CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0164 |
1.0199 |
0.0035 |
0.3% |
1.0298 |
| High |
1.0177 |
1.0214 |
0.0037 |
0.4% |
1.0303 |
| Low |
1.0143 |
1.0199 |
0.0056 |
0.6% |
1.0110 |
| Close |
1.0177 |
1.0214 |
0.0037 |
0.4% |
1.0166 |
| Range |
0.0034 |
0.0015 |
-0.0019 |
-55.9% |
0.0193 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
63 |
5 |
-58 |
-92.1% |
45 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0254 |
1.0249 |
1.0222 |
|
| R3 |
1.0239 |
1.0234 |
1.0218 |
|
| R2 |
1.0224 |
1.0224 |
1.0217 |
|
| R1 |
1.0219 |
1.0219 |
1.0215 |
1.0222 |
| PP |
1.0209 |
1.0209 |
1.0209 |
1.0210 |
| S1 |
1.0204 |
1.0204 |
1.0213 |
1.0207 |
| S2 |
1.0194 |
1.0194 |
1.0211 |
|
| S3 |
1.0179 |
1.0189 |
1.0210 |
|
| S4 |
1.0164 |
1.0174 |
1.0206 |
|
|
| 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 |
1.0278 |
|
2.618 |
1.0253 |
|
1.618 |
1.0238 |
|
1.000 |
1.0229 |
|
0.618 |
1.0223 |
|
HIGH |
1.0214 |
|
0.618 |
1.0208 |
|
0.500 |
1.0207 |
|
0.382 |
1.0205 |
|
LOW |
1.0199 |
|
0.618 |
1.0190 |
|
1.000 |
1.0184 |
|
1.618 |
1.0175 |
|
2.618 |
1.0160 |
|
4.250 |
1.0135 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0202 |
| PP |
1.0209 |
1.0190 |
| S1 |
1.0207 |
1.0179 |
|