CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0295 |
-0.0057 |
-0.6% |
1.0416 |
| High |
1.0353 |
1.0351 |
-0.0002 |
0.0% |
1.0416 |
| Low |
1.0298 |
1.0283 |
-0.0015 |
-0.1% |
1.0230 |
| Close |
1.0322 |
1.0295 |
-0.0027 |
-0.3% |
1.0271 |
| Range |
0.0055 |
0.0068 |
0.0013 |
23.6% |
0.0186 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
7 |
0 |
-7 |
-100.0% |
11 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0472 |
1.0332 |
|
| R3 |
1.0446 |
1.0404 |
1.0314 |
|
| R2 |
1.0378 |
1.0378 |
1.0307 |
|
| R1 |
1.0336 |
1.0336 |
1.0301 |
1.0329 |
| PP |
1.0310 |
1.0310 |
1.0310 |
1.0306 |
| S1 |
1.0268 |
1.0268 |
1.0289 |
1.0261 |
| S2 |
1.0242 |
1.0242 |
1.0283 |
|
| S3 |
1.0174 |
1.0200 |
1.0276 |
|
| S4 |
1.0106 |
1.0132 |
1.0258 |
|
|
| 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 |
1.0388 |
1.0230 |
0.0158 |
1.5% |
0.0067 |
0.7% |
41% |
False |
False |
1 |
| 10 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0081 |
0.8% |
20% |
False |
False |
2 |
| 20 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0069 |
0.7% |
20% |
False |
False |
3 |
| 40 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0046 |
0.4% |
16% |
False |
False |
2 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0036 |
0.4% |
16% |
False |
False |
1 |
| 80 |
1.1036 |
1.0193 |
0.0843 |
8.2% |
0.0028 |
0.3% |
12% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0640 |
|
2.618 |
1.0529 |
|
1.618 |
1.0461 |
|
1.000 |
1.0419 |
|
0.618 |
1.0393 |
|
HIGH |
1.0351 |
|
0.618 |
1.0325 |
|
0.500 |
1.0317 |
|
0.382 |
1.0309 |
|
LOW |
1.0283 |
|
0.618 |
1.0241 |
|
1.000 |
1.0215 |
|
1.618 |
1.0173 |
|
2.618 |
1.0105 |
|
4.250 |
0.9994 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0317 |
1.0336 |
| PP |
1.0310 |
1.0322 |
| S1 |
1.0302 |
1.0309 |
|