CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1.0557 |
1.0531 |
-0.0026 |
-0.2% |
1.0457 |
High |
1.0584 |
1.0554 |
-0.0030 |
-0.3% |
1.0607 |
Low |
1.0526 |
1.0499 |
-0.0027 |
-0.3% |
1.0427 |
Close |
1.0572 |
1.0514 |
-0.0058 |
-0.5% |
1.0572 |
Range |
0.0058 |
0.0055 |
-0.0003 |
-5.2% |
0.0180 |
ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
18 |
19 |
1 |
5.6% |
73 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0687 |
1.0656 |
1.0544 |
|
R3 |
1.0632 |
1.0601 |
1.0529 |
|
R2 |
1.0577 |
1.0577 |
1.0524 |
|
R1 |
1.0546 |
1.0546 |
1.0519 |
1.0534 |
PP |
1.0522 |
1.0522 |
1.0522 |
1.0517 |
S1 |
1.0491 |
1.0491 |
1.0509 |
1.0479 |
S2 |
1.0467 |
1.0467 |
1.0504 |
|
S3 |
1.0412 |
1.0436 |
1.0499 |
|
S4 |
1.0357 |
1.0381 |
1.0484 |
|
|
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% |
0.0079 |
0.8% |
48% |
False |
False |
16 |
10 |
1.0607 |
1.0304 |
0.0303 |
2.9% |
0.0084 |
0.8% |
69% |
False |
False |
18 |
20 |
1.0607 |
1.0230 |
0.0377 |
3.6% |
0.0081 |
0.8% |
75% |
False |
False |
12 |
40 |
1.0820 |
1.0230 |
0.0590 |
5.6% |
0.0069 |
0.7% |
48% |
False |
False |
8 |
60 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0054 |
0.5% |
51% |
False |
False |
5 |
80 |
1.0930 |
1.0193 |
0.0737 |
7.0% |
0.0042 |
0.4% |
44% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0788 |
2.618 |
1.0698 |
1.618 |
1.0643 |
1.000 |
1.0609 |
0.618 |
1.0588 |
HIGH |
1.0554 |
0.618 |
1.0533 |
0.500 |
1.0527 |
0.382 |
1.0520 |
LOW |
1.0499 |
0.618 |
1.0465 |
1.000 |
1.0444 |
1.618 |
1.0410 |
2.618 |
1.0355 |
4.250 |
1.0265 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0527 |
1.0553 |
PP |
1.0522 |
1.0540 |
S1 |
1.0518 |
1.0527 |
|