CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0564 |
1.0592 |
0.0028 |
0.3% |
1.0406 |
| High |
1.0564 |
1.0592 |
0.0028 |
0.3% |
1.0565 |
| Low |
1.0564 |
1.0592 |
0.0028 |
0.3% |
1.0406 |
| Close |
1.0564 |
1.0592 |
0.0028 |
0.3% |
1.0565 |
| Range |
|
|
|
|
|
| ATR |
0.0033 |
0.0033 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0592 |
1.0592 |
1.0592 |
|
| R3 |
1.0592 |
1.0592 |
1.0592 |
|
| R2 |
1.0592 |
1.0592 |
1.0592 |
|
| R1 |
1.0592 |
1.0592 |
1.0592 |
1.0592 |
| PP |
1.0592 |
1.0592 |
1.0592 |
1.0592 |
| S1 |
1.0592 |
1.0592 |
1.0592 |
1.0592 |
| S2 |
1.0592 |
1.0592 |
1.0592 |
|
| S3 |
1.0592 |
1.0592 |
1.0592 |
|
| S4 |
1.0592 |
1.0592 |
1.0592 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0989 |
1.0936 |
1.0652 |
|
| R3 |
1.0830 |
1.0777 |
1.0609 |
|
| R2 |
1.0671 |
1.0671 |
1.0594 |
|
| R1 |
1.0618 |
1.0618 |
1.0580 |
1.0645 |
| PP |
1.0512 |
1.0512 |
1.0512 |
1.0525 |
| S1 |
1.0459 |
1.0459 |
1.0550 |
1.0486 |
| S2 |
1.0353 |
1.0353 |
1.0536 |
|
| S3 |
1.0194 |
1.0300 |
1.0521 |
|
| S4 |
1.0035 |
1.0141 |
1.0478 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0592 |
|
2.618 |
1.0592 |
|
1.618 |
1.0592 |
|
1.000 |
1.0592 |
|
0.618 |
1.0592 |
|
HIGH |
1.0592 |
|
0.618 |
1.0592 |
|
0.500 |
1.0592 |
|
0.382 |
1.0592 |
|
LOW |
1.0592 |
|
0.618 |
1.0592 |
|
1.000 |
1.0592 |
|
1.618 |
1.0592 |
|
2.618 |
1.0592 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0592 |
1.0587 |
| PP |
1.0592 |
1.0583 |
| S1 |
1.0592 |
1.0578 |
|