CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0531 |
1.0528 |
-0.0003 |
0.0% |
1.0457 |
| High |
1.0554 |
1.0589 |
0.0035 |
0.3% |
1.0607 |
| Low |
1.0499 |
1.0506 |
0.0007 |
0.1% |
1.0427 |
| Close |
1.0514 |
1.0507 |
-0.0007 |
-0.1% |
1.0572 |
| Range |
0.0055 |
0.0083 |
0.0028 |
50.9% |
0.0180 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
19 |
2 |
-17 |
-89.5% |
73 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0728 |
1.0553 |
|
| R3 |
1.0700 |
1.0645 |
1.0530 |
|
| R2 |
1.0617 |
1.0617 |
1.0522 |
|
| R1 |
1.0562 |
1.0562 |
1.0515 |
1.0548 |
| PP |
1.0534 |
1.0534 |
1.0534 |
1.0527 |
| S1 |
1.0479 |
1.0479 |
1.0499 |
1.0465 |
| S2 |
1.0451 |
1.0451 |
1.0492 |
|
| S3 |
1.0368 |
1.0396 |
1.0484 |
|
| S4 |
1.0285 |
1.0313 |
1.0461 |
|
|
| 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 |
1.0493 |
0.0114 |
1.1% |
0.0077 |
0.7% |
12% |
False |
False |
15 |
| 10 |
1.0607 |
1.0330 |
0.0277 |
2.6% |
0.0082 |
0.8% |
64% |
False |
False |
15 |
| 20 |
1.0607 |
1.0230 |
0.0377 |
3.6% |
0.0085 |
0.8% |
73% |
False |
False |
13 |
| 40 |
1.0681 |
1.0230 |
0.0451 |
4.3% |
0.0071 |
0.7% |
61% |
False |
False |
8 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0054 |
0.5% |
50% |
False |
False |
5 |
| 80 |
1.0930 |
1.0193 |
0.0737 |
7.0% |
0.0043 |
0.4% |
43% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0942 |
|
2.618 |
1.0806 |
|
1.618 |
1.0723 |
|
1.000 |
1.0672 |
|
0.618 |
1.0640 |
|
HIGH |
1.0589 |
|
0.618 |
1.0557 |
|
0.500 |
1.0548 |
|
0.382 |
1.0538 |
|
LOW |
1.0506 |
|
0.618 |
1.0455 |
|
1.000 |
1.0423 |
|
1.618 |
1.0372 |
|
2.618 |
1.0289 |
|
4.250 |
1.0153 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0544 |
| PP |
1.0534 |
1.0532 |
| S1 |
1.0521 |
1.0519 |
|