CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0231 |
-0.0065 |
-0.6% |
1.0531 |
| High |
1.0305 |
1.0250 |
-0.0055 |
-0.5% |
1.0589 |
| Low |
1.0220 |
1.0182 |
-0.0038 |
-0.4% |
1.0261 |
| Close |
1.0221 |
1.0192 |
-0.0029 |
-0.3% |
1.0263 |
| Range |
0.0085 |
0.0068 |
-0.0017 |
-20.0% |
0.0328 |
| ATR |
0.0091 |
0.0090 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
46 |
37 |
-9 |
-19.6% |
118 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0370 |
1.0229 |
|
| R3 |
1.0344 |
1.0302 |
1.0211 |
|
| R2 |
1.0276 |
1.0276 |
1.0204 |
|
| R1 |
1.0234 |
1.0234 |
1.0198 |
1.0221 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0202 |
| S1 |
1.0166 |
1.0166 |
1.0186 |
1.0153 |
| S2 |
1.0140 |
1.0140 |
1.0180 |
|
| S3 |
1.0072 |
1.0098 |
1.0173 |
|
| S4 |
1.0004 |
1.0030 |
1.0155 |
|
|
| 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 |
1.0550 |
1.0182 |
0.0368 |
3.6% |
0.0100 |
1.0% |
3% |
False |
True |
36 |
| 10 |
1.0607 |
1.0182 |
0.0425 |
4.2% |
0.0088 |
0.9% |
2% |
False |
True |
25 |
| 20 |
1.0607 |
1.0182 |
0.0425 |
4.2% |
0.0089 |
0.9% |
2% |
False |
True |
21 |
| 40 |
1.0607 |
1.0182 |
0.0425 |
4.2% |
0.0078 |
0.8% |
2% |
False |
True |
12 |
| 60 |
1.0820 |
1.0182 |
0.0638 |
6.3% |
0.0059 |
0.6% |
2% |
False |
True |
8 |
| 80 |
1.0820 |
1.0182 |
0.0638 |
6.3% |
0.0049 |
0.5% |
2% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0539 |
|
2.618 |
1.0428 |
|
1.618 |
1.0360 |
|
1.000 |
1.0318 |
|
0.618 |
1.0292 |
|
HIGH |
1.0250 |
|
0.618 |
1.0224 |
|
0.500 |
1.0216 |
|
0.382 |
1.0208 |
|
LOW |
1.0182 |
|
0.618 |
1.0140 |
|
1.000 |
1.0114 |
|
1.618 |
1.0072 |
|
2.618 |
1.0004 |
|
4.250 |
0.9893 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0216 |
1.0266 |
| PP |
1.0208 |
1.0241 |
| S1 |
1.0200 |
1.0217 |
|