
|