CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0321 |
1.0323 |
0.0002 |
0.0% |
1.0253 |
| High |
1.0321 |
1.0342 |
0.0021 |
0.2% |
1.0398 |
| Low |
1.0318 |
1.0323 |
0.0005 |
0.0% |
1.0193 |
| Close |
1.0321 |
1.0323 |
0.0002 |
0.0% |
1.0323 |
| Range |
0.0003 |
0.0019 |
0.0016 |
533.3% |
0.0205 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0374 |
1.0333 |
|
| R3 |
1.0367 |
1.0355 |
1.0328 |
|
| R2 |
1.0348 |
1.0348 |
1.0326 |
|
| R1 |
1.0336 |
1.0336 |
1.0325 |
1.0333 |
| PP |
1.0329 |
1.0329 |
1.0329 |
1.0328 |
| S1 |
1.0317 |
1.0317 |
1.0321 |
1.0314 |
| S2 |
1.0310 |
1.0310 |
1.0320 |
|
| S3 |
1.0291 |
1.0298 |
1.0318 |
|
| S4 |
1.0272 |
1.0279 |
1.0313 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0826 |
1.0436 |
|
| R3 |
1.0715 |
1.0621 |
1.0379 |
|
| R2 |
1.0510 |
1.0510 |
1.0361 |
|
| R1 |
1.0416 |
1.0416 |
1.0342 |
1.0463 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0328 |
| S1 |
1.0211 |
1.0211 |
1.0304 |
1.0258 |
| S2 |
1.0100 |
1.0100 |
1.0285 |
|
| S3 |
0.9895 |
1.0006 |
1.0267 |
|
| S4 |
0.9690 |
0.9801 |
1.0210 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0423 |
|
2.618 |
1.0392 |
|
1.618 |
1.0373 |
|
1.000 |
1.0361 |
|
0.618 |
1.0354 |
|
HIGH |
1.0342 |
|
0.618 |
1.0335 |
|
0.500 |
1.0333 |
|
0.382 |
1.0330 |
|
LOW |
1.0323 |
|
0.618 |
1.0311 |
|
1.000 |
1.0304 |
|
1.618 |
1.0292 |
|
2.618 |
1.0273 |
|
4.250 |
1.0242 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0333 |
1.0358 |
| PP |
1.0329 |
1.0346 |
| S1 |
1.0326 |
1.0335 |
|