CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0478 |
1.0446 |
-0.0032 |
-0.3% |
1.0472 |
| High |
1.0478 |
1.0488 |
0.0010 |
0.1% |
1.0541 |
| Low |
1.0456 |
1.0437 |
-0.0019 |
-0.2% |
1.0472 |
| Close |
1.0478 |
1.0446 |
-0.0032 |
-0.3% |
1.0488 |
| Range |
0.0022 |
0.0051 |
0.0029 |
131.8% |
0.0069 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0610 |
1.0579 |
1.0474 |
|
| R3 |
1.0559 |
1.0528 |
1.0460 |
|
| R2 |
1.0508 |
1.0508 |
1.0455 |
|
| R1 |
1.0477 |
1.0477 |
1.0451 |
1.0472 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0454 |
| S1 |
1.0426 |
1.0426 |
1.0441 |
1.0421 |
| S2 |
1.0406 |
1.0406 |
1.0437 |
|
| S3 |
1.0355 |
1.0375 |
1.0432 |
|
| S4 |
1.0304 |
1.0324 |
1.0418 |
|
|
| 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 |
1.0705 |
|
2.618 |
1.0622 |
|
1.618 |
1.0571 |
|
1.000 |
1.0539 |
|
0.618 |
1.0520 |
|
HIGH |
1.0488 |
|
0.618 |
1.0469 |
|
0.500 |
1.0463 |
|
0.382 |
1.0456 |
|
LOW |
1.0437 |
|
0.618 |
1.0405 |
|
1.000 |
1.0386 |
|
1.618 |
1.0354 |
|
2.618 |
1.0303 |
|
4.250 |
1.0220 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0463 |
1.0492 |
| PP |
1.0457 |
1.0477 |
| S1 |
1.0452 |
1.0461 |
|