CME Swiss Franc Future June 2016
Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1.0037 |
1.0010 |
-0.0027 |
-0.3% |
1.0140 |
High |
1.0100 |
1.0045 |
-0.0055 |
-0.5% |
1.0140 |
Low |
1.0037 |
0.9996 |
-0.0041 |
-0.4% |
0.9988 |
Close |
1.0047 |
1.0045 |
-0.0002 |
0.0% |
1.0047 |
Range |
0.0063 |
0.0049 |
-0.0014 |
-22.2% |
0.0152 |
ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
45 |
56 |
11 |
24.4% |
90 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0176 |
1.0159 |
1.0072 |
|
R3 |
1.0127 |
1.0110 |
1.0058 |
|
R2 |
1.0078 |
1.0078 |
1.0054 |
|
R1 |
1.0061 |
1.0061 |
1.0049 |
1.0069 |
PP |
1.0029 |
1.0029 |
1.0029 |
1.0033 |
S1 |
1.0012 |
1.0012 |
1.0041 |
1.0021 |
S2 |
0.9980 |
0.9980 |
1.0036 |
|
S3 |
0.9931 |
0.9963 |
1.0032 |
|
S4 |
0.9882 |
0.9914 |
1.0018 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0514 |
1.0433 |
1.0131 |
|
R3 |
1.0362 |
1.0281 |
1.0089 |
|
R2 |
1.0210 |
1.0210 |
1.0075 |
|
R1 |
1.0129 |
1.0129 |
1.0061 |
1.0094 |
PP |
1.0058 |
1.0058 |
1.0058 |
1.0041 |
S1 |
0.9977 |
0.9977 |
1.0033 |
0.9942 |
S2 |
0.9906 |
0.9906 |
1.0019 |
|
S3 |
0.9754 |
0.9825 |
1.0005 |
|
S4 |
0.9602 |
0.9673 |
0.9963 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0253 |
2.618 |
1.0173 |
1.618 |
1.0124 |
1.000 |
1.0094 |
0.618 |
1.0075 |
HIGH |
1.0045 |
0.618 |
1.0026 |
0.500 |
1.0021 |
0.382 |
1.0015 |
LOW |
0.9996 |
0.618 |
0.9966 |
1.000 |
0.9947 |
1.618 |
0.9917 |
2.618 |
0.9868 |
4.250 |
0.9788 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0037 |
1.0045 |
PP |
1.0029 |
1.0044 |
S1 |
1.0021 |
1.0044 |
|