CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0134 |
1.0157 |
0.0023 |
0.2% |
1.0265 |
| High |
1.0134 |
1.0170 |
0.0036 |
0.4% |
1.0265 |
| Low |
1.0134 |
1.0108 |
-0.0026 |
-0.3% |
1.0134 |
| Close |
1.0134 |
1.0108 |
-0.0026 |
-0.3% |
1.0134 |
| Range |
0.0000 |
0.0062 |
0.0062 |
|
0.0131 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
0 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0315 |
1.0273 |
1.0142 |
|
| R3 |
1.0253 |
1.0211 |
1.0125 |
|
| R2 |
1.0191 |
1.0191 |
1.0119 |
|
| R1 |
1.0149 |
1.0149 |
1.0114 |
1.0139 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0124 |
| S1 |
1.0087 |
1.0087 |
1.0102 |
1.0077 |
| S2 |
1.0067 |
1.0067 |
1.0097 |
|
| S3 |
1.0005 |
1.0025 |
1.0091 |
|
| S4 |
0.9943 |
0.9963 |
1.0074 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0571 |
1.0483 |
1.0206 |
|
| R3 |
1.0440 |
1.0352 |
1.0170 |
|
| R2 |
1.0309 |
1.0309 |
1.0158 |
|
| R1 |
1.0221 |
1.0221 |
1.0146 |
1.0200 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0167 |
| S1 |
1.0090 |
1.0090 |
1.0122 |
1.0069 |
| S2 |
1.0047 |
1.0047 |
1.0110 |
|
| S3 |
0.9916 |
0.9959 |
1.0098 |
|
| S4 |
0.9785 |
0.9828 |
1.0062 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0434 |
|
2.618 |
1.0332 |
|
1.618 |
1.0270 |
|
1.000 |
1.0232 |
|
0.618 |
1.0208 |
|
HIGH |
1.0170 |
|
0.618 |
1.0146 |
|
0.500 |
1.0139 |
|
0.382 |
1.0132 |
|
LOW |
1.0108 |
|
0.618 |
1.0070 |
|
1.000 |
1.0046 |
|
1.618 |
1.0008 |
|
2.618 |
0.9946 |
|
4.250 |
0.9845 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0139 |
1.0186 |
| PP |
1.0129 |
1.0160 |
| S1 |
1.0118 |
1.0134 |
|