CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0171 |
0.0006 |
0.1% |
1.0100 |
| High |
1.0192 |
1.0298 |
0.0106 |
1.0% |
1.0242 |
| Low |
1.0145 |
1.0127 |
-0.0018 |
-0.2% |
0.9949 |
| Close |
1.0170 |
1.0250 |
0.0080 |
0.8% |
1.0227 |
| Range |
0.0047 |
0.0171 |
0.0124 |
263.8% |
0.0293 |
| ATR |
0.0090 |
0.0096 |
0.0006 |
6.5% |
0.0000 |
| Volume |
10,705 |
21,182 |
10,477 |
97.9% |
91,988 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0738 |
1.0665 |
1.0344 |
|
| R3 |
1.0567 |
1.0494 |
1.0297 |
|
| R2 |
1.0396 |
1.0396 |
1.0281 |
|
| R1 |
1.0323 |
1.0323 |
1.0266 |
1.0360 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0243 |
| S1 |
1.0152 |
1.0152 |
1.0234 |
1.0189 |
| S2 |
1.0054 |
1.0054 |
1.0219 |
|
| S3 |
0.9883 |
0.9981 |
1.0203 |
|
| S4 |
0.9712 |
0.9810 |
1.0156 |
|
|
| 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 |
1.0298 |
0.9949 |
0.0349 |
3.4% |
0.0132 |
1.3% |
86% |
True |
False |
22,522 |
| 10 |
1.0298 |
0.9949 |
0.0349 |
3.4% |
0.0111 |
1.1% |
86% |
True |
False |
14,015 |
| 20 |
1.0298 |
0.9949 |
0.0349 |
3.4% |
0.0090 |
0.9% |
86% |
True |
False |
7,190 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0079 |
0.8% |
74% |
False |
False |
3,638 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0067 |
0.7% |
74% |
False |
False |
2,432 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0058 |
0.6% |
74% |
False |
False |
1,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1025 |
|
2.618 |
1.0746 |
|
1.618 |
1.0575 |
|
1.000 |
1.0469 |
|
0.618 |
1.0404 |
|
HIGH |
1.0298 |
|
0.618 |
1.0233 |
|
0.500 |
1.0213 |
|
0.382 |
1.0192 |
|
LOW |
1.0127 |
|
0.618 |
1.0021 |
|
1.000 |
0.9956 |
|
1.618 |
0.9850 |
|
2.618 |
0.9679 |
|
4.250 |
0.9400 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0238 |
1.0238 |
| PP |
1.0225 |
1.0225 |
| S1 |
1.0213 |
1.0213 |
|