CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0405 |
0.0097 |
0.9% |
1.0326 |
| High |
1.0408 |
1.0425 |
0.0017 |
0.2% |
1.0431 |
| Low |
1.0304 |
1.0330 |
0.0026 |
0.3% |
1.0257 |
| Close |
1.0408 |
1.0346 |
-0.0062 |
-0.6% |
1.0369 |
| Range |
0.0104 |
0.0095 |
-0.0009 |
-8.7% |
0.0174 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.4% |
0.0000 |
| Volume |
26 |
13 |
-13 |
-50.0% |
42 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0652 |
1.0594 |
1.0398 |
|
| R3 |
1.0557 |
1.0499 |
1.0372 |
|
| R2 |
1.0462 |
1.0462 |
1.0363 |
|
| R1 |
1.0404 |
1.0404 |
1.0355 |
1.0386 |
| PP |
1.0367 |
1.0367 |
1.0367 |
1.0358 |
| S1 |
1.0309 |
1.0309 |
1.0337 |
1.0291 |
| S2 |
1.0272 |
1.0272 |
1.0329 |
|
| S3 |
1.0177 |
1.0214 |
1.0320 |
|
| S4 |
1.0082 |
1.0119 |
1.0294 |
|
|
| 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% |
0.0101 |
1.0% |
45% |
False |
False |
20 |
| 10 |
1.0431 |
1.0230 |
0.0201 |
1.9% |
0.0092 |
0.9% |
58% |
False |
False |
11 |
| 20 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0083 |
0.8% |
35% |
False |
False |
8 |
| 40 |
1.0820 |
1.0230 |
0.0590 |
5.7% |
0.0055 |
0.5% |
20% |
False |
False |
4 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0043 |
0.4% |
24% |
False |
False |
3 |
| 80 |
1.1036 |
1.0193 |
0.0843 |
8.1% |
0.0034 |
0.3% |
18% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0829 |
|
2.618 |
1.0674 |
|
1.618 |
1.0579 |
|
1.000 |
1.0520 |
|
0.618 |
1.0484 |
|
HIGH |
1.0425 |
|
0.618 |
1.0389 |
|
0.500 |
1.0378 |
|
0.382 |
1.0366 |
|
LOW |
1.0330 |
|
0.618 |
1.0271 |
|
1.000 |
1.0235 |
|
1.618 |
1.0176 |
|
2.618 |
1.0081 |
|
4.250 |
0.9926 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0378 |
1.0365 |
| PP |
1.0367 |
1.0358 |
| S1 |
1.0357 |
1.0352 |
|