CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0115 |
1.0158 |
0.0043 |
0.4% |
1.0296 |
| High |
1.0166 |
1.0207 |
0.0041 |
0.4% |
1.0305 |
| Low |
1.0097 |
1.0142 |
0.0045 |
0.4% |
1.0097 |
| Close |
1.0149 |
1.0170 |
0.0021 |
0.2% |
1.0170 |
| Range |
0.0069 |
0.0065 |
-0.0004 |
-5.8% |
0.0208 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
55 |
10 |
-45 |
-81.8% |
198 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0368 |
1.0334 |
1.0206 |
|
| R3 |
1.0303 |
1.0269 |
1.0188 |
|
| R2 |
1.0238 |
1.0238 |
1.0182 |
|
| R1 |
1.0204 |
1.0204 |
1.0176 |
1.0221 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0182 |
| S1 |
1.0139 |
1.0139 |
1.0164 |
1.0156 |
| S2 |
1.0108 |
1.0108 |
1.0158 |
|
| S3 |
1.0043 |
1.0074 |
1.0152 |
|
| S4 |
0.9978 |
1.0009 |
1.0134 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0700 |
1.0284 |
|
| R3 |
1.0607 |
1.0492 |
1.0227 |
|
| R2 |
1.0399 |
1.0399 |
1.0208 |
|
| R1 |
1.0284 |
1.0284 |
1.0189 |
1.0238 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0167 |
| S1 |
1.0076 |
1.0076 |
1.0151 |
1.0030 |
| S2 |
0.9983 |
0.9983 |
1.0132 |
|
| S3 |
0.9775 |
0.9868 |
1.0113 |
|
| S4 |
0.9567 |
0.9660 |
1.0056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0305 |
1.0097 |
0.0208 |
2.0% |
0.0084 |
0.8% |
35% |
False |
False |
39 |
| 10 |
1.0589 |
1.0097 |
0.0492 |
4.8% |
0.0090 |
0.9% |
15% |
False |
False |
31 |
| 20 |
1.0607 |
1.0097 |
0.0510 |
5.0% |
0.0089 |
0.9% |
14% |
False |
False |
25 |
| 40 |
1.0607 |
1.0097 |
0.0510 |
5.0% |
0.0082 |
0.8% |
14% |
False |
False |
15 |
| 60 |
1.0820 |
1.0097 |
0.0723 |
7.1% |
0.0063 |
0.6% |
10% |
False |
False |
10 |
| 80 |
1.0820 |
1.0097 |
0.0723 |
7.1% |
0.0051 |
0.5% |
10% |
False |
False |
7 |
| 100 |
1.1036 |
1.0097 |
0.0939 |
9.2% |
0.0042 |
0.4% |
8% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0483 |
|
2.618 |
1.0377 |
|
1.618 |
1.0312 |
|
1.000 |
1.0272 |
|
0.618 |
1.0247 |
|
HIGH |
1.0207 |
|
0.618 |
1.0182 |
|
0.500 |
1.0175 |
|
0.382 |
1.0167 |
|
LOW |
1.0142 |
|
0.618 |
1.0102 |
|
1.000 |
1.0077 |
|
1.618 |
1.0037 |
|
2.618 |
0.9972 |
|
4.250 |
0.9866 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0168 |
| PP |
1.0173 |
1.0166 |
| S1 |
1.0172 |
1.0164 |
|