CME Swiss Franc Future June 2016
Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.0340 |
1.0318 |
-0.0022 |
-0.2% |
1.0208 |
High |
1.0358 |
1.0318 |
-0.0040 |
-0.4% |
1.0399 |
Low |
1.0309 |
1.0274 |
-0.0035 |
-0.3% |
1.0127 |
Close |
1.0315 |
1.0286 |
-0.0029 |
-0.3% |
1.0349 |
Range |
0.0049 |
0.0044 |
-0.0005 |
-10.2% |
0.0272 |
ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.7% |
0.0000 |
Volume |
14,126 |
12,593 |
-1,533 |
-10.9% |
89,157 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0425 |
1.0399 |
1.0310 |
|
R3 |
1.0381 |
1.0355 |
1.0298 |
|
R2 |
1.0337 |
1.0337 |
1.0294 |
|
R1 |
1.0311 |
1.0311 |
1.0290 |
1.0302 |
PP |
1.0293 |
1.0293 |
1.0293 |
1.0288 |
S1 |
1.0267 |
1.0267 |
1.0282 |
1.0258 |
S2 |
1.0249 |
1.0249 |
1.0278 |
|
S3 |
1.0205 |
1.0223 |
1.0274 |
|
S4 |
1.0161 |
1.0179 |
1.0262 |
|
|
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 |
1.0255 |
0.0144 |
1.4% |
0.0072 |
0.7% |
22% |
False |
False |
16,502 |
10 |
1.0399 |
0.9949 |
0.0450 |
4.4% |
0.0102 |
1.0% |
75% |
False |
False |
19,512 |
20 |
1.0399 |
0.9949 |
0.0450 |
4.4% |
0.0091 |
0.9% |
75% |
False |
False |
11,299 |
40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0083 |
0.8% |
80% |
False |
False |
5,697 |
60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0070 |
0.7% |
80% |
False |
False |
3,806 |
80 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0061 |
0.6% |
80% |
False |
False |
2,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0505 |
2.618 |
1.0433 |
1.618 |
1.0389 |
1.000 |
1.0362 |
0.618 |
1.0345 |
HIGH |
1.0318 |
0.618 |
1.0301 |
0.500 |
1.0296 |
0.382 |
1.0291 |
LOW |
1.0274 |
0.618 |
1.0247 |
1.000 |
1.0230 |
1.618 |
1.0203 |
2.618 |
1.0159 |
4.250 |
1.0087 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0296 |
1.0323 |
PP |
1.0293 |
1.0311 |
S1 |
1.0289 |
1.0298 |
|