CME Swiss Franc Future June 2016
Trading Metrics calculated at close of trading on 12-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1.0140 |
1.0050 |
-0.0090 |
-0.9% |
1.0125 |
High |
1.0140 |
1.0050 |
-0.0090 |
-0.9% |
1.0144 |
Low |
1.0055 |
1.0040 |
-0.0015 |
-0.1% |
0.9959 |
Close |
1.0074 |
1.0045 |
-0.0029 |
-0.3% |
1.0115 |
Range |
0.0085 |
0.0010 |
-0.0075 |
-88.2% |
0.0185 |
ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
13 |
25 |
12 |
92.3% |
169 |
|
Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0075 |
1.0070 |
1.0051 |
|
R3 |
1.0065 |
1.0060 |
1.0048 |
|
R2 |
1.0055 |
1.0055 |
1.0047 |
|
R1 |
1.0050 |
1.0050 |
1.0046 |
1.0048 |
PP |
1.0045 |
1.0045 |
1.0045 |
1.0044 |
S1 |
1.0040 |
1.0040 |
1.0044 |
1.0038 |
S2 |
1.0035 |
1.0035 |
1.0043 |
|
S3 |
1.0025 |
1.0030 |
1.0042 |
|
S4 |
1.0015 |
1.0020 |
1.0040 |
|
|
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 |
1.0093 |
2.618 |
1.0076 |
1.618 |
1.0066 |
1.000 |
1.0060 |
0.618 |
1.0056 |
HIGH |
1.0050 |
0.618 |
1.0046 |
0.500 |
1.0045 |
0.382 |
1.0044 |
LOW |
1.0040 |
0.618 |
1.0034 |
1.000 |
1.0030 |
1.618 |
1.0024 |
2.618 |
1.0014 |
4.250 |
0.9998 |
|
|
Fisher Pivots for day following 12-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0045 |
1.0090 |
PP |
1.0045 |
1.0075 |
S1 |
1.0045 |
1.0060 |
|