CME Swiss Franc Future June 2016
Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.9978 |
1.0040 |
0.0062 |
0.6% |
1.0216 |
High |
1.0009 |
1.0144 |
0.0135 |
1.3% |
1.0216 |
Low |
0.9978 |
1.0005 |
0.0027 |
0.3% |
1.0078 |
Close |
1.0009 |
1.0144 |
0.0135 |
1.3% |
1.0078 |
Range |
0.0031 |
0.0139 |
0.0108 |
348.4% |
0.0138 |
ATR |
0.0064 |
0.0070 |
0.0005 |
8.3% |
0.0000 |
Volume |
38 |
23 |
-15 |
-39.5% |
13 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0515 |
1.0468 |
1.0220 |
|
R3 |
1.0376 |
1.0329 |
1.0182 |
|
R2 |
1.0237 |
1.0237 |
1.0169 |
|
R1 |
1.0190 |
1.0190 |
1.0157 |
1.0214 |
PP |
1.0098 |
1.0098 |
1.0098 |
1.0109 |
S1 |
1.0051 |
1.0051 |
1.0131 |
1.0075 |
S2 |
0.9959 |
0.9959 |
1.0119 |
|
S3 |
0.9820 |
0.9912 |
1.0106 |
|
S4 |
0.9681 |
0.9773 |
1.0068 |
|
|
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 |
1.0735 |
2.618 |
1.0508 |
1.618 |
1.0369 |
1.000 |
1.0283 |
0.618 |
1.0230 |
HIGH |
1.0144 |
0.618 |
1.0091 |
0.500 |
1.0075 |
0.382 |
1.0058 |
LOW |
1.0005 |
0.618 |
0.9919 |
1.000 |
0.9866 |
1.618 |
0.9780 |
2.618 |
0.9641 |
4.250 |
0.9414 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0121 |
1.0113 |
PP |
1.0098 |
1.0082 |
S1 |
1.0075 |
1.0052 |
|