CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0820 |
1.0681 |
-0.0139 |
-1.3% |
1.0317 |
| High |
1.0820 |
1.0681 |
-0.0139 |
-1.3% |
1.0631 |
| Low |
1.0820 |
1.0624 |
-0.0196 |
-1.8% |
1.0313 |
| Close |
1.0820 |
1.0681 |
-0.0139 |
-1.3% |
1.0631 |
| Range |
0.0000 |
0.0057 |
0.0057 |
|
0.0318 |
| ATR |
0.0071 |
0.0080 |
0.0009 |
12.5% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0814 |
1.0712 |
|
| R3 |
1.0776 |
1.0757 |
1.0697 |
|
| R2 |
1.0719 |
1.0719 |
1.0691 |
|
| R1 |
1.0700 |
1.0700 |
1.0686 |
1.0710 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0667 |
| S1 |
1.0643 |
1.0643 |
1.0676 |
1.0653 |
| S2 |
1.0605 |
1.0605 |
1.0671 |
|
| S3 |
1.0548 |
1.0586 |
1.0665 |
|
| S4 |
1.0491 |
1.0529 |
1.0650 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1373 |
1.0806 |
|
| R3 |
1.1161 |
1.1055 |
1.0718 |
|
| R2 |
1.0843 |
1.0843 |
1.0689 |
|
| R1 |
1.0737 |
1.0737 |
1.0660 |
1.0790 |
| PP |
1.0525 |
1.0525 |
1.0525 |
1.0552 |
| S1 |
1.0419 |
1.0419 |
1.0602 |
1.0472 |
| S2 |
1.0207 |
1.0207 |
1.0573 |
|
| S3 |
0.9889 |
1.0101 |
1.0544 |
|
| S4 |
0.9571 |
0.9783 |
1.0456 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0923 |
|
2.618 |
1.0830 |
|
1.618 |
1.0773 |
|
1.000 |
1.0738 |
|
0.618 |
1.0716 |
|
HIGH |
1.0681 |
|
0.618 |
1.0659 |
|
0.500 |
1.0653 |
|
0.382 |
1.0646 |
|
LOW |
1.0624 |
|
0.618 |
1.0589 |
|
1.000 |
1.0567 |
|
1.618 |
1.0532 |
|
2.618 |
1.0475 |
|
4.250 |
1.0382 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0672 |
1.0722 |
| PP |
1.0662 |
1.0708 |
| S1 |
1.0653 |
1.0695 |
|