CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0326 |
0.0055 |
0.5% |
1.0416 |
| High |
1.0329 |
1.0352 |
0.0023 |
0.2% |
1.0416 |
| Low |
1.0230 |
1.0257 |
0.0027 |
0.3% |
1.0230 |
| Close |
1.0271 |
1.0326 |
0.0055 |
0.5% |
1.0271 |
| Range |
0.0099 |
0.0095 |
-0.0004 |
-4.0% |
0.0186 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
11 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0597 |
1.0556 |
1.0378 |
|
| R3 |
1.0502 |
1.0461 |
1.0352 |
|
| R2 |
1.0407 |
1.0407 |
1.0343 |
|
| R1 |
1.0366 |
1.0366 |
1.0335 |
1.0374 |
| PP |
1.0312 |
1.0312 |
1.0312 |
1.0315 |
| S1 |
1.0271 |
1.0271 |
1.0317 |
1.0279 |
| S2 |
1.0217 |
1.0217 |
1.0309 |
|
| S3 |
1.0122 |
1.0176 |
1.0300 |
|
| S4 |
1.0027 |
1.0081 |
1.0274 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0864 |
1.0753 |
1.0373 |
|
| R3 |
1.0678 |
1.0567 |
1.0322 |
|
| R2 |
1.0492 |
1.0492 |
1.0305 |
|
| R1 |
1.0381 |
1.0381 |
1.0288 |
1.0344 |
| PP |
1.0306 |
1.0306 |
1.0306 |
1.0287 |
| S1 |
1.0195 |
1.0195 |
1.0254 |
1.0158 |
| S2 |
1.0120 |
1.0120 |
1.0237 |
|
| S3 |
0.9934 |
1.0009 |
1.0220 |
|
| S4 |
0.9748 |
0.9823 |
1.0169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0410 |
1.0230 |
0.0180 |
1.7% |
0.0081 |
0.8% |
53% |
False |
False |
1 |
| 10 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0099 |
1.0% |
29% |
False |
False |
6 |
| 20 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0069 |
0.7% |
29% |
False |
False |
3 |
| 40 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0044 |
0.4% |
21% |
False |
False |
1 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0035 |
0.3% |
21% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0756 |
|
2.618 |
1.0601 |
|
1.618 |
1.0506 |
|
1.000 |
1.0447 |
|
0.618 |
1.0411 |
|
HIGH |
1.0352 |
|
0.618 |
1.0316 |
|
0.500 |
1.0305 |
|
0.382 |
1.0293 |
|
LOW |
1.0257 |
|
0.618 |
1.0198 |
|
1.000 |
1.0162 |
|
1.618 |
1.0103 |
|
2.618 |
1.0008 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0319 |
1.0324 |
| PP |
1.0312 |
1.0322 |
| S1 |
1.0305 |
1.0320 |
|