CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0414 |
1.0457 |
0.0043 |
0.4% |
1.0373 |
| High |
1.0489 |
1.0479 |
-0.0010 |
-0.1% |
1.0489 |
| Low |
1.0397 |
1.0444 |
0.0047 |
0.5% |
1.0304 |
| Close |
1.0469 |
1.0469 |
0.0000 |
0.0% |
1.0469 |
| Range |
0.0092 |
0.0035 |
-0.0057 |
-62.0% |
0.0185 |
| ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
22 |
11 |
-11 |
-50.0% |
119 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0569 |
1.0554 |
1.0488 |
|
| R3 |
1.0534 |
1.0519 |
1.0479 |
|
| R2 |
1.0499 |
1.0499 |
1.0475 |
|
| R1 |
1.0484 |
1.0484 |
1.0472 |
1.0492 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0468 |
| S1 |
1.0449 |
1.0449 |
1.0466 |
1.0457 |
| S2 |
1.0429 |
1.0429 |
1.0463 |
|
| S3 |
1.0394 |
1.0414 |
1.0459 |
|
| S4 |
1.0359 |
1.0379 |
1.0450 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0907 |
1.0571 |
|
| R3 |
1.0791 |
1.0722 |
1.0520 |
|
| R2 |
1.0606 |
1.0606 |
1.0503 |
|
| R1 |
1.0537 |
1.0537 |
1.0486 |
1.0572 |
| PP |
1.0421 |
1.0421 |
1.0421 |
1.0438 |
| S1 |
1.0352 |
1.0352 |
1.0452 |
1.0387 |
| S2 |
1.0236 |
1.0236 |
1.0435 |
|
| S3 |
1.0051 |
1.0167 |
1.0418 |
|
| S4 |
0.9866 |
0.9982 |
1.0367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0489 |
1.0304 |
0.0185 |
1.8% |
0.0089 |
0.8% |
89% |
False |
False |
20 |
| 10 |
1.0489 |
1.0276 |
0.0213 |
2.0% |
0.0083 |
0.8% |
91% |
False |
False |
17 |
| 20 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0091 |
0.9% |
72% |
False |
False |
11 |
| 40 |
1.0820 |
1.0230 |
0.0590 |
5.6% |
0.0059 |
0.6% |
41% |
False |
False |
6 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0047 |
0.4% |
44% |
False |
False |
4 |
| 80 |
1.1036 |
1.0193 |
0.0843 |
8.1% |
0.0037 |
0.4% |
33% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0628 |
|
2.618 |
1.0571 |
|
1.618 |
1.0536 |
|
1.000 |
1.0514 |
|
0.618 |
1.0501 |
|
HIGH |
1.0479 |
|
0.618 |
1.0466 |
|
0.500 |
1.0462 |
|
0.382 |
1.0457 |
|
LOW |
1.0444 |
|
0.618 |
1.0422 |
|
1.000 |
1.0409 |
|
1.618 |
1.0387 |
|
2.618 |
1.0352 |
|
4.250 |
1.0295 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0450 |
| PP |
1.0464 |
1.0430 |
| S1 |
1.0462 |
1.0411 |
|