CME Swiss Franc Future September 2016
Trading Metrics calculated at close of trading on 14-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1.0060 |
1.0070 |
0.0010 |
0.1% |
1.0157 |
High |
1.0060 |
1.0070 |
0.0010 |
0.1% |
1.0198 |
Low |
1.0060 |
1.0070 |
0.0010 |
0.1% |
1.0021 |
Close |
1.0060 |
1.0070 |
0.0010 |
0.1% |
1.0171 |
Range |
|
|
|
|
|
ATR |
0.0063 |
0.0059 |
-0.0004 |
-6.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0070 |
1.0070 |
1.0070 |
|
R3 |
1.0070 |
1.0070 |
1.0070 |
|
R2 |
1.0070 |
1.0070 |
1.0070 |
|
R1 |
1.0070 |
1.0070 |
1.0070 |
1.0070 |
PP |
1.0070 |
1.0070 |
1.0070 |
1.0070 |
S1 |
1.0070 |
1.0070 |
1.0070 |
1.0070 |
S2 |
1.0070 |
1.0070 |
1.0070 |
|
S3 |
1.0070 |
1.0070 |
1.0070 |
|
S4 |
1.0070 |
1.0070 |
1.0070 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0661 |
1.0593 |
1.0268 |
|
R3 |
1.0484 |
1.0416 |
1.0220 |
|
R2 |
1.0307 |
1.0307 |
1.0203 |
|
R1 |
1.0239 |
1.0239 |
1.0187 |
1.0273 |
PP |
1.0130 |
1.0130 |
1.0130 |
1.0147 |
S1 |
1.0062 |
1.0062 |
1.0155 |
1.0096 |
S2 |
0.9953 |
0.9953 |
1.0139 |
|
S3 |
0.9776 |
0.9885 |
1.0122 |
|
S4 |
0.9599 |
0.9708 |
1.0074 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0070 |
2.618 |
1.0070 |
1.618 |
1.0070 |
1.000 |
1.0070 |
0.618 |
1.0070 |
HIGH |
1.0070 |
0.618 |
1.0070 |
0.500 |
1.0070 |
0.382 |
1.0070 |
LOW |
1.0070 |
0.618 |
1.0070 |
1.000 |
1.0070 |
1.618 |
1.0070 |
2.618 |
1.0070 |
4.250 |
1.0070 |
|
|
Fisher Pivots for day following 14-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0070 |
1.0080 |
PP |
1.0070 |
1.0076 |
S1 |
1.0070 |
1.0073 |
|