CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0212 |
1.0298 |
0.0086 |
0.8% |
1.0105 |
| High |
1.0265 |
1.0303 |
0.0038 |
0.4% |
1.0265 |
| Low |
1.0211 |
1.0241 |
0.0030 |
0.3% |
1.0105 |
| Close |
1.0265 |
1.0241 |
-0.0024 |
-0.2% |
1.0265 |
| Range |
0.0054 |
0.0062 |
0.0008 |
14.8% |
0.0160 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
14 |
37 |
23 |
164.3% |
59 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0448 |
1.0406 |
1.0275 |
|
| R3 |
1.0386 |
1.0344 |
1.0258 |
|
| R2 |
1.0324 |
1.0324 |
1.0252 |
|
| R1 |
1.0282 |
1.0282 |
1.0247 |
1.0272 |
| PP |
1.0262 |
1.0262 |
1.0262 |
1.0257 |
| S1 |
1.0220 |
1.0220 |
1.0235 |
1.0210 |
| S2 |
1.0200 |
1.0200 |
1.0230 |
|
| S3 |
1.0138 |
1.0158 |
1.0224 |
|
| S4 |
1.0076 |
1.0096 |
1.0207 |
|
|
| 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 |
1.0567 |
|
2.618 |
1.0465 |
|
1.618 |
1.0403 |
|
1.000 |
1.0365 |
|
0.618 |
1.0341 |
|
HIGH |
1.0303 |
|
0.618 |
1.0279 |
|
0.500 |
1.0272 |
|
0.382 |
1.0265 |
|
LOW |
1.0241 |
|
0.618 |
1.0203 |
|
1.000 |
1.0179 |
|
1.618 |
1.0141 |
|
2.618 |
1.0079 |
|
4.250 |
0.9978 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0272 |
1.0251 |
| PP |
1.0262 |
1.0247 |
| S1 |
1.0251 |
1.0244 |
|