CME Swiss Franc Future June 2016
Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1.0040 |
1.0111 |
0.0071 |
0.7% |
1.0125 |
High |
1.0144 |
1.0115 |
-0.0029 |
-0.3% |
1.0144 |
Low |
1.0005 |
1.0111 |
0.0106 |
1.1% |
0.9959 |
Close |
1.0144 |
1.0115 |
-0.0029 |
-0.3% |
1.0115 |
Range |
0.0139 |
0.0004 |
-0.0135 |
-97.1% |
0.0185 |
ATR |
0.0070 |
0.0067 |
-0.0003 |
-3.8% |
0.0000 |
Volume |
23 |
27 |
4 |
17.4% |
169 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0126 |
1.0124 |
1.0117 |
|
R3 |
1.0122 |
1.0120 |
1.0116 |
|
R2 |
1.0118 |
1.0118 |
1.0116 |
|
R1 |
1.0116 |
1.0116 |
1.0115 |
1.0117 |
PP |
1.0114 |
1.0114 |
1.0114 |
1.0114 |
S1 |
1.0112 |
1.0112 |
1.0115 |
1.0113 |
S2 |
1.0110 |
1.0110 |
1.0114 |
|
S3 |
1.0106 |
1.0108 |
1.0114 |
|
S4 |
1.0102 |
1.0104 |
1.0113 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0628 |
1.0556 |
1.0217 |
|
R3 |
1.0443 |
1.0371 |
1.0166 |
|
R2 |
1.0258 |
1.0258 |
1.0149 |
|
R1 |
1.0186 |
1.0186 |
1.0132 |
1.0130 |
PP |
1.0073 |
1.0073 |
1.0073 |
1.0044 |
S1 |
1.0001 |
1.0001 |
1.0098 |
0.9945 |
S2 |
0.9888 |
0.9888 |
1.0081 |
|
S3 |
0.9703 |
0.9816 |
1.0064 |
|
S4 |
0.9518 |
0.9631 |
1.0013 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0132 |
2.618 |
1.0125 |
1.618 |
1.0121 |
1.000 |
1.0119 |
0.618 |
1.0117 |
HIGH |
1.0115 |
0.618 |
1.0113 |
0.500 |
1.0113 |
0.382 |
1.0113 |
LOW |
1.0111 |
0.618 |
1.0109 |
1.000 |
1.0107 |
1.618 |
1.0105 |
2.618 |
1.0101 |
4.250 |
1.0094 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0114 |
1.0097 |
PP |
1.0114 |
1.0079 |
S1 |
1.0113 |
1.0061 |
|