CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0193 |
1.0351 |
0.0158 |
1.6% |
1.0404 |
| High |
1.0264 |
1.0398 |
0.0134 |
1.3% |
1.0430 |
| Low |
1.0193 |
1.0351 |
0.0158 |
1.6% |
1.0255 |
| Close |
1.0193 |
1.0351 |
0.0158 |
1.6% |
1.0258 |
| Range |
0.0071 |
0.0047 |
-0.0024 |
-33.8% |
0.0175 |
| ATR |
0.0052 |
0.0063 |
0.0011 |
21.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0476 |
1.0377 |
|
| R3 |
1.0461 |
1.0429 |
1.0364 |
|
| R2 |
1.0414 |
1.0414 |
1.0360 |
|
| R1 |
1.0382 |
1.0382 |
1.0355 |
1.0375 |
| PP |
1.0367 |
1.0367 |
1.0367 |
1.0363 |
| S1 |
1.0335 |
1.0335 |
1.0347 |
1.0328 |
| S2 |
1.0320 |
1.0320 |
1.0342 |
|
| S3 |
1.0273 |
1.0288 |
1.0338 |
|
| S4 |
1.0226 |
1.0241 |
1.0325 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0839 |
1.0724 |
1.0354 |
|
| R3 |
1.0664 |
1.0549 |
1.0306 |
|
| R2 |
1.0489 |
1.0489 |
1.0290 |
|
| R1 |
1.0374 |
1.0374 |
1.0274 |
1.0344 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0300 |
| S1 |
1.0199 |
1.0199 |
1.0242 |
1.0169 |
| S2 |
1.0139 |
1.0139 |
1.0226 |
|
| S3 |
0.9964 |
1.0024 |
1.0210 |
|
| S4 |
0.9789 |
0.9849 |
1.0162 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0598 |
|
2.618 |
1.0521 |
|
1.618 |
1.0474 |
|
1.000 |
1.0445 |
|
0.618 |
1.0427 |
|
HIGH |
1.0398 |
|
0.618 |
1.0380 |
|
0.500 |
1.0375 |
|
0.382 |
1.0369 |
|
LOW |
1.0351 |
|
0.618 |
1.0322 |
|
1.000 |
1.0304 |
|
1.618 |
1.0275 |
|
2.618 |
1.0228 |
|
4.250 |
1.0151 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0333 |
| PP |
1.0367 |
1.0314 |
| S1 |
1.0359 |
1.0296 |
|