CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0407 |
1.0431 |
0.0024 |
0.2% |
1.0820 |
| High |
1.0490 |
1.0464 |
-0.0026 |
-0.2% |
1.0820 |
| Low |
1.0406 |
1.0415 |
0.0009 |
0.1% |
1.0406 |
| Close |
1.0462 |
1.0431 |
-0.0031 |
-0.3% |
1.0462 |
| Range |
0.0084 |
0.0049 |
-0.0035 |
-41.7% |
0.0414 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
4 |
0 |
-4 |
-100.0% |
4 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0556 |
1.0458 |
|
| R3 |
1.0535 |
1.0507 |
1.0444 |
|
| R2 |
1.0486 |
1.0486 |
1.0440 |
|
| R1 |
1.0458 |
1.0458 |
1.0435 |
1.0456 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0435 |
| S1 |
1.0409 |
1.0409 |
1.0427 |
1.0407 |
| S2 |
1.0388 |
1.0388 |
1.0422 |
|
| S3 |
1.0339 |
1.0360 |
1.0418 |
|
| S4 |
1.0290 |
1.0311 |
1.0404 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1805 |
1.1547 |
1.0690 |
|
| R3 |
1.1391 |
1.1133 |
1.0576 |
|
| R2 |
1.0977 |
1.0977 |
1.0538 |
|
| R1 |
1.0719 |
1.0719 |
1.0500 |
1.0641 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0524 |
| S1 |
1.0305 |
1.0305 |
1.0424 |
1.0227 |
| S2 |
1.0149 |
1.0149 |
1.0386 |
|
| S3 |
0.9735 |
0.9891 |
1.0348 |
|
| S4 |
0.9321 |
0.9477 |
1.0234 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0672 |
|
2.618 |
1.0592 |
|
1.618 |
1.0543 |
|
1.000 |
1.0513 |
|
0.618 |
1.0494 |
|
HIGH |
1.0464 |
|
0.618 |
1.0445 |
|
0.500 |
1.0440 |
|
0.382 |
1.0434 |
|
LOW |
1.0415 |
|
0.618 |
1.0385 |
|
1.000 |
1.0366 |
|
1.618 |
1.0336 |
|
2.618 |
1.0287 |
|
4.250 |
1.0207 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0440 |
1.0448 |
| PP |
1.0437 |
1.0442 |
| S1 |
1.0434 |
1.0437 |
|