CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0125 |
0.0002 |
0.0% |
1.0298 |
| High |
1.0123 |
1.0166 |
0.0043 |
0.4% |
1.0303 |
| Low |
1.0110 |
1.0125 |
0.0015 |
0.1% |
1.0110 |
| Close |
1.0111 |
1.0166 |
0.0055 |
0.5% |
1.0166 |
| Range |
0.0013 |
0.0041 |
0.0028 |
215.4% |
0.0193 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
45 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0262 |
1.0189 |
|
| R3 |
1.0234 |
1.0221 |
1.0177 |
|
| R2 |
1.0193 |
1.0193 |
1.0174 |
|
| R1 |
1.0180 |
1.0180 |
1.0170 |
1.0187 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0156 |
| S1 |
1.0139 |
1.0139 |
1.0162 |
1.0146 |
| S2 |
1.0111 |
1.0111 |
1.0158 |
|
| S3 |
1.0070 |
1.0098 |
1.0155 |
|
| S4 |
1.0029 |
1.0057 |
1.0143 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0662 |
1.0272 |
|
| R3 |
1.0579 |
1.0469 |
1.0219 |
|
| R2 |
1.0386 |
1.0386 |
1.0201 |
|
| R1 |
1.0276 |
1.0276 |
1.0184 |
1.0235 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0172 |
| S1 |
1.0083 |
1.0083 |
1.0148 |
1.0042 |
| S2 |
1.0000 |
1.0000 |
1.0131 |
|
| S3 |
0.9807 |
0.9890 |
1.0113 |
|
| S4 |
0.9614 |
0.9697 |
1.0060 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0340 |
|
2.618 |
1.0273 |
|
1.618 |
1.0232 |
|
1.000 |
1.0207 |
|
0.618 |
1.0191 |
|
HIGH |
1.0166 |
|
0.618 |
1.0150 |
|
0.500 |
1.0146 |
|
0.382 |
1.0141 |
|
LOW |
1.0125 |
|
0.618 |
1.0100 |
|
1.000 |
1.0084 |
|
1.618 |
1.0059 |
|
2.618 |
1.0018 |
|
4.250 |
0.9951 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0185 |
| PP |
1.0152 |
1.0178 |
| S1 |
1.0146 |
1.0172 |
|