CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0204 |
0.0129 |
1.3% |
1.0100 |
| High |
1.0235 |
1.0242 |
0.0007 |
0.1% |
1.0242 |
| Low |
0.9949 |
1.0152 |
0.0203 |
2.0% |
0.9949 |
| Close |
1.0220 |
1.0227 |
0.0007 |
0.1% |
1.0227 |
| Range |
0.0286 |
0.0090 |
-0.0196 |
-68.5% |
0.0293 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
40,763 |
25,132 |
-15,631 |
-38.3% |
91,988 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0477 |
1.0442 |
1.0277 |
|
| R3 |
1.0387 |
1.0352 |
1.0252 |
|
| R2 |
1.0297 |
1.0297 |
1.0244 |
|
| R1 |
1.0262 |
1.0262 |
1.0235 |
1.0280 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0216 |
| S1 |
1.0172 |
1.0172 |
1.0219 |
1.0190 |
| S2 |
1.0117 |
1.0117 |
1.0211 |
|
| S3 |
1.0027 |
1.0082 |
1.0202 |
|
| S4 |
0.9937 |
0.9992 |
1.0178 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1018 |
1.0916 |
1.0388 |
|
| R3 |
1.0725 |
1.0623 |
1.0308 |
|
| R2 |
1.0432 |
1.0432 |
1.0281 |
|
| R1 |
1.0330 |
1.0330 |
1.0254 |
1.0381 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0165 |
| S1 |
1.0037 |
1.0037 |
1.0200 |
1.0088 |
| S2 |
0.9846 |
0.9846 |
1.0173 |
|
| S3 |
0.9553 |
0.9744 |
1.0146 |
|
| S4 |
0.9260 |
0.9451 |
1.0066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0242 |
0.9949 |
0.0293 |
2.9% |
0.0127 |
1.2% |
95% |
True |
False |
18,397 |
| 10 |
1.0242 |
0.9949 |
0.0293 |
2.9% |
0.0100 |
1.0% |
95% |
True |
False |
9,656 |
| 20 |
1.0336 |
0.9949 |
0.0387 |
3.8% |
0.0087 |
0.8% |
72% |
False |
False |
4,868 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0076 |
0.7% |
70% |
False |
False |
2,473 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0062 |
0.6% |
70% |
False |
False |
1,653 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0056 |
0.6% |
70% |
False |
False |
1,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0478 |
|
1.618 |
1.0388 |
|
1.000 |
1.0332 |
|
0.618 |
1.0298 |
|
HIGH |
1.0242 |
|
0.618 |
1.0208 |
|
0.500 |
1.0197 |
|
0.382 |
1.0186 |
|
LOW |
1.0152 |
|
0.618 |
1.0096 |
|
1.000 |
1.0062 |
|
1.618 |
1.0006 |
|
2.618 |
0.9916 |
|
4.250 |
0.9770 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0217 |
1.0183 |
| PP |
1.0207 |
1.0139 |
| S1 |
1.0197 |
1.0096 |
|