CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0690 |
1.0608 |
-0.0082 |
-0.8% |
1.0728 |
| High |
1.0732 |
1.0608 |
-0.0124 |
-1.2% |
1.0737 |
| Low |
1.0690 |
1.0601 |
-0.0089 |
-0.8% |
1.0652 |
| Close |
1.0690 |
1.0608 |
-0.0082 |
-0.8% |
1.0735 |
| Range |
0.0042 |
0.0007 |
-0.0035 |
-83.3% |
0.0085 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0627 |
1.0624 |
1.0612 |
|
| R3 |
1.0620 |
1.0617 |
1.0610 |
|
| R2 |
1.0613 |
1.0613 |
1.0609 |
|
| R1 |
1.0610 |
1.0610 |
1.0609 |
1.0612 |
| PP |
1.0606 |
1.0606 |
1.0606 |
1.0606 |
| S1 |
1.0603 |
1.0603 |
1.0607 |
1.0605 |
| S2 |
1.0599 |
1.0599 |
1.0607 |
|
| S3 |
1.0592 |
1.0596 |
1.0606 |
|
| S4 |
1.0585 |
1.0589 |
1.0604 |
|
|
| 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 |
1.0638 |
|
2.618 |
1.0626 |
|
1.618 |
1.0619 |
|
1.000 |
1.0615 |
|
0.618 |
1.0612 |
|
HIGH |
1.0608 |
|
0.618 |
1.0605 |
|
0.500 |
1.0605 |
|
0.382 |
1.0604 |
|
LOW |
1.0601 |
|
0.618 |
1.0597 |
|
1.000 |
1.0594 |
|
1.618 |
1.0590 |
|
2.618 |
1.0583 |
|
4.250 |
1.0571 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0607 |
1.0667 |
| PP |
1.0606 |
1.0647 |
| S1 |
1.0605 |
1.0628 |
|