CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0717 |
1.0728 |
0.0011 |
0.1% |
1.0930 |
| High |
1.0717 |
1.0737 |
0.0020 |
0.2% |
1.0930 |
| Low |
1.0717 |
1.0697 |
-0.0020 |
-0.2% |
1.0661 |
| Close |
1.0717 |
1.0728 |
0.0011 |
0.1% |
1.0717 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0269 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0841 |
1.0824 |
1.0750 |
|
| R3 |
1.0801 |
1.0784 |
1.0739 |
|
| R2 |
1.0761 |
1.0761 |
1.0735 |
|
| R1 |
1.0744 |
1.0744 |
1.0732 |
1.0748 |
| PP |
1.0721 |
1.0721 |
1.0721 |
1.0723 |
| S1 |
1.0704 |
1.0704 |
1.0724 |
1.0708 |
| S2 |
1.0681 |
1.0681 |
1.0721 |
|
| S3 |
1.0641 |
1.0664 |
1.0717 |
|
| S4 |
1.0601 |
1.0624 |
1.0706 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1416 |
1.0865 |
|
| R3 |
1.1307 |
1.1147 |
1.0791 |
|
| R2 |
1.1038 |
1.1038 |
1.0766 |
|
| R1 |
1.0878 |
1.0878 |
1.0742 |
1.0824 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0742 |
| S1 |
1.0609 |
1.0609 |
1.0692 |
1.0555 |
| S2 |
1.0500 |
1.0500 |
1.0668 |
|
| S3 |
1.0231 |
1.0340 |
1.0643 |
|
| S4 |
0.9962 |
1.0071 |
1.0569 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0907 |
|
2.618 |
1.0842 |
|
1.618 |
1.0802 |
|
1.000 |
1.0777 |
|
0.618 |
1.0762 |
|
HIGH |
1.0737 |
|
0.618 |
1.0722 |
|
0.500 |
1.0717 |
|
0.382 |
1.0712 |
|
LOW |
1.0697 |
|
0.618 |
1.0672 |
|
1.000 |
1.0657 |
|
1.618 |
1.0632 |
|
2.618 |
1.0592 |
|
4.250 |
1.0527 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0724 |
1.0718 |
| PP |
1.0721 |
1.0709 |
| S1 |
1.0717 |
1.0699 |
|