CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0415 |
1.0391 |
-0.0024 |
-0.2% |
0.9913 |
| High |
1.0415 |
1.0391 |
-0.0024 |
-0.2% |
1.0193 |
| Low |
1.0401 |
1.0391 |
-0.0010 |
-0.1% |
0.9907 |
| Close |
1.0401 |
1.0391 |
-0.0010 |
-0.1% |
1.0193 |
| Range |
0.0014 |
0.0000 |
-0.0014 |
-100.0% |
0.0286 |
| ATR |
0.0063 |
0.0059 |
-0.0004 |
-6.0% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
4 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0391 |
1.0391 |
|
| R3 |
1.0391 |
1.0391 |
1.0391 |
|
| R2 |
1.0391 |
1.0391 |
1.0391 |
|
| R1 |
1.0391 |
1.0391 |
1.0391 |
1.0391 |
| PP |
1.0391 |
1.0391 |
1.0391 |
1.0391 |
| S1 |
1.0391 |
1.0391 |
1.0391 |
1.0391 |
| S2 |
1.0391 |
1.0391 |
1.0391 |
|
| S3 |
1.0391 |
1.0391 |
1.0391 |
|
| S4 |
1.0391 |
1.0391 |
1.0391 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0860 |
1.0350 |
|
| R3 |
1.0670 |
1.0574 |
1.0272 |
|
| R2 |
1.0384 |
1.0384 |
1.0245 |
|
| R1 |
1.0288 |
1.0288 |
1.0219 |
1.0336 |
| PP |
1.0098 |
1.0098 |
1.0098 |
1.0122 |
| S1 |
1.0002 |
1.0002 |
1.0167 |
1.0050 |
| S2 |
0.9812 |
0.9812 |
1.0141 |
|
| S3 |
0.9526 |
0.9716 |
1.0114 |
|
| S4 |
0.9240 |
0.9430 |
1.0036 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0391 |
|
2.618 |
1.0391 |
|
1.618 |
1.0391 |
|
1.000 |
1.0391 |
|
0.618 |
1.0391 |
|
HIGH |
1.0391 |
|
0.618 |
1.0391 |
|
0.500 |
1.0391 |
|
0.382 |
1.0391 |
|
LOW |
1.0391 |
|
0.618 |
1.0391 |
|
1.000 |
1.0391 |
|
1.618 |
1.0391 |
|
2.618 |
1.0391 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0391 |
1.0374 |
| PP |
1.0391 |
1.0356 |
| S1 |
1.0391 |
1.0339 |
|