CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
1.0206 |
1.0199 |
-0.0007 |
-0.1% |
1.0331 |
High |
1.0206 |
1.0199 |
-0.0007 |
-0.1% |
1.0331 |
Low |
1.0206 |
1.0199 |
-0.0007 |
-0.1% |
1.0199 |
Close |
1.0206 |
1.0199 |
-0.0007 |
-0.1% |
1.0199 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0040 |
-0.0003 |
-6.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0199 |
1.0199 |
1.0199 |
|
R3 |
1.0199 |
1.0199 |
1.0199 |
|
R2 |
1.0199 |
1.0199 |
1.0199 |
|
R1 |
1.0199 |
1.0199 |
1.0199 |
1.0199 |
PP |
1.0199 |
1.0199 |
1.0199 |
1.0199 |
S1 |
1.0199 |
1.0199 |
1.0199 |
1.0199 |
S2 |
1.0199 |
1.0199 |
1.0199 |
|
S3 |
1.0199 |
1.0199 |
1.0199 |
|
S4 |
1.0199 |
1.0199 |
1.0199 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0639 |
1.0551 |
1.0272 |
|
R3 |
1.0507 |
1.0419 |
1.0235 |
|
R2 |
1.0375 |
1.0375 |
1.0223 |
|
R1 |
1.0287 |
1.0287 |
1.0211 |
1.0265 |
PP |
1.0243 |
1.0243 |
1.0243 |
1.0232 |
S1 |
1.0155 |
1.0155 |
1.0187 |
1.0133 |
S2 |
1.0111 |
1.0111 |
1.0175 |
|
S3 |
0.9979 |
1.0023 |
1.0163 |
|
S4 |
0.9847 |
0.9891 |
1.0126 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0199 |
2.618 |
1.0199 |
1.618 |
1.0199 |
1.000 |
1.0199 |
0.618 |
1.0199 |
HIGH |
1.0199 |
0.618 |
1.0199 |
0.500 |
1.0199 |
0.382 |
1.0199 |
LOW |
1.0199 |
0.618 |
1.0199 |
1.000 |
1.0199 |
1.618 |
1.0199 |
2.618 |
1.0199 |
4.250 |
1.0199 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0199 |
1.0222 |
PP |
1.0199 |
1.0214 |
S1 |
1.0199 |
1.0207 |
|