CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0077 |
1.0043 |
-0.0034 |
-0.3% |
0.9765 |
| High |
1.0080 |
1.0129 |
0.0049 |
0.5% |
1.0172 |
| Low |
1.0018 |
1.0038 |
0.0020 |
0.2% |
0.9750 |
| Close |
1.0053 |
1.0120 |
0.0067 |
0.7% |
1.0083 |
| Range |
0.0062 |
0.0091 |
0.0029 |
46.8% |
0.0422 |
| ATR |
0.0098 |
0.0098 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
12,088 |
12,772 |
684 |
5.7% |
14,462 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0369 |
1.0335 |
1.0170 |
|
| R3 |
1.0278 |
1.0244 |
1.0145 |
|
| R2 |
1.0187 |
1.0187 |
1.0137 |
|
| R1 |
1.0153 |
1.0153 |
1.0128 |
1.0170 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0104 |
| S1 |
1.0062 |
1.0062 |
1.0112 |
1.0079 |
| S2 |
1.0005 |
1.0005 |
1.0103 |
|
| S3 |
0.9914 |
0.9971 |
1.0095 |
|
| S4 |
0.9823 |
0.9880 |
1.0070 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1097 |
1.0315 |
|
| R3 |
1.0846 |
1.0675 |
1.0199 |
|
| R2 |
1.0424 |
1.0424 |
1.0160 |
|
| R1 |
1.0253 |
1.0253 |
1.0122 |
1.0339 |
| PP |
1.0002 |
1.0002 |
1.0002 |
1.0044 |
| S1 |
0.9831 |
0.9831 |
1.0044 |
0.9917 |
| S2 |
0.9580 |
0.9580 |
1.0006 |
|
| S3 |
0.9158 |
0.9409 |
0.9967 |
|
| S4 |
0.8736 |
0.8987 |
0.9851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0172 |
0.9762 |
0.0410 |
4.1% |
0.0152 |
1.5% |
87% |
False |
False |
7,246 |
| 10 |
1.0172 |
0.9750 |
0.0422 |
4.2% |
0.0108 |
1.1% |
88% |
False |
False |
4,015 |
| 20 |
1.0172 |
0.9750 |
0.0422 |
4.2% |
0.0088 |
0.9% |
88% |
False |
False |
2,088 |
| 40 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0086 |
0.8% |
43% |
False |
False |
1,073 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0088 |
0.9% |
43% |
False |
False |
719 |
| 80 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0072 |
0.7% |
35% |
False |
False |
540 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0063 |
0.6% |
35% |
False |
False |
432 |
| 120 |
1.1036 |
0.9750 |
0.1286 |
12.7% |
0.0053 |
0.5% |
29% |
False |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0516 |
|
2.618 |
1.0367 |
|
1.618 |
1.0276 |
|
1.000 |
1.0220 |
|
0.618 |
1.0185 |
|
HIGH |
1.0129 |
|
0.618 |
1.0094 |
|
0.500 |
1.0084 |
|
0.382 |
1.0073 |
|
LOW |
1.0038 |
|
0.618 |
0.9982 |
|
1.000 |
0.9947 |
|
1.618 |
0.9891 |
|
2.618 |
0.9800 |
|
4.250 |
0.9651 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0104 |
| PP |
1.0096 |
1.0088 |
| S1 |
1.0084 |
1.0073 |
|