CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0100 |
-0.0025 |
-0.2% |
1.0075 |
| High |
1.0163 |
1.0115 |
-0.0048 |
-0.5% |
1.0163 |
| Low |
1.0065 |
1.0037 |
-0.0028 |
-0.3% |
1.0020 |
| Close |
1.0099 |
1.0099 |
0.0000 |
0.0% |
1.0099 |
| Range |
0.0098 |
0.0078 |
-0.0020 |
-20.4% |
0.0143 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
789 |
3,112 |
2,323 |
294.4% |
4,577 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0318 |
1.0286 |
1.0142 |
|
| R3 |
1.0240 |
1.0208 |
1.0120 |
|
| R2 |
1.0162 |
1.0162 |
1.0113 |
|
| R1 |
1.0130 |
1.0130 |
1.0106 |
1.0107 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0072 |
| S1 |
1.0052 |
1.0052 |
1.0092 |
1.0029 |
| S2 |
1.0006 |
1.0006 |
1.0085 |
|
| S3 |
0.9928 |
0.9974 |
1.0078 |
|
| S4 |
0.9850 |
0.9896 |
1.0056 |
|
|
| 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 |
1.0037 |
0.0126 |
1.2% |
0.0072 |
0.7% |
49% |
False |
True |
1,346 |
| 10 |
1.0196 |
1.0020 |
0.0176 |
1.7% |
0.0078 |
0.8% |
45% |
False |
False |
804 |
| 20 |
1.0405 |
1.0020 |
0.0385 |
3.8% |
0.0079 |
0.8% |
21% |
False |
False |
454 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0064 |
0.6% |
48% |
False |
False |
252 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0056 |
0.5% |
48% |
False |
False |
174 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0051 |
0.5% |
48% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0447 |
|
2.618 |
1.0319 |
|
1.618 |
1.0241 |
|
1.000 |
1.0193 |
|
0.618 |
1.0163 |
|
HIGH |
1.0115 |
|
0.618 |
1.0085 |
|
0.500 |
1.0076 |
|
0.382 |
1.0067 |
|
LOW |
1.0037 |
|
0.618 |
0.9989 |
|
1.000 |
0.9959 |
|
1.618 |
0.9911 |
|
2.618 |
0.9833 |
|
4.250 |
0.9706 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0091 |
1.0100 |
| PP |
1.0084 |
1.0100 |
| S1 |
1.0076 |
1.0099 |
|