CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0528 |
1.0513 |
-0.0015 |
-0.1% |
1.0457 |
| High |
1.0589 |
1.0550 |
-0.0039 |
-0.4% |
1.0607 |
| Low |
1.0506 |
1.0463 |
-0.0043 |
-0.4% |
1.0427 |
| Close |
1.0507 |
1.0484 |
-0.0023 |
-0.2% |
1.0572 |
| Range |
0.0083 |
0.0087 |
0.0004 |
4.8% |
0.0180 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
73 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0760 |
1.0709 |
1.0532 |
|
| R3 |
1.0673 |
1.0622 |
1.0508 |
|
| R2 |
1.0586 |
1.0586 |
1.0500 |
|
| R1 |
1.0535 |
1.0535 |
1.0492 |
1.0517 |
| PP |
1.0499 |
1.0499 |
1.0499 |
1.0490 |
| S1 |
1.0448 |
1.0448 |
1.0476 |
1.0430 |
| S2 |
1.0412 |
1.0412 |
1.0468 |
|
| S3 |
1.0325 |
1.0361 |
1.0460 |
|
| S4 |
1.0238 |
1.0274 |
1.0436 |
|
|
| 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 |
1.0463 |
0.0144 |
1.4% |
0.0072 |
0.7% |
15% |
False |
True |
15 |
| 10 |
1.0607 |
1.0333 |
0.0274 |
2.6% |
0.0081 |
0.8% |
55% |
False |
False |
14 |
| 20 |
1.0607 |
1.0230 |
0.0377 |
3.6% |
0.0086 |
0.8% |
67% |
False |
False |
13 |
| 40 |
1.0607 |
1.0230 |
0.0377 |
3.6% |
0.0072 |
0.7% |
67% |
False |
False |
8 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0055 |
0.5% |
46% |
False |
False |
5 |
| 80 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0044 |
0.4% |
46% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0778 |
|
1.618 |
1.0691 |
|
1.000 |
1.0637 |
|
0.618 |
1.0604 |
|
HIGH |
1.0550 |
|
0.618 |
1.0517 |
|
0.500 |
1.0507 |
|
0.382 |
1.0496 |
|
LOW |
1.0463 |
|
0.618 |
1.0409 |
|
1.000 |
1.0376 |
|
1.618 |
1.0322 |
|
2.618 |
1.0235 |
|
4.250 |
1.0093 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0507 |
1.0526 |
| PP |
1.0499 |
1.0512 |
| S1 |
1.0492 |
1.0498 |
|