CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0194 |
1.0134 |
-0.0060 |
-0.6% |
1.0077 |
| High |
1.0249 |
1.0238 |
-0.0011 |
-0.1% |
1.0241 |
| Low |
1.0119 |
1.0124 |
0.0005 |
0.0% |
1.0018 |
| Close |
1.0140 |
1.0212 |
0.0072 |
0.7% |
1.0221 |
| Range |
0.0130 |
0.0114 |
-0.0016 |
-12.3% |
0.0223 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.0% |
0.0000 |
| Volume |
18,582 |
31,009 |
12,427 |
66.9% |
95,927 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0487 |
1.0275 |
|
| R3 |
1.0419 |
1.0373 |
1.0243 |
|
| R2 |
1.0305 |
1.0305 |
1.0233 |
|
| R1 |
1.0259 |
1.0259 |
1.0222 |
1.0282 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0203 |
| S1 |
1.0145 |
1.0145 |
1.0202 |
1.0168 |
| S2 |
1.0077 |
1.0077 |
1.0191 |
|
| S3 |
0.9963 |
1.0031 |
1.0181 |
|
| S4 |
0.9849 |
0.9917 |
1.0149 |
|
|
| 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 |
1.0119 |
0.0144 |
1.4% |
0.0105 |
1.0% |
65% |
False |
False |
23,588 |
| 10 |
1.0263 |
0.9801 |
0.0462 |
4.5% |
0.0129 |
1.3% |
89% |
False |
False |
17,320 |
| 20 |
1.0263 |
0.9750 |
0.0513 |
5.0% |
0.0099 |
1.0% |
90% |
False |
False |
9,098 |
| 40 |
1.0550 |
0.9750 |
0.0800 |
7.8% |
0.0090 |
0.9% |
58% |
False |
False |
4,600 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0088 |
0.9% |
54% |
False |
False |
3,071 |
| 80 |
1.0681 |
0.9750 |
0.0931 |
9.1% |
0.0080 |
0.8% |
50% |
False |
False |
2,304 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0068 |
0.7% |
43% |
False |
False |
1,843 |
| 120 |
1.0930 |
0.9750 |
0.1180 |
11.6% |
0.0059 |
0.6% |
39% |
False |
False |
1,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0723 |
|
2.618 |
1.0536 |
|
1.618 |
1.0422 |
|
1.000 |
1.0352 |
|
0.618 |
1.0308 |
|
HIGH |
1.0238 |
|
0.618 |
1.0194 |
|
0.500 |
1.0181 |
|
0.382 |
1.0168 |
|
LOW |
1.0124 |
|
0.618 |
1.0054 |
|
1.000 |
1.0010 |
|
1.618 |
0.9940 |
|
2.618 |
0.9826 |
|
4.250 |
0.9640 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0205 |
| PP |
1.0191 |
1.0198 |
| S1 |
1.0181 |
1.0191 |
|