CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0481 |
1.0478 |
-0.0003 |
0.0% |
1.0472 |
| High |
1.0547 |
1.0478 |
-0.0069 |
-0.7% |
1.0541 |
| Low |
1.0481 |
1.0456 |
-0.0025 |
-0.2% |
1.0472 |
| Close |
1.0481 |
1.0478 |
-0.0003 |
0.0% |
1.0488 |
| Range |
0.0066 |
0.0022 |
-0.0044 |
-66.7% |
0.0069 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0529 |
1.0490 |
|
| R3 |
1.0515 |
1.0507 |
1.0484 |
|
| R2 |
1.0493 |
1.0493 |
1.0482 |
|
| R1 |
1.0485 |
1.0485 |
1.0480 |
1.0489 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0473 |
| S1 |
1.0463 |
1.0463 |
1.0476 |
1.0467 |
| S2 |
1.0449 |
1.0449 |
1.0474 |
|
| S3 |
1.0427 |
1.0441 |
1.0472 |
|
| S4 |
1.0405 |
1.0419 |
1.0466 |
|
|
| 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 |
1.0572 |
|
2.618 |
1.0536 |
|
1.618 |
1.0514 |
|
1.000 |
1.0500 |
|
0.618 |
1.0492 |
|
HIGH |
1.0478 |
|
0.618 |
1.0470 |
|
0.500 |
1.0467 |
|
0.382 |
1.0464 |
|
LOW |
1.0456 |
|
0.618 |
1.0442 |
|
1.000 |
1.0434 |
|
1.618 |
1.0420 |
|
2.618 |
1.0398 |
|
4.250 |
1.0363 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0474 |
1.0502 |
| PP |
1.0471 |
1.0494 |
| S1 |
1.0467 |
1.0486 |
|