CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0369 |
1.0352 |
-0.0017 |
-0.2% |
1.0416 |
| High |
1.0388 |
1.0353 |
-0.0035 |
-0.3% |
1.0416 |
| Low |
1.0369 |
1.0298 |
-0.0071 |
-0.7% |
1.0230 |
| Close |
1.0369 |
1.0322 |
-0.0047 |
-0.5% |
1.0271 |
| Range |
0.0019 |
0.0055 |
0.0036 |
189.5% |
0.0186 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
0 |
7 |
7 |
|
11 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0489 |
1.0461 |
1.0352 |
|
| R3 |
1.0434 |
1.0406 |
1.0337 |
|
| R2 |
1.0379 |
1.0379 |
1.0332 |
|
| R1 |
1.0351 |
1.0351 |
1.0327 |
1.0338 |
| PP |
1.0324 |
1.0324 |
1.0324 |
1.0318 |
| S1 |
1.0296 |
1.0296 |
1.0317 |
1.0283 |
| S2 |
1.0269 |
1.0269 |
1.0312 |
|
| S3 |
1.0214 |
1.0241 |
1.0307 |
|
| S4 |
1.0159 |
1.0186 |
1.0292 |
|
|
| 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% |
0.0082 |
0.8% |
51% |
False |
False |
2 |
| 10 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0087 |
0.8% |
28% |
False |
False |
7 |
| 20 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0071 |
0.7% |
28% |
False |
False |
4 |
| 40 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0045 |
0.4% |
21% |
False |
False |
2 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0035 |
0.3% |
21% |
False |
False |
1 |
| 80 |
1.1036 |
1.0193 |
0.0843 |
8.2% |
0.0027 |
0.3% |
15% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0587 |
|
2.618 |
1.0497 |
|
1.618 |
1.0442 |
|
1.000 |
1.0408 |
|
0.618 |
1.0387 |
|
HIGH |
1.0353 |
|
0.618 |
1.0332 |
|
0.500 |
1.0326 |
|
0.382 |
1.0319 |
|
LOW |
1.0298 |
|
0.618 |
1.0264 |
|
1.000 |
1.0243 |
|
1.618 |
1.0209 |
|
2.618 |
1.0154 |
|
4.250 |
1.0064 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0326 |
1.0323 |
| PP |
1.0324 |
1.0322 |
| S1 |
1.0323 |
1.0322 |
|