CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0267 |
1.0380 |
0.0113 |
1.1% |
1.0208 |
| High |
1.0399 |
1.0394 |
-0.0005 |
0.0% |
1.0399 |
| Low |
1.0255 |
1.0329 |
0.0074 |
0.7% |
1.0127 |
| Close |
1.0380 |
1.0349 |
-0.0031 |
-0.3% |
1.0349 |
| Range |
0.0144 |
0.0065 |
-0.0079 |
-54.9% |
0.0272 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
24,623 |
17,819 |
-6,804 |
-27.6% |
89,157 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0552 |
1.0516 |
1.0385 |
|
| R3 |
1.0487 |
1.0451 |
1.0367 |
|
| R2 |
1.0422 |
1.0422 |
1.0361 |
|
| R1 |
1.0386 |
1.0386 |
1.0355 |
1.0372 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0350 |
| S1 |
1.0321 |
1.0321 |
1.0343 |
1.0307 |
| S2 |
1.0292 |
1.0292 |
1.0337 |
|
| S3 |
1.0227 |
1.0256 |
1.0331 |
|
| S4 |
1.0162 |
1.0191 |
1.0313 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1108 |
1.1000 |
1.0499 |
|
| R3 |
1.0836 |
1.0728 |
1.0424 |
|
| R2 |
1.0564 |
1.0564 |
1.0399 |
|
| R1 |
1.0456 |
1.0456 |
1.0374 |
1.0510 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0319 |
| S1 |
1.0184 |
1.0184 |
1.0324 |
1.0238 |
| S2 |
1.0020 |
1.0020 |
1.0299 |
|
| S3 |
0.9748 |
0.9912 |
1.0274 |
|
| S4 |
0.9476 |
0.9640 |
1.0199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0399 |
1.0127 |
0.0272 |
2.6% |
0.0099 |
1.0% |
82% |
False |
False |
17,831 |
| 10 |
1.0399 |
0.9949 |
0.0450 |
4.3% |
0.0113 |
1.1% |
89% |
False |
False |
18,114 |
| 20 |
1.0399 |
0.9949 |
0.0450 |
4.3% |
0.0096 |
0.9% |
89% |
False |
False |
9,308 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0082 |
0.8% |
90% |
False |
False |
4,697 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0069 |
0.7% |
90% |
False |
False |
3,139 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0059 |
0.6% |
90% |
False |
False |
2,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0670 |
|
2.618 |
1.0564 |
|
1.618 |
1.0499 |
|
1.000 |
1.0459 |
|
0.618 |
1.0434 |
|
HIGH |
1.0394 |
|
0.618 |
1.0369 |
|
0.500 |
1.0362 |
|
0.382 |
1.0354 |
|
LOW |
1.0329 |
|
0.618 |
1.0289 |
|
1.000 |
1.0264 |
|
1.618 |
1.0224 |
|
2.618 |
1.0159 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0362 |
1.0320 |
| PP |
1.0357 |
1.0292 |
| S1 |
1.0353 |
1.0263 |
|