CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.0323 |
1.0317 |
-0.0006 |
-0.1% |
1.0253 |
High |
1.0342 |
1.0317 |
-0.0025 |
-0.2% |
1.0398 |
Low |
1.0323 |
1.0313 |
-0.0010 |
-0.1% |
1.0193 |
Close |
1.0323 |
1.0317 |
-0.0006 |
-0.1% |
1.0323 |
Range |
0.0019 |
0.0004 |
-0.0015 |
-78.9% |
0.0205 |
ATR |
0.0058 |
0.0054 |
-0.0003 |
-5.9% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0328 |
1.0326 |
1.0319 |
|
R3 |
1.0324 |
1.0322 |
1.0318 |
|
R2 |
1.0320 |
1.0320 |
1.0318 |
|
R1 |
1.0318 |
1.0318 |
1.0317 |
1.0319 |
PP |
1.0316 |
1.0316 |
1.0316 |
1.0316 |
S1 |
1.0314 |
1.0314 |
1.0317 |
1.0315 |
S2 |
1.0312 |
1.0312 |
1.0316 |
|
S3 |
1.0308 |
1.0310 |
1.0316 |
|
S4 |
1.0304 |
1.0306 |
1.0315 |
|
|
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 |
1.0334 |
2.618 |
1.0327 |
1.618 |
1.0323 |
1.000 |
1.0321 |
0.618 |
1.0319 |
HIGH |
1.0317 |
0.618 |
1.0315 |
0.500 |
1.0315 |
0.382 |
1.0315 |
LOW |
1.0313 |
0.618 |
1.0311 |
1.000 |
1.0309 |
1.618 |
1.0307 |
2.618 |
1.0303 |
4.250 |
1.0296 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0316 |
1.0328 |
PP |
1.0316 |
1.0324 |
S1 |
1.0315 |
1.0321 |
|