CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0219 |
0.0057 |
0.6% |
1.0228 |
| High |
1.0162 |
1.0219 |
0.0057 |
0.6% |
1.0228 |
| Low |
1.0162 |
1.0219 |
0.0057 |
0.6% |
1.0162 |
| Close |
1.0162 |
1.0219 |
0.0057 |
0.6% |
1.0219 |
| Range |
|
|
|
|
|
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0219 |
1.0219 |
1.0219 |
|
| R3 |
1.0219 |
1.0219 |
1.0219 |
|
| R2 |
1.0219 |
1.0219 |
1.0219 |
|
| R1 |
1.0219 |
1.0219 |
1.0219 |
1.0219 |
| PP |
1.0219 |
1.0219 |
1.0219 |
1.0219 |
| S1 |
1.0219 |
1.0219 |
1.0219 |
1.0219 |
| S2 |
1.0219 |
1.0219 |
1.0219 |
|
| S3 |
1.0219 |
1.0219 |
1.0219 |
|
| S4 |
1.0219 |
1.0219 |
1.0219 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0376 |
1.0255 |
|
| R3 |
1.0335 |
1.0310 |
1.0237 |
|
| R2 |
1.0269 |
1.0269 |
1.0231 |
|
| R1 |
1.0244 |
1.0244 |
1.0225 |
1.0224 |
| PP |
1.0203 |
1.0203 |
1.0203 |
1.0193 |
| S1 |
1.0178 |
1.0178 |
1.0213 |
1.0158 |
| S2 |
1.0137 |
1.0137 |
1.0207 |
|
| S3 |
1.0071 |
1.0112 |
1.0201 |
|
| S4 |
1.0005 |
1.0046 |
1.0183 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0219 |
|
2.618 |
1.0219 |
|
1.618 |
1.0219 |
|
1.000 |
1.0219 |
|
0.618 |
1.0219 |
|
HIGH |
1.0219 |
|
0.618 |
1.0219 |
|
0.500 |
1.0219 |
|
0.382 |
1.0219 |
|
LOW |
1.0219 |
|
0.618 |
1.0219 |
|
1.000 |
1.0219 |
|
1.618 |
1.0219 |
|
2.618 |
1.0219 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0219 |
1.0210 |
| PP |
1.0219 |
1.0200 |
| S1 |
1.0219 |
1.0191 |
|