CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0234 |
1.0212 |
-0.0022 |
-0.2% |
1.0105 |
| High |
1.0234 |
1.0265 |
0.0031 |
0.3% |
1.0265 |
| Low |
1.0198 |
1.0211 |
0.0013 |
0.1% |
1.0105 |
| Close |
1.0198 |
1.0265 |
0.0067 |
0.7% |
1.0265 |
| Range |
0.0036 |
0.0054 |
0.0018 |
50.0% |
0.0160 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
37 |
14 |
-23 |
-62.2% |
59 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0391 |
1.0295 |
|
| R3 |
1.0355 |
1.0337 |
1.0280 |
|
| R2 |
1.0301 |
1.0301 |
1.0275 |
|
| R1 |
1.0283 |
1.0283 |
1.0270 |
1.0292 |
| PP |
1.0247 |
1.0247 |
1.0247 |
1.0252 |
| S1 |
1.0229 |
1.0229 |
1.0260 |
1.0238 |
| S2 |
1.0193 |
1.0193 |
1.0255 |
|
| S3 |
1.0139 |
1.0175 |
1.0250 |
|
| S4 |
1.0085 |
1.0121 |
1.0235 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0692 |
1.0638 |
1.0353 |
|
| R3 |
1.0532 |
1.0478 |
1.0309 |
|
| R2 |
1.0372 |
1.0372 |
1.0294 |
|
| R1 |
1.0318 |
1.0318 |
1.0280 |
1.0345 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0225 |
| S1 |
1.0158 |
1.0158 |
1.0250 |
1.0185 |
| S2 |
1.0052 |
1.0052 |
1.0236 |
|
| S3 |
0.9892 |
0.9998 |
1.0221 |
|
| S4 |
0.9732 |
0.9838 |
1.0177 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0495 |
|
2.618 |
1.0406 |
|
1.618 |
1.0352 |
|
1.000 |
1.0319 |
|
0.618 |
1.0298 |
|
HIGH |
1.0265 |
|
0.618 |
1.0244 |
|
0.500 |
1.0238 |
|
0.382 |
1.0232 |
|
LOW |
1.0211 |
|
0.618 |
1.0178 |
|
1.000 |
1.0157 |
|
1.618 |
1.0124 |
|
2.618 |
1.0070 |
|
4.250 |
0.9982 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0256 |
1.0254 |
| PP |
1.0247 |
1.0243 |
| S1 |
1.0238 |
1.0232 |
|