CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0380 |
1.0352 |
-0.0028 |
-0.3% |
1.0208 |
| High |
1.0394 |
1.0372 |
-0.0022 |
-0.2% |
1.0399 |
| Low |
1.0329 |
1.0313 |
-0.0016 |
-0.2% |
1.0127 |
| Close |
1.0349 |
1.0352 |
0.0003 |
0.0% |
1.0349 |
| Range |
0.0065 |
0.0059 |
-0.0006 |
-9.2% |
0.0272 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
17,819 |
13,353 |
-4,466 |
-25.1% |
89,157 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0523 |
1.0496 |
1.0384 |
|
| R3 |
1.0464 |
1.0437 |
1.0368 |
|
| R2 |
1.0405 |
1.0405 |
1.0363 |
|
| R1 |
1.0378 |
1.0378 |
1.0357 |
1.0382 |
| PP |
1.0346 |
1.0346 |
1.0346 |
1.0347 |
| S1 |
1.0319 |
1.0319 |
1.0347 |
1.0323 |
| S2 |
1.0287 |
1.0287 |
1.0341 |
|
| S3 |
1.0228 |
1.0260 |
1.0336 |
|
| S4 |
1.0169 |
1.0201 |
1.0320 |
|
|
| 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% |
0.0097 |
0.9% |
83% |
False |
False |
17,536 |
| 10 |
1.0399 |
0.9949 |
0.0450 |
4.3% |
0.0111 |
1.1% |
90% |
False |
False |
19,138 |
| 20 |
1.0399 |
0.9949 |
0.0450 |
4.3% |
0.0095 |
0.9% |
90% |
False |
False |
9,971 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0082 |
0.8% |
91% |
False |
False |
5,030 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0070 |
0.7% |
91% |
False |
False |
3,361 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0060 |
0.6% |
91% |
False |
False |
2,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0623 |
|
2.618 |
1.0526 |
|
1.618 |
1.0467 |
|
1.000 |
1.0431 |
|
0.618 |
1.0408 |
|
HIGH |
1.0372 |
|
0.618 |
1.0349 |
|
0.500 |
1.0343 |
|
0.382 |
1.0336 |
|
LOW |
1.0313 |
|
0.618 |
1.0277 |
|
1.000 |
1.0254 |
|
1.618 |
1.0218 |
|
2.618 |
1.0159 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0349 |
1.0344 |
| PP |
1.0346 |
1.0335 |
| S1 |
1.0343 |
1.0327 |
|