CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0253 |
1.0193 |
-0.0060 |
-0.6% |
1.0404 |
| High |
1.0253 |
1.0264 |
0.0011 |
0.1% |
1.0430 |
| Low |
1.0249 |
1.0193 |
-0.0056 |
-0.5% |
1.0255 |
| Close |
1.0253 |
1.0193 |
-0.0060 |
-0.6% |
1.0258 |
| Range |
0.0004 |
0.0071 |
0.0067 |
1,675.0% |
0.0175 |
| ATR |
0.0050 |
0.0052 |
0.0001 |
2.9% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0430 |
1.0382 |
1.0232 |
|
| R3 |
1.0359 |
1.0311 |
1.0213 |
|
| R2 |
1.0288 |
1.0288 |
1.0206 |
|
| R1 |
1.0240 |
1.0240 |
1.0200 |
1.0229 |
| PP |
1.0217 |
1.0217 |
1.0217 |
1.0211 |
| S1 |
1.0169 |
1.0169 |
1.0186 |
1.0158 |
| S2 |
1.0146 |
1.0146 |
1.0180 |
|
| S3 |
1.0075 |
1.0098 |
1.0173 |
|
| S4 |
1.0004 |
1.0027 |
1.0154 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0839 |
1.0724 |
1.0354 |
|
| R3 |
1.0664 |
1.0549 |
1.0306 |
|
| R2 |
1.0489 |
1.0489 |
1.0290 |
|
| R1 |
1.0374 |
1.0374 |
1.0274 |
1.0344 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0300 |
| S1 |
1.0199 |
1.0199 |
1.0242 |
1.0169 |
| S2 |
1.0139 |
1.0139 |
1.0226 |
|
| S3 |
0.9964 |
1.0024 |
1.0210 |
|
| S4 |
0.9789 |
0.9849 |
1.0162 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0566 |
|
2.618 |
1.0450 |
|
1.618 |
1.0379 |
|
1.000 |
1.0335 |
|
0.618 |
1.0308 |
|
HIGH |
1.0264 |
|
0.618 |
1.0237 |
|
0.500 |
1.0229 |
|
0.382 |
1.0220 |
|
LOW |
1.0193 |
|
0.618 |
1.0149 |
|
1.000 |
1.0122 |
|
1.618 |
1.0078 |
|
2.618 |
1.0007 |
|
4.250 |
0.9891 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0229 |
1.0229 |
| PP |
1.0217 |
1.0217 |
| S1 |
1.0205 |
1.0205 |
|