CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0295 |
1.0280 |
-0.0015 |
-0.1% |
1.0326 |
| High |
1.0351 |
1.0431 |
0.0080 |
0.8% |
1.0431 |
| Low |
1.0283 |
1.0276 |
-0.0007 |
-0.1% |
1.0257 |
| Close |
1.0295 |
1.0369 |
0.0074 |
0.7% |
1.0369 |
| Range |
0.0068 |
0.0155 |
0.0087 |
127.9% |
0.0174 |
| ATR |
0.0085 |
0.0090 |
0.0005 |
5.9% |
0.0000 |
| Volume |
0 |
35 |
35 |
|
42 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0751 |
1.0454 |
|
| R3 |
1.0669 |
1.0596 |
1.0412 |
|
| R2 |
1.0514 |
1.0514 |
1.0397 |
|
| R1 |
1.0441 |
1.0441 |
1.0383 |
1.0478 |
| PP |
1.0359 |
1.0359 |
1.0359 |
1.0377 |
| S1 |
1.0286 |
1.0286 |
1.0355 |
1.0323 |
| S2 |
1.0204 |
1.0204 |
1.0341 |
|
| S3 |
1.0049 |
1.0131 |
1.0326 |
|
| S4 |
0.9894 |
0.9976 |
1.0284 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0796 |
1.0465 |
|
| R3 |
1.0700 |
1.0622 |
1.0417 |
|
| R2 |
1.0526 |
1.0526 |
1.0401 |
|
| R1 |
1.0448 |
1.0448 |
1.0385 |
1.0487 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0372 |
| S1 |
1.0274 |
1.0274 |
1.0353 |
1.0313 |
| S2 |
1.0178 |
1.0178 |
1.0337 |
|
| S3 |
1.0004 |
1.0100 |
1.0321 |
|
| S4 |
0.9830 |
0.9926 |
1.0273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0431 |
1.0257 |
0.0174 |
1.7% |
0.0078 |
0.8% |
64% |
True |
False |
8 |
| 10 |
1.0431 |
1.0230 |
0.0201 |
1.9% |
0.0078 |
0.7% |
69% |
True |
False |
5 |
| 20 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0075 |
0.7% |
42% |
False |
False |
5 |
| 40 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0050 |
0.5% |
28% |
False |
False |
3 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0039 |
0.4% |
28% |
False |
False |
2 |
| 80 |
1.1036 |
1.0193 |
0.0843 |
8.1% |
0.0030 |
0.3% |
21% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0837 |
|
1.618 |
1.0682 |
|
1.000 |
1.0586 |
|
0.618 |
1.0527 |
|
HIGH |
1.0431 |
|
0.618 |
1.0372 |
|
0.500 |
1.0354 |
|
0.382 |
1.0335 |
|
LOW |
1.0276 |
|
0.618 |
1.0180 |
|
1.000 |
1.0121 |
|
1.618 |
1.0025 |
|
2.618 |
0.9870 |
|
4.250 |
0.9617 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0364 |
| PP |
1.0359 |
1.0359 |
| S1 |
1.0354 |
1.0354 |
|