CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0081 |
1.0125 |
0.0044 |
0.4% |
1.0075 |
| High |
1.0157 |
1.0163 |
0.0006 |
0.1% |
1.0163 |
| Low |
1.0070 |
1.0065 |
-0.0005 |
0.0% |
1.0020 |
| Close |
1.0138 |
1.0099 |
-0.0039 |
-0.4% |
1.0099 |
| Range |
0.0087 |
0.0098 |
0.0011 |
12.6% |
0.0143 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.9% |
0.0000 |
| Volume |
663 |
789 |
126 |
19.0% |
4,577 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0403 |
1.0349 |
1.0153 |
|
| R3 |
1.0305 |
1.0251 |
1.0126 |
|
| R2 |
1.0207 |
1.0207 |
1.0117 |
|
| R1 |
1.0153 |
1.0153 |
1.0108 |
1.0131 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0098 |
| S1 |
1.0055 |
1.0055 |
1.0090 |
1.0033 |
| S2 |
1.0011 |
1.0011 |
1.0081 |
|
| S3 |
0.9913 |
0.9957 |
1.0072 |
|
| S4 |
0.9815 |
0.9859 |
1.0045 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0523 |
1.0454 |
1.0178 |
|
| R3 |
1.0380 |
1.0311 |
1.0138 |
|
| R2 |
1.0237 |
1.0237 |
1.0125 |
|
| R1 |
1.0168 |
1.0168 |
1.0112 |
1.0203 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0111 |
| S1 |
1.0025 |
1.0025 |
1.0086 |
1.0060 |
| S2 |
0.9951 |
0.9951 |
1.0073 |
|
| S3 |
0.9808 |
0.9882 |
1.0060 |
|
| S4 |
0.9665 |
0.9739 |
1.0020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0163 |
1.0020 |
0.0143 |
1.4% |
0.0072 |
0.7% |
55% |
True |
False |
915 |
| 10 |
1.0196 |
1.0020 |
0.0176 |
1.7% |
0.0079 |
0.8% |
45% |
False |
False |
501 |
| 20 |
1.0405 |
1.0020 |
0.0385 |
3.8% |
0.0079 |
0.8% |
21% |
False |
False |
302 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0066 |
0.7% |
48% |
False |
False |
175 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0054 |
0.5% |
48% |
False |
False |
122 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0051 |
0.5% |
48% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0580 |
|
2.618 |
1.0420 |
|
1.618 |
1.0322 |
|
1.000 |
1.0261 |
|
0.618 |
1.0224 |
|
HIGH |
1.0163 |
|
0.618 |
1.0126 |
|
0.500 |
1.0114 |
|
0.382 |
1.0102 |
|
LOW |
1.0065 |
|
0.618 |
1.0004 |
|
1.000 |
0.9967 |
|
1.618 |
0.9906 |
|
2.618 |
0.9808 |
|
4.250 |
0.9649 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0114 |
1.0104 |
| PP |
1.0109 |
1.0102 |
| S1 |
1.0104 |
1.0101 |
|