CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0542 |
1.0593 |
0.0051 |
0.5% |
1.0373 |
| High |
1.0602 |
1.0607 |
0.0005 |
0.0% |
1.0489 |
| Low |
1.0493 |
1.0528 |
0.0035 |
0.3% |
1.0304 |
| Close |
1.0598 |
1.0576 |
-0.0022 |
-0.2% |
1.0469 |
| Range |
0.0109 |
0.0079 |
-0.0030 |
-27.5% |
0.0185 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
5 |
31 |
26 |
520.0% |
119 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0807 |
1.0771 |
1.0619 |
|
| R3 |
1.0728 |
1.0692 |
1.0598 |
|
| R2 |
1.0649 |
1.0649 |
1.0590 |
|
| R1 |
1.0613 |
1.0613 |
1.0583 |
1.0592 |
| PP |
1.0570 |
1.0570 |
1.0570 |
1.0560 |
| S1 |
1.0534 |
1.0534 |
1.0569 |
1.0513 |
| S2 |
1.0491 |
1.0491 |
1.0562 |
|
| S3 |
1.0412 |
1.0455 |
1.0554 |
|
| S4 |
1.0333 |
1.0376 |
1.0533 |
|
|
| 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 |
1.0607 |
1.0397 |
0.0210 |
2.0% |
0.0082 |
0.8% |
85% |
True |
False |
15 |
| 10 |
1.0607 |
1.0276 |
0.0331 |
3.1% |
0.0097 |
0.9% |
91% |
True |
False |
20 |
| 20 |
1.0607 |
1.0230 |
0.0377 |
3.6% |
0.0089 |
0.8% |
92% |
True |
False |
11 |
| 40 |
1.0820 |
1.0230 |
0.0590 |
5.6% |
0.0066 |
0.6% |
59% |
False |
False |
7 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
5.9% |
0.0052 |
0.5% |
61% |
False |
False |
4 |
| 80 |
1.0930 |
1.0193 |
0.0737 |
7.0% |
0.0040 |
0.4% |
52% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0943 |
|
2.618 |
1.0814 |
|
1.618 |
1.0735 |
|
1.000 |
1.0686 |
|
0.618 |
1.0656 |
|
HIGH |
1.0607 |
|
0.618 |
1.0577 |
|
0.500 |
1.0568 |
|
0.382 |
1.0558 |
|
LOW |
1.0528 |
|
0.618 |
1.0479 |
|
1.000 |
1.0449 |
|
1.618 |
1.0400 |
|
2.618 |
1.0321 |
|
4.250 |
1.0192 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0573 |
1.0556 |
| PP |
1.0570 |
1.0537 |
| S1 |
1.0568 |
1.0517 |
|