CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0632 |
1.0690 |
0.0058 |
0.5% |
1.0728 |
| High |
1.0632 |
1.0732 |
0.0100 |
0.9% |
1.0737 |
| Low |
1.0632 |
1.0690 |
0.0058 |
0.5% |
1.0652 |
| Close |
1.0632 |
1.0690 |
0.0058 |
0.5% |
1.0735 |
| Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0085 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
4.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0830 |
1.0802 |
1.0713 |
|
| R3 |
1.0788 |
1.0760 |
1.0702 |
|
| R2 |
1.0746 |
1.0746 |
1.0698 |
|
| R1 |
1.0718 |
1.0718 |
1.0694 |
1.0711 |
| PP |
1.0704 |
1.0704 |
1.0704 |
1.0701 |
| S1 |
1.0676 |
1.0676 |
1.0686 |
1.0669 |
| S2 |
1.0662 |
1.0662 |
1.0682 |
|
| S3 |
1.0620 |
1.0634 |
1.0678 |
|
| S4 |
1.0578 |
1.0592 |
1.0667 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0934 |
1.0782 |
|
| R3 |
1.0878 |
1.0849 |
1.0758 |
|
| R2 |
1.0793 |
1.0793 |
1.0751 |
|
| R1 |
1.0764 |
1.0764 |
1.0743 |
1.0779 |
| PP |
1.0708 |
1.0708 |
1.0708 |
1.0715 |
| S1 |
1.0679 |
1.0679 |
1.0727 |
1.0694 |
| S2 |
1.0623 |
1.0623 |
1.0719 |
|
| S3 |
1.0538 |
1.0594 |
1.0712 |
|
| S4 |
1.0453 |
1.0509 |
1.0688 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0911 |
|
2.618 |
1.0842 |
|
1.618 |
1.0800 |
|
1.000 |
1.0774 |
|
0.618 |
1.0758 |
|
HIGH |
1.0732 |
|
0.618 |
1.0716 |
|
0.500 |
1.0711 |
|
0.382 |
1.0706 |
|
LOW |
1.0690 |
|
0.618 |
1.0664 |
|
1.000 |
1.0648 |
|
1.618 |
1.0622 |
|
2.618 |
1.0580 |
|
4.250 |
1.0512 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0711 |
1.0688 |
| PP |
1.0704 |
1.0686 |
| S1 |
1.0697 |
1.0684 |
|