CME Swiss Franc Future September 2016
Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1.0049 |
0.9956 |
-0.0093 |
-0.9% |
1.0099 |
High |
1.0049 |
0.9956 |
-0.0093 |
-0.9% |
1.0099 |
Low |
1.0049 |
0.9956 |
-0.0093 |
-0.9% |
0.9956 |
Close |
1.0049 |
0.9956 |
-0.0093 |
-0.9% |
0.9956 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0052 |
0.0003 |
6.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9956 |
0.9956 |
0.9956 |
|
R3 |
0.9956 |
0.9956 |
0.9956 |
|
R2 |
0.9956 |
0.9956 |
0.9956 |
|
R1 |
0.9956 |
0.9956 |
0.9956 |
0.9956 |
PP |
0.9956 |
0.9956 |
0.9956 |
0.9956 |
S1 |
0.9956 |
0.9956 |
0.9956 |
0.9956 |
S2 |
0.9956 |
0.9956 |
0.9956 |
|
S3 |
0.9956 |
0.9956 |
0.9956 |
|
S4 |
0.9956 |
0.9956 |
0.9956 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0433 |
1.0337 |
1.0035 |
|
R3 |
1.0290 |
1.0194 |
0.9995 |
|
R2 |
1.0147 |
1.0147 |
0.9982 |
|
R1 |
1.0051 |
1.0051 |
0.9969 |
1.0028 |
PP |
1.0004 |
1.0004 |
1.0004 |
0.9992 |
S1 |
0.9908 |
0.9908 |
0.9943 |
0.9885 |
S2 |
0.9861 |
0.9861 |
0.9930 |
|
S3 |
0.9718 |
0.9765 |
0.9917 |
|
S4 |
0.9575 |
0.9622 |
0.9877 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9956 |
2.618 |
0.9956 |
1.618 |
0.9956 |
1.000 |
0.9956 |
0.618 |
0.9956 |
HIGH |
0.9956 |
0.618 |
0.9956 |
0.500 |
0.9956 |
0.382 |
0.9956 |
LOW |
0.9956 |
0.618 |
0.9956 |
1.000 |
0.9956 |
1.618 |
0.9956 |
2.618 |
0.9956 |
4.250 |
0.9956 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9956 |
1.0015 |
PP |
0.9956 |
0.9995 |
S1 |
0.9956 |
0.9976 |
|