CME Swiss Franc Future September 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1.0391 |
1.0398 |
0.0007 |
0.1% |
0.9913 |
High |
1.0391 |
1.0398 |
0.0007 |
0.1% |
1.0193 |
Low |
1.0391 |
1.0398 |
0.0007 |
0.1% |
0.9907 |
Close |
1.0391 |
1.0398 |
0.0007 |
0.1% |
1.0193 |
Range |
|
|
|
|
|
ATR |
0.0059 |
0.0055 |
-0.0004 |
-6.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0398 |
1.0398 |
1.0398 |
|
R3 |
1.0398 |
1.0398 |
1.0398 |
|
R2 |
1.0398 |
1.0398 |
1.0398 |
|
R1 |
1.0398 |
1.0398 |
1.0398 |
1.0398 |
PP |
1.0398 |
1.0398 |
1.0398 |
1.0398 |
S1 |
1.0398 |
1.0398 |
1.0398 |
1.0398 |
S2 |
1.0398 |
1.0398 |
1.0398 |
|
S3 |
1.0398 |
1.0398 |
1.0398 |
|
S4 |
1.0398 |
1.0398 |
1.0398 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0956 |
1.0860 |
1.0350 |
|
R3 |
1.0670 |
1.0574 |
1.0272 |
|
R2 |
1.0384 |
1.0384 |
1.0245 |
|
R1 |
1.0288 |
1.0288 |
1.0219 |
1.0336 |
PP |
1.0098 |
1.0098 |
1.0098 |
1.0122 |
S1 |
1.0002 |
1.0002 |
1.0167 |
1.0050 |
S2 |
0.9812 |
0.9812 |
1.0141 |
|
S3 |
0.9526 |
0.9716 |
1.0114 |
|
S4 |
0.9240 |
0.9430 |
1.0036 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0398 |
2.618 |
1.0398 |
1.618 |
1.0398 |
1.000 |
1.0398 |
0.618 |
1.0398 |
HIGH |
1.0398 |
0.618 |
1.0398 |
0.500 |
1.0398 |
0.382 |
1.0398 |
LOW |
1.0398 |
0.618 |
1.0398 |
1.000 |
1.0398 |
1.618 |
1.0398 |
2.618 |
1.0398 |
4.250 |
1.0398 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0398 |
1.0403 |
PP |
1.0398 |
1.0401 |
S1 |
1.0398 |
1.0400 |
|