CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.0351 |
1.0321 |
-0.0030 |
-0.3% |
1.0404 |
High |
1.0398 |
1.0321 |
-0.0077 |
-0.7% |
1.0430 |
Low |
1.0351 |
1.0318 |
-0.0033 |
-0.3% |
1.0255 |
Close |
1.0351 |
1.0321 |
-0.0030 |
-0.3% |
1.0258 |
Range |
0.0047 |
0.0003 |
-0.0044 |
-93.6% |
0.0175 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0329 |
1.0328 |
1.0323 |
|
R3 |
1.0326 |
1.0325 |
1.0322 |
|
R2 |
1.0323 |
1.0323 |
1.0322 |
|
R1 |
1.0322 |
1.0322 |
1.0321 |
1.0323 |
PP |
1.0320 |
1.0320 |
1.0320 |
1.0320 |
S1 |
1.0319 |
1.0319 |
1.0321 |
1.0320 |
S2 |
1.0317 |
1.0317 |
1.0320 |
|
S3 |
1.0314 |
1.0316 |
1.0320 |
|
S4 |
1.0311 |
1.0313 |
1.0319 |
|
|
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 |
1.0334 |
2.618 |
1.0329 |
1.618 |
1.0326 |
1.000 |
1.0324 |
0.618 |
1.0323 |
HIGH |
1.0321 |
0.618 |
1.0320 |
0.500 |
1.0320 |
0.382 |
1.0319 |
LOW |
1.0318 |
0.618 |
1.0316 |
1.000 |
1.0315 |
1.618 |
1.0313 |
2.618 |
1.0310 |
4.250 |
1.0305 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0321 |
1.0313 |
PP |
1.0320 |
1.0304 |
S1 |
1.0320 |
1.0296 |
|