CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0488 |
1.0481 |
-0.0007 |
-0.1% |
1.0472 |
| High |
1.0488 |
1.0547 |
0.0059 |
0.6% |
1.0541 |
| Low |
1.0488 |
1.0481 |
-0.0007 |
-0.1% |
1.0472 |
| Close |
1.0488 |
1.0481 |
-0.0007 |
-0.1% |
1.0488 |
| Range |
0.0000 |
0.0066 |
0.0066 |
|
0.0069 |
| ATR |
0.0058 |
0.0058 |
0.0001 |
1.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0701 |
1.0657 |
1.0517 |
|
| R3 |
1.0635 |
1.0591 |
1.0499 |
|
| R2 |
1.0569 |
1.0569 |
1.0493 |
|
| R1 |
1.0525 |
1.0525 |
1.0487 |
1.0514 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0498 |
| S1 |
1.0459 |
1.0459 |
1.0475 |
1.0448 |
| S2 |
1.0437 |
1.0437 |
1.0469 |
|
| S3 |
1.0371 |
1.0393 |
1.0463 |
|
| S4 |
1.0305 |
1.0327 |
1.0445 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0707 |
1.0667 |
1.0526 |
|
| R3 |
1.0638 |
1.0598 |
1.0507 |
|
| R2 |
1.0569 |
1.0569 |
1.0501 |
|
| R1 |
1.0529 |
1.0529 |
1.0494 |
1.0549 |
| PP |
1.0500 |
1.0500 |
1.0500 |
1.0511 |
| S1 |
1.0460 |
1.0460 |
1.0482 |
1.0480 |
| S2 |
1.0431 |
1.0431 |
1.0475 |
|
| S3 |
1.0362 |
1.0391 |
1.0469 |
|
| S4 |
1.0293 |
1.0322 |
1.0450 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0828 |
|
2.618 |
1.0720 |
|
1.618 |
1.0654 |
|
1.000 |
1.0613 |
|
0.618 |
1.0588 |
|
HIGH |
1.0547 |
|
0.618 |
1.0522 |
|
0.500 |
1.0514 |
|
0.382 |
1.0506 |
|
LOW |
1.0481 |
|
0.618 |
1.0440 |
|
1.000 |
1.0415 |
|
1.618 |
1.0374 |
|
2.618 |
1.0308 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0514 |
1.0514 |
| PP |
1.0503 |
1.0503 |
| S1 |
1.0492 |
1.0492 |
|