CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0306 |
1.0410 |
0.0104 |
1.0% |
1.0396 |
| High |
1.0339 |
1.0410 |
0.0071 |
0.7% |
1.0563 |
| Low |
1.0273 |
1.0268 |
-0.0005 |
0.0% |
1.0318 |
| Close |
1.0299 |
1.0310 |
0.0011 |
0.1% |
1.0444 |
| Range |
0.0066 |
0.0142 |
0.0076 |
115.2% |
0.0245 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
4.9% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
54 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0755 |
1.0675 |
1.0388 |
|
| R3 |
1.0613 |
1.0533 |
1.0349 |
|
| R2 |
1.0471 |
1.0471 |
1.0336 |
|
| R1 |
1.0391 |
1.0391 |
1.0323 |
1.0360 |
| PP |
1.0329 |
1.0329 |
1.0329 |
1.0314 |
| S1 |
1.0249 |
1.0249 |
1.0297 |
1.0218 |
| S2 |
1.0187 |
1.0187 |
1.0284 |
|
| S3 |
1.0045 |
1.0107 |
1.0271 |
|
| S4 |
0.9903 |
0.9965 |
1.0232 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1055 |
1.0579 |
|
| R3 |
1.0932 |
1.0810 |
1.0511 |
|
| R2 |
1.0687 |
1.0687 |
1.0489 |
|
| R1 |
1.0565 |
1.0565 |
1.0466 |
1.0626 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0472 |
| S1 |
1.0320 |
1.0320 |
1.0422 |
1.0381 |
| S2 |
1.0197 |
1.0197 |
1.0399 |
|
| S3 |
0.9952 |
1.0075 |
1.0377 |
|
| S4 |
0.9707 |
0.9830 |
1.0309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0563 |
1.0268 |
0.0295 |
2.9% |
0.0094 |
0.9% |
14% |
False |
True |
4 |
| 10 |
1.0563 |
1.0268 |
0.0295 |
2.9% |
0.0084 |
0.8% |
14% |
False |
True |
6 |
| 20 |
1.0563 |
1.0250 |
0.0313 |
3.0% |
0.0064 |
0.6% |
19% |
False |
False |
3 |
| 40 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0041 |
0.4% |
19% |
False |
False |
1 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0032 |
0.3% |
19% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1014 |
|
2.618 |
1.0782 |
|
1.618 |
1.0640 |
|
1.000 |
1.0552 |
|
0.618 |
1.0498 |
|
HIGH |
1.0410 |
|
0.618 |
1.0356 |
|
0.500 |
1.0339 |
|
0.382 |
1.0322 |
|
LOW |
1.0268 |
|
0.618 |
1.0180 |
|
1.000 |
1.0126 |
|
1.618 |
1.0038 |
|
2.618 |
0.9896 |
|
4.250 |
0.9665 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0339 |
1.0339 |
| PP |
1.0329 |
1.0329 |
| S1 |
1.0320 |
1.0320 |
|