CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 30-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.0485 |
1.0509 |
0.0024 |
0.2% |
1.0455 |
High |
1.0485 |
1.0509 |
0.0024 |
0.2% |
1.0455 |
Low |
1.0485 |
1.0509 |
0.0024 |
0.2% |
1.0388 |
Close |
1.0485 |
1.0509 |
0.0024 |
0.2% |
1.0388 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0509 |
1.0509 |
1.0509 |
|
R3 |
1.0509 |
1.0509 |
1.0509 |
|
R2 |
1.0509 |
1.0509 |
1.0509 |
|
R1 |
1.0509 |
1.0509 |
1.0509 |
1.0509 |
PP |
1.0509 |
1.0509 |
1.0509 |
1.0509 |
S1 |
1.0509 |
1.0509 |
1.0509 |
1.0509 |
S2 |
1.0509 |
1.0509 |
1.0509 |
|
S3 |
1.0509 |
1.0509 |
1.0509 |
|
S4 |
1.0509 |
1.0509 |
1.0509 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0611 |
1.0567 |
1.0425 |
|
R3 |
1.0544 |
1.0500 |
1.0406 |
|
R2 |
1.0477 |
1.0477 |
1.0400 |
|
R1 |
1.0433 |
1.0433 |
1.0394 |
1.0422 |
PP |
1.0410 |
1.0410 |
1.0410 |
1.0405 |
S1 |
1.0366 |
1.0366 |
1.0382 |
1.0355 |
S2 |
1.0343 |
1.0343 |
1.0376 |
|
S3 |
1.0276 |
1.0299 |
1.0370 |
|
S4 |
1.0209 |
1.0232 |
1.0351 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0509 |
2.618 |
1.0509 |
1.618 |
1.0509 |
1.000 |
1.0509 |
0.618 |
1.0509 |
HIGH |
1.0509 |
0.618 |
1.0509 |
0.500 |
1.0509 |
0.382 |
1.0509 |
LOW |
1.0509 |
0.618 |
1.0509 |
1.000 |
1.0509 |
1.618 |
1.0509 |
2.618 |
1.0509 |
4.250 |
1.0509 |
|
|
Fisher Pivots for day following 30-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0509 |
1.0492 |
PP |
1.0509 |
1.0475 |
S1 |
1.0509 |
1.0458 |
|