CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0082 |
-0.0016 |
-0.2% |
1.0075 |
| High |
1.0144 |
1.0104 |
-0.0040 |
-0.4% |
1.0163 |
| Low |
1.0076 |
0.9990 |
-0.0086 |
-0.9% |
1.0020 |
| Close |
1.0081 |
1.0069 |
-0.0012 |
-0.1% |
1.0099 |
| Range |
0.0068 |
0.0114 |
0.0046 |
67.6% |
0.0143 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.3% |
0.0000 |
| Volume |
8,185 |
14,796 |
6,611 |
80.8% |
4,577 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0396 |
1.0347 |
1.0132 |
|
| R3 |
1.0282 |
1.0233 |
1.0100 |
|
| R2 |
1.0168 |
1.0168 |
1.0090 |
|
| R1 |
1.0119 |
1.0119 |
1.0079 |
1.0087 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0038 |
| S1 |
1.0005 |
1.0005 |
1.0059 |
0.9973 |
| S2 |
0.9940 |
0.9940 |
1.0048 |
|
| S3 |
0.9826 |
0.9891 |
1.0038 |
|
| S4 |
0.9712 |
0.9777 |
1.0006 |
|
|
| 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 |
0.9990 |
0.0173 |
1.7% |
0.0089 |
0.9% |
46% |
False |
True |
5,509 |
| 10 |
1.0183 |
0.9990 |
0.0193 |
1.9% |
0.0080 |
0.8% |
41% |
False |
True |
3,086 |
| 20 |
1.0405 |
0.9990 |
0.0415 |
4.1% |
0.0075 |
0.7% |
19% |
False |
True |
1,593 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0067 |
0.7% |
43% |
False |
False |
826 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0058 |
0.6% |
43% |
False |
False |
556 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0053 |
0.5% |
43% |
False |
False |
418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0589 |
|
2.618 |
1.0402 |
|
1.618 |
1.0288 |
|
1.000 |
1.0218 |
|
0.618 |
1.0174 |
|
HIGH |
1.0104 |
|
0.618 |
1.0060 |
|
0.500 |
1.0047 |
|
0.382 |
1.0034 |
|
LOW |
0.9990 |
|
0.618 |
0.9920 |
|
1.000 |
0.9876 |
|
1.618 |
0.9806 |
|
2.618 |
0.9692 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0062 |
1.0068 |
| PP |
1.0054 |
1.0068 |
| S1 |
1.0047 |
1.0067 |
|