CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0426 |
1.0404 |
-0.0022 |
-0.2% |
1.0481 |
| High |
1.0522 |
1.0430 |
-0.0092 |
-0.9% |
1.0547 |
| Low |
1.0426 |
1.0404 |
-0.0022 |
-0.2% |
1.0403 |
| Close |
1.0426 |
1.0404 |
-0.0022 |
-0.2% |
1.0426 |
| Range |
0.0096 |
0.0026 |
-0.0070 |
-72.9% |
0.0144 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0491 |
1.0473 |
1.0418 |
|
| R3 |
1.0465 |
1.0447 |
1.0411 |
|
| R2 |
1.0439 |
1.0439 |
1.0409 |
|
| R1 |
1.0421 |
1.0421 |
1.0406 |
1.0417 |
| PP |
1.0413 |
1.0413 |
1.0413 |
1.0411 |
| S1 |
1.0395 |
1.0395 |
1.0402 |
1.0391 |
| S2 |
1.0387 |
1.0387 |
1.0399 |
|
| S3 |
1.0361 |
1.0369 |
1.0397 |
|
| S4 |
1.0335 |
1.0343 |
1.0390 |
|
|
| 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 |
1.0541 |
|
2.618 |
1.0498 |
|
1.618 |
1.0472 |
|
1.000 |
1.0456 |
|
0.618 |
1.0446 |
|
HIGH |
1.0430 |
|
0.618 |
1.0420 |
|
0.500 |
1.0417 |
|
0.382 |
1.0414 |
|
LOW |
1.0404 |
|
0.618 |
1.0388 |
|
1.000 |
1.0378 |
|
1.618 |
1.0362 |
|
2.618 |
1.0336 |
|
4.250 |
1.0294 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0417 |
1.0463 |
| PP |
1.0413 |
1.0443 |
| S1 |
1.0408 |
1.0424 |
|