CME Swiss Franc Future September 2016
Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1.0234 |
1.0269 |
0.0035 |
0.3% |
1.0286 |
High |
1.0234 |
1.0269 |
0.0035 |
0.3% |
1.0316 |
Low |
1.0234 |
1.0269 |
0.0035 |
0.3% |
1.0168 |
Close |
1.0234 |
1.0269 |
0.0035 |
0.3% |
1.0225 |
Range |
|
|
|
|
|
ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.9% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0269 |
1.0269 |
1.0269 |
|
R3 |
1.0269 |
1.0269 |
1.0269 |
|
R2 |
1.0269 |
1.0269 |
1.0269 |
|
R1 |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
PP |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
S1 |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
S2 |
1.0269 |
1.0269 |
1.0269 |
|
S3 |
1.0269 |
1.0269 |
1.0269 |
|
S4 |
1.0269 |
1.0269 |
1.0269 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0680 |
1.0601 |
1.0306 |
|
R3 |
1.0532 |
1.0453 |
1.0266 |
|
R2 |
1.0384 |
1.0384 |
1.0252 |
|
R1 |
1.0305 |
1.0305 |
1.0239 |
1.0271 |
PP |
1.0236 |
1.0236 |
1.0236 |
1.0219 |
S1 |
1.0157 |
1.0157 |
1.0211 |
1.0123 |
S2 |
1.0088 |
1.0088 |
1.0198 |
|
S3 |
0.9940 |
1.0009 |
1.0184 |
|
S4 |
0.9792 |
0.9861 |
1.0144 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0269 |
2.618 |
1.0269 |
1.618 |
1.0269 |
1.000 |
1.0269 |
0.618 |
1.0269 |
HIGH |
1.0269 |
0.618 |
1.0269 |
0.500 |
1.0269 |
0.382 |
1.0269 |
LOW |
1.0269 |
0.618 |
1.0269 |
1.000 |
1.0269 |
1.618 |
1.0269 |
2.618 |
1.0269 |
4.250 |
1.0269 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0269 |
1.0262 |
PP |
1.0269 |
1.0254 |
S1 |
1.0269 |
1.0247 |
|