CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0297 |
1.0281 |
-0.0016 |
-0.2% |
1.0481 |
| High |
1.0314 |
1.0281 |
-0.0033 |
-0.3% |
1.0547 |
| Low |
1.0294 |
1.0255 |
-0.0039 |
-0.4% |
1.0403 |
| Close |
1.0297 |
1.0281 |
-0.0016 |
-0.2% |
1.0426 |
| Range |
0.0020 |
0.0026 |
0.0006 |
30.0% |
0.0144 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0350 |
1.0342 |
1.0295 |
|
| R3 |
1.0324 |
1.0316 |
1.0288 |
|
| R2 |
1.0298 |
1.0298 |
1.0286 |
|
| R1 |
1.0290 |
1.0290 |
1.0283 |
1.0294 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0275 |
| S1 |
1.0264 |
1.0264 |
1.0279 |
1.0268 |
| S2 |
1.0246 |
1.0246 |
1.0276 |
|
| S3 |
1.0220 |
1.0238 |
1.0274 |
|
| S4 |
1.0194 |
1.0212 |
1.0267 |
|
|
| 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 |
1.0392 |
|
2.618 |
1.0349 |
|
1.618 |
1.0323 |
|
1.000 |
1.0307 |
|
0.618 |
1.0297 |
|
HIGH |
1.0281 |
|
0.618 |
1.0271 |
|
0.500 |
1.0268 |
|
0.382 |
1.0265 |
|
LOW |
1.0255 |
|
0.618 |
1.0239 |
|
1.000 |
1.0229 |
|
1.618 |
1.0213 |
|
2.618 |
1.0187 |
|
4.250 |
1.0145 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0277 |
1.0285 |
| PP |
1.0272 |
1.0283 |
| S1 |
1.0268 |
1.0282 |
|