CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0457 |
1.0487 |
0.0030 |
0.3% |
1.0373 |
| High |
1.0479 |
1.0523 |
0.0044 |
0.4% |
1.0489 |
| Low |
1.0444 |
1.0427 |
-0.0017 |
-0.2% |
1.0304 |
| Close |
1.0469 |
1.0494 |
0.0025 |
0.2% |
1.0469 |
| Range |
0.0035 |
0.0096 |
0.0061 |
174.3% |
0.0185 |
| ATR |
0.0089 |
0.0089 |
0.0001 |
0.6% |
0.0000 |
| Volume |
11 |
8 |
-3 |
-27.3% |
119 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0728 |
1.0547 |
|
| R3 |
1.0673 |
1.0632 |
1.0520 |
|
| R2 |
1.0577 |
1.0577 |
1.0512 |
|
| R1 |
1.0536 |
1.0536 |
1.0503 |
1.0557 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0492 |
| S1 |
1.0440 |
1.0440 |
1.0485 |
1.0461 |
| S2 |
1.0385 |
1.0385 |
1.0476 |
|
| S3 |
1.0289 |
1.0344 |
1.0468 |
|
| S4 |
1.0193 |
1.0248 |
1.0441 |
|
|
| 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 |
1.0523 |
1.0330 |
0.0193 |
1.8% |
0.0087 |
0.8% |
85% |
True |
False |
16 |
| 10 |
1.0523 |
1.0276 |
0.0247 |
2.4% |
0.0090 |
0.9% |
88% |
True |
False |
18 |
| 20 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0091 |
0.9% |
79% |
False |
False |
12 |
| 40 |
1.0820 |
1.0230 |
0.0590 |
5.6% |
0.0061 |
0.6% |
45% |
False |
False |
6 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0049 |
0.5% |
48% |
False |
False |
4 |
| 80 |
1.0983 |
1.0193 |
0.0790 |
7.5% |
0.0038 |
0.4% |
38% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0931 |
|
2.618 |
1.0774 |
|
1.618 |
1.0678 |
|
1.000 |
1.0619 |
|
0.618 |
1.0582 |
|
HIGH |
1.0523 |
|
0.618 |
1.0486 |
|
0.500 |
1.0475 |
|
0.382 |
1.0464 |
|
LOW |
1.0427 |
|
0.618 |
1.0368 |
|
1.000 |
1.0331 |
|
1.618 |
1.0272 |
|
2.618 |
1.0176 |
|
4.250 |
1.0019 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0488 |
1.0483 |
| PP |
1.0481 |
1.0471 |
| S1 |
1.0475 |
1.0460 |
|