CME Swiss Franc Future June 2016
Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.9927 |
0.9926 |
-0.0001 |
0.0% |
1.0010 |
High |
0.9942 |
0.9930 |
-0.0012 |
-0.1% |
1.0045 |
Low |
0.9902 |
0.9907 |
0.0005 |
0.1% |
0.9902 |
Close |
0.9902 |
0.9912 |
0.0010 |
0.1% |
0.9902 |
Range |
0.0040 |
0.0023 |
-0.0017 |
-42.5% |
0.0143 |
ATR |
0.0064 |
0.0062 |
-0.0003 |
-4.0% |
0.0000 |
Volume |
18 |
31 |
13 |
72.2% |
148 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9985 |
0.9972 |
0.9925 |
|
R3 |
0.9962 |
0.9949 |
0.9918 |
|
R2 |
0.9939 |
0.9939 |
0.9916 |
|
R1 |
0.9926 |
0.9926 |
0.9914 |
0.9921 |
PP |
0.9916 |
0.9916 |
0.9916 |
0.9914 |
S1 |
0.9903 |
0.9903 |
0.9910 |
0.9898 |
S2 |
0.9893 |
0.9893 |
0.9908 |
|
S3 |
0.9870 |
0.9880 |
0.9906 |
|
S4 |
0.9847 |
0.9857 |
0.9899 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0379 |
1.0283 |
0.9981 |
|
R3 |
1.0236 |
1.0140 |
0.9941 |
|
R2 |
1.0093 |
1.0093 |
0.9928 |
|
R1 |
0.9997 |
0.9997 |
0.9915 |
0.9974 |
PP |
0.9950 |
0.9950 |
0.9950 |
0.9938 |
S1 |
0.9854 |
0.9854 |
0.9889 |
0.9831 |
S2 |
0.9807 |
0.9807 |
0.9876 |
|
S3 |
0.9664 |
0.9711 |
0.9863 |
|
S4 |
0.9521 |
0.9568 |
0.9823 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0028 |
2.618 |
0.9990 |
1.618 |
0.9967 |
1.000 |
0.9953 |
0.618 |
0.9944 |
HIGH |
0.9930 |
0.618 |
0.9921 |
0.500 |
0.9919 |
0.382 |
0.9916 |
LOW |
0.9907 |
0.618 |
0.9893 |
1.000 |
0.9884 |
1.618 |
0.9870 |
2.618 |
0.9847 |
4.250 |
0.9809 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9919 |
0.9965 |
PP |
0.9916 |
0.9947 |
S1 |
0.9914 |
0.9930 |
|