CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.0455 |
1.0420 |
-0.0035 |
-0.3% |
1.0266 |
High |
1.0455 |
1.0420 |
-0.0035 |
-0.3% |
1.0498 |
Low |
1.0455 |
1.0420 |
-0.0035 |
-0.3% |
1.0266 |
Close |
1.0455 |
1.0420 |
-0.0035 |
-0.3% |
1.0449 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0039 |
0.0000 |
-0.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0420 |
1.0420 |
1.0420 |
|
R3 |
1.0420 |
1.0420 |
1.0420 |
|
R2 |
1.0420 |
1.0420 |
1.0420 |
|
R1 |
1.0420 |
1.0420 |
1.0420 |
1.0420 |
PP |
1.0420 |
1.0420 |
1.0420 |
1.0420 |
S1 |
1.0420 |
1.0420 |
1.0420 |
1.0420 |
S2 |
1.0420 |
1.0420 |
1.0420 |
|
S3 |
1.0420 |
1.0420 |
1.0420 |
|
S4 |
1.0420 |
1.0420 |
1.0420 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1100 |
1.1007 |
1.0577 |
|
R3 |
1.0868 |
1.0775 |
1.0513 |
|
R2 |
1.0636 |
1.0636 |
1.0492 |
|
R1 |
1.0543 |
1.0543 |
1.0470 |
1.0590 |
PP |
1.0404 |
1.0404 |
1.0404 |
1.0428 |
S1 |
1.0311 |
1.0311 |
1.0428 |
1.0358 |
S2 |
1.0172 |
1.0172 |
1.0406 |
|
S3 |
0.9940 |
1.0079 |
1.0385 |
|
S4 |
0.9708 |
0.9847 |
1.0321 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0420 |
2.618 |
1.0420 |
1.618 |
1.0420 |
1.000 |
1.0420 |
0.618 |
1.0420 |
HIGH |
1.0420 |
0.618 |
1.0420 |
0.500 |
1.0420 |
0.382 |
1.0420 |
LOW |
1.0420 |
0.618 |
1.0420 |
1.000 |
1.0420 |
1.618 |
1.0420 |
2.618 |
1.0420 |
4.250 |
1.0420 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0420 |
1.0438 |
PP |
1.0420 |
1.0432 |
S1 |
1.0420 |
1.0426 |
|