CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1.0373 |
1.0308 |
-0.0065 |
-0.6% |
1.0326 |
High |
1.0389 |
1.0408 |
0.0019 |
0.2% |
1.0431 |
Low |
1.0304 |
1.0304 |
0.0000 |
0.0% |
1.0257 |
Close |
1.0312 |
1.0408 |
0.0096 |
0.9% |
1.0369 |
Range |
0.0085 |
0.0104 |
0.0019 |
22.4% |
0.0174 |
ATR |
0.0090 |
0.0091 |
0.0001 |
1.2% |
0.0000 |
Volume |
30 |
26 |
-4 |
-13.3% |
42 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0685 |
1.0651 |
1.0465 |
|
R3 |
1.0581 |
1.0547 |
1.0437 |
|
R2 |
1.0477 |
1.0477 |
1.0427 |
|
R1 |
1.0443 |
1.0443 |
1.0418 |
1.0460 |
PP |
1.0373 |
1.0373 |
1.0373 |
1.0382 |
S1 |
1.0339 |
1.0339 |
1.0398 |
1.0356 |
S2 |
1.0269 |
1.0269 |
1.0389 |
|
S3 |
1.0165 |
1.0235 |
1.0379 |
|
S4 |
1.0061 |
1.0131 |
1.0351 |
|
|
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 |
1.0276 |
0.0155 |
1.5% |
0.0093 |
0.9% |
85% |
False |
False |
19 |
10 |
1.0431 |
1.0230 |
0.0201 |
1.9% |
0.0089 |
0.9% |
89% |
False |
False |
10 |
20 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0083 |
0.8% |
53% |
False |
False |
8 |
40 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0054 |
0.5% |
34% |
False |
False |
4 |
60 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0042 |
0.4% |
34% |
False |
False |
2 |
80 |
1.1036 |
1.0193 |
0.0843 |
8.1% |
0.0033 |
0.3% |
26% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0850 |
2.618 |
1.0680 |
1.618 |
1.0576 |
1.000 |
1.0512 |
0.618 |
1.0472 |
HIGH |
1.0408 |
0.618 |
1.0368 |
0.500 |
1.0356 |
0.382 |
1.0344 |
LOW |
1.0304 |
0.618 |
1.0240 |
1.000 |
1.0200 |
1.618 |
1.0136 |
2.618 |
1.0032 |
4.250 |
0.9862 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0391 |
1.0390 |
PP |
1.0373 |
1.0372 |
S1 |
1.0356 |
1.0354 |
|