CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1.0478 |
1.0328 |
-0.0150 |
-1.4% |
1.0531 |
High |
1.0492 |
1.0350 |
-0.0142 |
-1.4% |
1.0589 |
Low |
1.0323 |
1.0261 |
-0.0062 |
-0.6% |
1.0261 |
Close |
1.0323 |
1.0263 |
-0.0060 |
-0.6% |
1.0263 |
Range |
0.0169 |
0.0089 |
-0.0080 |
-47.3% |
0.0328 |
ATR |
0.0092 |
0.0092 |
0.0000 |
-0.2% |
0.0000 |
Volume |
53 |
39 |
-14 |
-26.4% |
118 |
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0558 |
1.0500 |
1.0312 |
|
R3 |
1.0469 |
1.0411 |
1.0287 |
|
R2 |
1.0380 |
1.0380 |
1.0279 |
|
R1 |
1.0322 |
1.0322 |
1.0271 |
1.0307 |
PP |
1.0291 |
1.0291 |
1.0291 |
1.0284 |
S1 |
1.0233 |
1.0233 |
1.0255 |
1.0218 |
S2 |
1.0202 |
1.0202 |
1.0247 |
|
S3 |
1.0113 |
1.0144 |
1.0239 |
|
S4 |
1.0024 |
1.0055 |
1.0214 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1355 |
1.1137 |
1.0443 |
|
R3 |
1.1027 |
1.0809 |
1.0353 |
|
R2 |
1.0699 |
1.0699 |
1.0323 |
|
R1 |
1.0481 |
1.0481 |
1.0293 |
1.0426 |
PP |
1.0371 |
1.0371 |
1.0371 |
1.0344 |
S1 |
1.0153 |
1.0153 |
1.0233 |
1.0098 |
S2 |
1.0043 |
1.0043 |
1.0203 |
|
S3 |
0.9715 |
0.9825 |
1.0173 |
|
S4 |
0.9387 |
0.9497 |
1.0083 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0589 |
1.0261 |
0.0328 |
3.2% |
0.0097 |
0.9% |
1% |
False |
True |
23 |
10 |
1.0607 |
1.0261 |
0.0346 |
3.4% |
0.0086 |
0.8% |
1% |
False |
True |
19 |
20 |
1.0607 |
1.0257 |
0.0350 |
3.4% |
0.0087 |
0.9% |
2% |
False |
False |
17 |
40 |
1.0607 |
1.0230 |
0.0377 |
3.7% |
0.0078 |
0.8% |
9% |
False |
False |
10 |
60 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0058 |
0.6% |
11% |
False |
False |
7 |
80 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0047 |
0.5% |
11% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0728 |
2.618 |
1.0583 |
1.618 |
1.0494 |
1.000 |
1.0439 |
0.618 |
1.0405 |
HIGH |
1.0350 |
0.618 |
1.0316 |
0.500 |
1.0306 |
0.382 |
1.0295 |
LOW |
1.0261 |
0.618 |
1.0206 |
1.000 |
1.0172 |
1.618 |
1.0117 |
2.618 |
1.0028 |
4.250 |
0.9883 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0306 |
1.0406 |
PP |
1.0291 |
1.0358 |
S1 |
1.0277 |
1.0311 |
|