CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0193 |
1.0115 |
-0.0078 |
-0.8% |
1.0531 |
| High |
1.0230 |
1.0166 |
-0.0064 |
-0.6% |
1.0589 |
| Low |
1.0099 |
1.0097 |
-0.0002 |
0.0% |
1.0261 |
| Close |
1.0105 |
1.0149 |
0.0044 |
0.4% |
1.0263 |
| Range |
0.0131 |
0.0069 |
-0.0062 |
-47.3% |
0.0328 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
50 |
55 |
5 |
10.0% |
118 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0344 |
1.0316 |
1.0187 |
|
| R3 |
1.0275 |
1.0247 |
1.0168 |
|
| R2 |
1.0206 |
1.0206 |
1.0162 |
|
| R1 |
1.0178 |
1.0178 |
1.0155 |
1.0192 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0145 |
| S1 |
1.0109 |
1.0109 |
1.0143 |
1.0123 |
| S2 |
1.0068 |
1.0068 |
1.0136 |
|
| S3 |
0.9999 |
1.0040 |
1.0130 |
|
| S4 |
0.9930 |
0.9971 |
1.0111 |
|
|
| 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 |
1.0350 |
1.0097 |
0.0253 |
2.5% |
0.0088 |
0.9% |
21% |
False |
True |
45 |
| 10 |
1.0589 |
1.0097 |
0.0492 |
4.8% |
0.0089 |
0.9% |
11% |
False |
True |
32 |
| 20 |
1.0607 |
1.0097 |
0.0510 |
5.0% |
0.0093 |
0.9% |
10% |
False |
True |
26 |
| 40 |
1.0607 |
1.0097 |
0.0510 |
5.0% |
0.0081 |
0.8% |
10% |
False |
True |
15 |
| 60 |
1.0820 |
1.0097 |
0.0723 |
7.1% |
0.0062 |
0.6% |
7% |
False |
True |
10 |
| 80 |
1.0820 |
1.0097 |
0.0723 |
7.1% |
0.0051 |
0.5% |
7% |
False |
True |
7 |
| 100 |
1.1036 |
1.0097 |
0.0939 |
9.3% |
0.0041 |
0.4% |
6% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0459 |
|
2.618 |
1.0347 |
|
1.618 |
1.0278 |
|
1.000 |
1.0235 |
|
0.618 |
1.0209 |
|
HIGH |
1.0166 |
|
0.618 |
1.0140 |
|
0.500 |
1.0132 |
|
0.382 |
1.0123 |
|
LOW |
1.0097 |
|
0.618 |
1.0054 |
|
1.000 |
1.0028 |
|
1.618 |
0.9985 |
|
2.618 |
0.9916 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0174 |
| PP |
1.0137 |
1.0165 |
| S1 |
1.0132 |
1.0157 |
|