CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0930 |
0.0130 |
1.2% |
1.0983 |
| High |
1.0800 |
1.0930 |
0.0130 |
1.2% |
1.0983 |
| Low |
1.0800 |
1.0930 |
0.0130 |
1.2% |
1.0800 |
| Close |
1.0800 |
1.0930 |
0.0130 |
1.2% |
1.0800 |
| Range |
|
|
|
|
|
| ATR |
0.0043 |
0.0049 |
0.0006 |
14.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0930 |
1.0930 |
1.0930 |
|
| R3 |
1.0930 |
1.0930 |
1.0930 |
|
| R2 |
1.0930 |
1.0930 |
1.0930 |
|
| R1 |
1.0930 |
1.0930 |
1.0930 |
1.0930 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0930 |
| S1 |
1.0930 |
1.0930 |
1.0930 |
1.0930 |
| S2 |
1.0930 |
1.0930 |
1.0930 |
|
| S3 |
1.0930 |
1.0930 |
1.0930 |
|
| S4 |
1.0930 |
1.0930 |
1.0930 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1410 |
1.1288 |
1.0901 |
|
| R3 |
1.1227 |
1.1105 |
1.0850 |
|
| R2 |
1.1044 |
1.1044 |
1.0834 |
|
| R1 |
1.0922 |
1.0922 |
1.0817 |
1.0892 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0846 |
| S1 |
1.0739 |
1.0739 |
1.0783 |
1.0709 |
| S2 |
1.0678 |
1.0678 |
1.0766 |
|
| S3 |
1.0495 |
1.0556 |
1.0750 |
|
| S4 |
1.0312 |
1.0373 |
1.0699 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0930 |
|
2.618 |
1.0930 |
|
1.618 |
1.0930 |
|
1.000 |
1.0930 |
|
0.618 |
1.0930 |
|
HIGH |
1.0930 |
|
0.618 |
1.0930 |
|
0.500 |
1.0930 |
|
0.382 |
1.0930 |
|
LOW |
1.0930 |
|
0.618 |
1.0930 |
|
1.000 |
1.0930 |
|
1.618 |
1.0930 |
|
2.618 |
1.0930 |
|
4.250 |
1.0930 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0908 |
| PP |
1.0930 |
1.0887 |
| S1 |
1.0930 |
1.0865 |
|