CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0131 |
1.0221 |
0.0090 |
0.9% |
0.9765 |
| High |
1.0227 |
1.0221 |
-0.0006 |
-0.1% |
1.0172 |
| Low |
1.0105 |
1.0132 |
0.0027 |
0.3% |
0.9750 |
| Close |
1.0215 |
1.0152 |
-0.0063 |
-0.6% |
1.0083 |
| Range |
0.0122 |
0.0089 |
-0.0033 |
-27.0% |
0.0422 |
| ATR |
0.0099 |
0.0099 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
23,198 |
25,716 |
2,518 |
10.9% |
14,462 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0435 |
1.0383 |
1.0201 |
|
| R3 |
1.0346 |
1.0294 |
1.0176 |
|
| R2 |
1.0257 |
1.0257 |
1.0168 |
|
| R1 |
1.0205 |
1.0205 |
1.0160 |
1.0187 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0159 |
| S1 |
1.0116 |
1.0116 |
1.0144 |
1.0098 |
| S2 |
1.0079 |
1.0079 |
1.0136 |
|
| S3 |
0.9990 |
1.0027 |
1.0128 |
|
| S4 |
0.9901 |
0.9938 |
1.0103 |
|
|
| 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 |
1.0227 |
1.0013 |
0.0214 |
2.1% |
0.0097 |
1.0% |
65% |
False |
False |
15,271 |
| 10 |
1.0227 |
0.9750 |
0.0477 |
4.7% |
0.0115 |
1.1% |
84% |
False |
False |
8,836 |
| 20 |
1.0227 |
0.9750 |
0.0477 |
4.7% |
0.0093 |
0.9% |
84% |
False |
False |
4,517 |
| 40 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0086 |
0.8% |
47% |
False |
False |
2,296 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0088 |
0.9% |
47% |
False |
False |
1,535 |
| 80 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0075 |
0.7% |
38% |
False |
False |
1,151 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0065 |
0.6% |
38% |
False |
False |
921 |
| 120 |
1.0930 |
0.9750 |
0.1180 |
11.6% |
0.0055 |
0.5% |
34% |
False |
False |
767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0599 |
|
2.618 |
1.0454 |
|
1.618 |
1.0365 |
|
1.000 |
1.0310 |
|
0.618 |
1.0276 |
|
HIGH |
1.0221 |
|
0.618 |
1.0187 |
|
0.500 |
1.0177 |
|
0.382 |
1.0166 |
|
LOW |
1.0132 |
|
0.618 |
1.0077 |
|
1.000 |
1.0043 |
|
1.618 |
0.9988 |
|
2.618 |
0.9899 |
|
4.250 |
0.9754 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0177 |
1.0146 |
| PP |
1.0168 |
1.0139 |
| S1 |
1.0160 |
1.0133 |
|