CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.0681 |
1.0583 |
-0.0098 |
-0.9% |
1.0317 |
High |
1.0681 |
1.0583 |
-0.0098 |
-0.9% |
1.0631 |
Low |
1.0624 |
1.0583 |
-0.0041 |
-0.4% |
1.0313 |
Close |
1.0681 |
1.0583 |
-0.0098 |
-0.9% |
1.0631 |
Range |
0.0057 |
0.0000 |
-0.0057 |
-100.0% |
0.0318 |
ATR |
0.0080 |
0.0081 |
0.0001 |
1.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0583 |
1.0583 |
1.0583 |
|
R3 |
1.0583 |
1.0583 |
1.0583 |
|
R2 |
1.0583 |
1.0583 |
1.0583 |
|
R1 |
1.0583 |
1.0583 |
1.0583 |
1.0583 |
PP |
1.0583 |
1.0583 |
1.0583 |
1.0583 |
S1 |
1.0583 |
1.0583 |
1.0583 |
1.0583 |
S2 |
1.0583 |
1.0583 |
1.0583 |
|
S3 |
1.0583 |
1.0583 |
1.0583 |
|
S4 |
1.0583 |
1.0583 |
1.0583 |
|
|
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 |
1.0583 |
2.618 |
1.0583 |
1.618 |
1.0583 |
1.000 |
1.0583 |
0.618 |
1.0583 |
HIGH |
1.0583 |
0.618 |
1.0583 |
0.500 |
1.0583 |
0.382 |
1.0583 |
LOW |
1.0583 |
0.618 |
1.0583 |
1.000 |
1.0583 |
1.618 |
1.0583 |
2.618 |
1.0583 |
4.250 |
1.0583 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0583 |
1.0702 |
PP |
1.0583 |
1.0662 |
S1 |
1.0583 |
1.0623 |
|