CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 02-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1.0661 |
1.0717 |
0.0056 |
0.5% |
1.0983 |
High |
1.0661 |
1.0717 |
0.0056 |
0.5% |
1.0983 |
Low |
1.0661 |
1.0717 |
0.0056 |
0.5% |
1.0800 |
Close |
1.0661 |
1.0717 |
0.0056 |
0.5% |
1.0800 |
Range |
|
|
|
|
|
ATR |
0.0061 |
0.0061 |
0.0000 |
-0.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0717 |
1.0717 |
1.0717 |
|
R3 |
1.0717 |
1.0717 |
1.0717 |
|
R2 |
1.0717 |
1.0717 |
1.0717 |
|
R1 |
1.0717 |
1.0717 |
1.0717 |
1.0717 |
PP |
1.0717 |
1.0717 |
1.0717 |
1.0717 |
S1 |
1.0717 |
1.0717 |
1.0717 |
1.0717 |
S2 |
1.0717 |
1.0717 |
1.0717 |
|
S3 |
1.0717 |
1.0717 |
1.0717 |
|
S4 |
1.0717 |
1.0717 |
1.0717 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1410 |
1.1288 |
1.0901 |
|
R3 |
1.1227 |
1.1105 |
1.0850 |
|
R2 |
1.1044 |
1.1044 |
1.0834 |
|
R1 |
1.0922 |
1.0922 |
1.0817 |
1.0892 |
PP |
1.0861 |
1.0861 |
1.0861 |
1.0846 |
S1 |
1.0739 |
1.0739 |
1.0783 |
1.0709 |
S2 |
1.0678 |
1.0678 |
1.0766 |
|
S3 |
1.0495 |
1.0556 |
1.0750 |
|
S4 |
1.0312 |
1.0373 |
1.0699 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0717 |
2.618 |
1.0717 |
1.618 |
1.0717 |
1.000 |
1.0717 |
0.618 |
1.0717 |
HIGH |
1.0717 |
0.618 |
1.0717 |
0.500 |
1.0717 |
0.382 |
1.0717 |
LOW |
1.0717 |
0.618 |
1.0717 |
1.000 |
1.0717 |
1.618 |
1.0717 |
2.618 |
1.0717 |
4.250 |
1.0717 |
|
|
Fisher Pivots for day following 02-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0717 |
1.0740 |
PP |
1.0717 |
1.0732 |
S1 |
1.0717 |
1.0725 |
|