CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0328 |
1.0296 |
-0.0032 |
-0.3% |
1.0531 |
| High |
1.0350 |
1.0305 |
-0.0045 |
-0.4% |
1.0589 |
| Low |
1.0261 |
1.0220 |
-0.0041 |
-0.4% |
1.0261 |
| Close |
1.0263 |
1.0221 |
-0.0042 |
-0.4% |
1.0263 |
| Range |
0.0089 |
0.0085 |
-0.0004 |
-4.5% |
0.0328 |
| ATR |
0.0092 |
0.0091 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
39 |
46 |
7 |
17.9% |
118 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0447 |
1.0268 |
|
| R3 |
1.0419 |
1.0362 |
1.0244 |
|
| R2 |
1.0334 |
1.0334 |
1.0237 |
|
| R1 |
1.0277 |
1.0277 |
1.0229 |
1.0263 |
| PP |
1.0249 |
1.0249 |
1.0249 |
1.0242 |
| S1 |
1.0192 |
1.0192 |
1.0213 |
1.0178 |
| S2 |
1.0164 |
1.0164 |
1.0205 |
|
| S3 |
1.0079 |
1.0107 |
1.0198 |
|
| S4 |
0.9994 |
1.0022 |
1.0174 |
|
|
| 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 |
1.0220 |
0.0369 |
3.6% |
0.0103 |
1.0% |
0% |
False |
True |
29 |
| 10 |
1.0607 |
1.0220 |
0.0387 |
3.8% |
0.0091 |
0.9% |
0% |
False |
True |
22 |
| 20 |
1.0607 |
1.0220 |
0.0387 |
3.8% |
0.0087 |
0.8% |
0% |
False |
True |
19 |
| 40 |
1.0607 |
1.0220 |
0.0387 |
3.8% |
0.0078 |
0.8% |
0% |
False |
True |
11 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0058 |
0.6% |
4% |
False |
False |
7 |
| 80 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0048 |
0.5% |
4% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0666 |
|
2.618 |
1.0528 |
|
1.618 |
1.0443 |
|
1.000 |
1.0390 |
|
0.618 |
1.0358 |
|
HIGH |
1.0305 |
|
0.618 |
1.0273 |
|
0.500 |
1.0263 |
|
0.382 |
1.0252 |
|
LOW |
1.0220 |
|
0.618 |
1.0167 |
|
1.000 |
1.0135 |
|
1.618 |
1.0082 |
|
2.618 |
0.9997 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0263 |
1.0356 |
| PP |
1.0249 |
1.0311 |
| S1 |
1.0235 |
1.0266 |
|