CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0728 |
1.0690 |
-0.0038 |
-0.4% |
1.0930 |
| High |
1.0737 |
1.0690 |
-0.0047 |
-0.4% |
1.0930 |
| Low |
1.0697 |
1.0652 |
-0.0045 |
-0.4% |
1.0661 |
| Close |
1.0728 |
1.0690 |
-0.0038 |
-0.4% |
1.0717 |
| Range |
0.0040 |
0.0038 |
-0.0002 |
-5.0% |
0.0269 |
| ATR |
0.0059 |
0.0061 |
0.0001 |
2.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0791 |
1.0779 |
1.0711 |
|
| R3 |
1.0753 |
1.0741 |
1.0700 |
|
| R2 |
1.0715 |
1.0715 |
1.0697 |
|
| R1 |
1.0703 |
1.0703 |
1.0693 |
1.0709 |
| PP |
1.0677 |
1.0677 |
1.0677 |
1.0681 |
| S1 |
1.0665 |
1.0665 |
1.0687 |
1.0671 |
| S2 |
1.0639 |
1.0639 |
1.0683 |
|
| S3 |
1.0601 |
1.0627 |
1.0680 |
|
| S4 |
1.0563 |
1.0589 |
1.0669 |
|
|
| 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 |
1.0852 |
|
2.618 |
1.0789 |
|
1.618 |
1.0751 |
|
1.000 |
1.0728 |
|
0.618 |
1.0713 |
|
HIGH |
1.0690 |
|
0.618 |
1.0675 |
|
0.500 |
1.0671 |
|
0.382 |
1.0667 |
|
LOW |
1.0652 |
|
0.618 |
1.0629 |
|
1.000 |
1.0614 |
|
1.618 |
1.0591 |
|
2.618 |
1.0553 |
|
4.250 |
1.0491 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0684 |
1.0695 |
| PP |
1.0677 |
1.0693 |
| S1 |
1.0671 |
1.0692 |
|