CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0593 |
1.0557 |
-0.0036 |
-0.3% |
1.0457 |
| High |
1.0607 |
1.0584 |
-0.0023 |
-0.2% |
1.0607 |
| Low |
1.0528 |
1.0526 |
-0.0002 |
0.0% |
1.0427 |
| Close |
1.0576 |
1.0572 |
-0.0004 |
0.0% |
1.0572 |
| Range |
0.0079 |
0.0058 |
-0.0021 |
-26.6% |
0.0180 |
| ATR |
0.0090 |
0.0087 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
31 |
18 |
-13 |
-41.9% |
73 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0735 |
1.0711 |
1.0604 |
|
| R3 |
1.0677 |
1.0653 |
1.0588 |
|
| R2 |
1.0619 |
1.0619 |
1.0583 |
|
| R1 |
1.0595 |
1.0595 |
1.0577 |
1.0607 |
| PP |
1.0561 |
1.0561 |
1.0561 |
1.0567 |
| S1 |
1.0537 |
1.0537 |
1.0567 |
1.0549 |
| S2 |
1.0503 |
1.0503 |
1.0561 |
|
| S3 |
1.0445 |
1.0479 |
1.0556 |
|
| S4 |
1.0387 |
1.0421 |
1.0540 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.1004 |
1.0671 |
|
| R3 |
1.0895 |
1.0824 |
1.0622 |
|
| R2 |
1.0715 |
1.0715 |
1.0605 |
|
| R1 |
1.0644 |
1.0644 |
1.0589 |
1.0680 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0553 |
| S1 |
1.0464 |
1.0464 |
1.0556 |
1.0500 |
| S2 |
1.0355 |
1.0355 |
1.0539 |
|
| S3 |
1.0175 |
1.0284 |
1.0523 |
|
| S4 |
0.9995 |
1.0104 |
1.0473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0607 |
1.0427 |
0.0180 |
1.7% |
0.0075 |
0.7% |
81% |
False |
False |
14 |
| 10 |
1.0607 |
1.0304 |
0.0303 |
2.9% |
0.0087 |
0.8% |
88% |
False |
False |
19 |
| 20 |
1.0607 |
1.0230 |
0.0377 |
3.6% |
0.0082 |
0.8% |
91% |
False |
False |
12 |
| 40 |
1.0820 |
1.0230 |
0.0590 |
5.6% |
0.0067 |
0.6% |
58% |
False |
False |
7 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
5.9% |
0.0053 |
0.5% |
60% |
False |
False |
5 |
| 80 |
1.0930 |
1.0193 |
0.0737 |
7.0% |
0.0041 |
0.4% |
51% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0831 |
|
2.618 |
1.0736 |
|
1.618 |
1.0678 |
|
1.000 |
1.0642 |
|
0.618 |
1.0620 |
|
HIGH |
1.0584 |
|
0.618 |
1.0562 |
|
0.500 |
1.0555 |
|
0.382 |
1.0548 |
|
LOW |
1.0526 |
|
0.618 |
1.0490 |
|
1.000 |
1.0468 |
|
1.618 |
1.0432 |
|
2.618 |
1.0374 |
|
4.250 |
1.0280 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0566 |
1.0565 |
| PP |
1.0561 |
1.0557 |
| S1 |
1.0555 |
1.0550 |
|