CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1.0202 |
1.0194 |
-0.0008 |
-0.1% |
1.0077 |
High |
1.0263 |
1.0249 |
-0.0014 |
-0.1% |
1.0241 |
Low |
1.0171 |
1.0119 |
-0.0052 |
-0.5% |
1.0018 |
Close |
1.0196 |
1.0140 |
-0.0056 |
-0.5% |
1.0221 |
Range |
0.0092 |
0.0130 |
0.0038 |
41.3% |
0.0223 |
ATR |
0.0098 |
0.0100 |
0.0002 |
2.3% |
0.0000 |
Volume |
20,480 |
18,582 |
-1,898 |
-9.3% |
95,927 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0559 |
1.0480 |
1.0212 |
|
R3 |
1.0429 |
1.0350 |
1.0176 |
|
R2 |
1.0299 |
1.0299 |
1.0164 |
|
R1 |
1.0220 |
1.0220 |
1.0152 |
1.0195 |
PP |
1.0169 |
1.0169 |
1.0169 |
1.0157 |
S1 |
1.0090 |
1.0090 |
1.0128 |
1.0065 |
S2 |
1.0039 |
1.0039 |
1.0116 |
|
S3 |
0.9909 |
0.9960 |
1.0104 |
|
S4 |
0.9779 |
0.9830 |
1.0069 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0829 |
1.0748 |
1.0344 |
|
R3 |
1.0606 |
1.0525 |
1.0282 |
|
R2 |
1.0383 |
1.0383 |
1.0262 |
|
R1 |
1.0302 |
1.0302 |
1.0241 |
1.0343 |
PP |
1.0160 |
1.0160 |
1.0160 |
1.0180 |
S1 |
1.0079 |
1.0079 |
1.0201 |
1.0120 |
S2 |
0.9937 |
0.9937 |
1.0180 |
|
S3 |
0.9714 |
0.9856 |
1.0160 |
|
S4 |
0.9491 |
0.9633 |
1.0098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0263 |
1.0105 |
0.0158 |
1.6% |
0.0106 |
1.0% |
22% |
False |
False |
22,025 |
10 |
1.0263 |
0.9762 |
0.0501 |
4.9% |
0.0129 |
1.3% |
75% |
False |
False |
14,635 |
20 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0097 |
1.0% |
76% |
False |
False |
7,553 |
40 |
1.0589 |
0.9750 |
0.0839 |
8.3% |
0.0089 |
0.9% |
46% |
False |
False |
3,825 |
60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0087 |
0.9% |
46% |
False |
False |
2,554 |
80 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0079 |
0.8% |
36% |
False |
False |
1,916 |
100 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0068 |
0.7% |
36% |
False |
False |
1,533 |
120 |
1.0930 |
0.9750 |
0.1180 |
11.6% |
0.0058 |
0.6% |
33% |
False |
False |
1,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0802 |
2.618 |
1.0589 |
1.618 |
1.0459 |
1.000 |
1.0379 |
0.618 |
1.0329 |
HIGH |
1.0249 |
0.618 |
1.0199 |
0.500 |
1.0184 |
0.382 |
1.0169 |
LOW |
1.0119 |
0.618 |
1.0039 |
1.000 |
0.9989 |
1.618 |
0.9909 |
2.618 |
0.9779 |
4.250 |
0.9567 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0184 |
1.0191 |
PP |
1.0169 |
1.0174 |
S1 |
1.0155 |
1.0157 |
|