CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0157 |
1.0021 |
-0.0136 |
-1.3% |
1.0265 |
| High |
1.0170 |
1.0044 |
-0.0126 |
-1.2% |
1.0265 |
| Low |
1.0108 |
1.0021 |
-0.0087 |
-0.9% |
1.0134 |
| Close |
1.0108 |
1.0044 |
-0.0064 |
-0.6% |
1.0134 |
| Range |
0.0062 |
0.0023 |
-0.0039 |
-62.9% |
0.0131 |
| ATR |
0.0065 |
0.0066 |
0.0002 |
2.5% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
0 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0105 |
1.0098 |
1.0057 |
|
| R3 |
1.0082 |
1.0075 |
1.0050 |
|
| R2 |
1.0059 |
1.0059 |
1.0048 |
|
| R1 |
1.0052 |
1.0052 |
1.0046 |
1.0056 |
| PP |
1.0036 |
1.0036 |
1.0036 |
1.0038 |
| S1 |
1.0029 |
1.0029 |
1.0042 |
1.0033 |
| S2 |
1.0013 |
1.0013 |
1.0040 |
|
| S3 |
0.9990 |
1.0006 |
1.0038 |
|
| S4 |
0.9967 |
0.9983 |
1.0031 |
|
|
| 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 |
1.0142 |
|
2.618 |
1.0104 |
|
1.618 |
1.0081 |
|
1.000 |
1.0067 |
|
0.618 |
1.0058 |
|
HIGH |
1.0044 |
|
0.618 |
1.0035 |
|
0.500 |
1.0033 |
|
0.382 |
1.0030 |
|
LOW |
1.0021 |
|
0.618 |
1.0007 |
|
1.000 |
0.9998 |
|
1.618 |
0.9984 |
|
2.618 |
0.9961 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0040 |
1.0096 |
| PP |
1.0036 |
1.0078 |
| S1 |
1.0033 |
1.0061 |
|