CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0403 |
1.0426 |
0.0023 |
0.2% |
1.0481 |
| High |
1.0403 |
1.0522 |
0.0119 |
1.1% |
1.0547 |
| Low |
1.0403 |
1.0426 |
0.0023 |
0.2% |
1.0403 |
| Close |
1.0403 |
1.0426 |
0.0023 |
0.2% |
1.0426 |
| Range |
0.0000 |
0.0096 |
0.0096 |
|
0.0144 |
| ATR |
0.0055 |
0.0059 |
0.0005 |
8.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0746 |
1.0682 |
1.0479 |
|
| R3 |
1.0650 |
1.0586 |
1.0452 |
|
| R2 |
1.0554 |
1.0554 |
1.0444 |
|
| R1 |
1.0490 |
1.0490 |
1.0435 |
1.0474 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0450 |
| S1 |
1.0394 |
1.0394 |
1.0417 |
1.0378 |
| S2 |
1.0362 |
1.0362 |
1.0408 |
|
| S3 |
1.0266 |
1.0298 |
1.0400 |
|
| S4 |
1.0170 |
1.0202 |
1.0373 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0891 |
1.0802 |
1.0505 |
|
| R3 |
1.0747 |
1.0658 |
1.0466 |
|
| R2 |
1.0603 |
1.0603 |
1.0452 |
|
| R1 |
1.0514 |
1.0514 |
1.0439 |
1.0487 |
| PP |
1.0459 |
1.0459 |
1.0459 |
1.0445 |
| S1 |
1.0370 |
1.0370 |
1.0413 |
1.0343 |
| S2 |
1.0315 |
1.0315 |
1.0400 |
|
| S3 |
1.0171 |
1.0226 |
1.0386 |
|
| S4 |
1.0027 |
1.0082 |
1.0347 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0930 |
|
2.618 |
1.0773 |
|
1.618 |
1.0677 |
|
1.000 |
1.0618 |
|
0.618 |
1.0581 |
|
HIGH |
1.0522 |
|
0.618 |
1.0485 |
|
0.500 |
1.0474 |
|
0.382 |
1.0463 |
|
LOW |
1.0426 |
|
0.618 |
1.0367 |
|
1.000 |
1.0330 |
|
1.618 |
1.0271 |
|
2.618 |
1.0175 |
|
4.250 |
1.0018 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0474 |
1.0463 |
| PP |
1.0458 |
1.0450 |
| S1 |
1.0442 |
1.0438 |
|