CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0615 |
1.0603 |
-0.0012 |
-0.1% |
1.0564 |
| High |
1.0615 |
1.0603 |
-0.0012 |
-0.1% |
1.0618 |
| Low |
1.0615 |
1.0603 |
-0.0012 |
-0.1% |
1.0564 |
| Close |
1.0615 |
1.0603 |
-0.0012 |
-0.1% |
1.0618 |
| Range |
|
|
|
|
|
| ATR |
0.0026 |
0.0025 |
-0.0001 |
-3.9% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0603 |
1.0603 |
1.0603 |
|
| R3 |
1.0603 |
1.0603 |
1.0603 |
|
| R2 |
1.0603 |
1.0603 |
1.0603 |
|
| R1 |
1.0603 |
1.0603 |
1.0603 |
1.0603 |
| PP |
1.0603 |
1.0603 |
1.0603 |
1.0603 |
| S1 |
1.0603 |
1.0603 |
1.0603 |
1.0603 |
| S2 |
1.0603 |
1.0603 |
1.0603 |
|
| S3 |
1.0603 |
1.0603 |
1.0603 |
|
| S4 |
1.0603 |
1.0603 |
1.0603 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0762 |
1.0744 |
1.0648 |
|
| R3 |
1.0708 |
1.0690 |
1.0633 |
|
| R2 |
1.0654 |
1.0654 |
1.0628 |
|
| R1 |
1.0636 |
1.0636 |
1.0623 |
1.0645 |
| PP |
1.0600 |
1.0600 |
1.0600 |
1.0605 |
| S1 |
1.0582 |
1.0582 |
1.0613 |
1.0591 |
| S2 |
1.0546 |
1.0546 |
1.0608 |
|
| S3 |
1.0492 |
1.0528 |
1.0603 |
|
| S4 |
1.0438 |
1.0474 |
1.0588 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0603 |
|
2.618 |
1.0603 |
|
1.618 |
1.0603 |
|
1.000 |
1.0603 |
|
0.618 |
1.0603 |
|
HIGH |
1.0603 |
|
0.618 |
1.0603 |
|
0.500 |
1.0603 |
|
0.382 |
1.0603 |
|
LOW |
1.0603 |
|
0.618 |
1.0603 |
|
1.000 |
1.0603 |
|
1.618 |
1.0603 |
|
2.618 |
1.0603 |
|
4.250 |
1.0603 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0603 |
1.0611 |
| PP |
1.0603 |
1.0608 |
| S1 |
1.0603 |
1.0606 |
|