CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0136 |
1.0089 |
-0.0047 |
-0.5% |
1.0202 |
| High |
1.0136 |
1.0129 |
-0.0007 |
-0.1% |
1.0263 |
| Low |
1.0049 |
1.0064 |
0.0015 |
0.1% |
1.0049 |
| Close |
1.0065 |
1.0119 |
0.0054 |
0.5% |
1.0119 |
| Range |
0.0087 |
0.0065 |
-0.0022 |
-25.3% |
0.0214 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
18,880 |
15,808 |
-3,072 |
-16.3% |
104,759 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0274 |
1.0155 |
|
| R3 |
1.0234 |
1.0209 |
1.0137 |
|
| R2 |
1.0169 |
1.0169 |
1.0131 |
|
| R1 |
1.0144 |
1.0144 |
1.0125 |
1.0157 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0110 |
| S1 |
1.0079 |
1.0079 |
1.0113 |
1.0092 |
| S2 |
1.0039 |
1.0039 |
1.0107 |
|
| S3 |
0.9974 |
1.0014 |
1.0101 |
|
| S4 |
0.9909 |
0.9949 |
1.0083 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0786 |
1.0666 |
1.0237 |
|
| R3 |
1.0572 |
1.0452 |
1.0178 |
|
| R2 |
1.0358 |
1.0358 |
1.0158 |
|
| R1 |
1.0238 |
1.0238 |
1.0139 |
1.0191 |
| PP |
1.0144 |
1.0144 |
1.0144 |
1.0120 |
| S1 |
1.0024 |
1.0024 |
1.0099 |
0.9977 |
| S2 |
0.9930 |
0.9930 |
1.0080 |
|
| S3 |
0.9716 |
0.9810 |
1.0060 |
|
| S4 |
0.9502 |
0.9596 |
1.0001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0263 |
1.0049 |
0.0214 |
2.1% |
0.0098 |
1.0% |
33% |
False |
False |
20,951 |
| 10 |
1.0263 |
1.0018 |
0.0245 |
2.4% |
0.0095 |
0.9% |
41% |
False |
False |
20,068 |
| 20 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0099 |
1.0% |
72% |
False |
False |
10,811 |
| 40 |
1.0350 |
0.9750 |
0.0600 |
5.9% |
0.0087 |
0.9% |
62% |
False |
False |
5,465 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0088 |
0.9% |
43% |
False |
False |
3,649 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0082 |
0.8% |
43% |
False |
False |
2,737 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0069 |
0.7% |
34% |
False |
False |
2,190 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0060 |
0.6% |
34% |
False |
False |
1,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0405 |
|
2.618 |
1.0299 |
|
1.618 |
1.0234 |
|
1.000 |
1.0194 |
|
0.618 |
1.0169 |
|
HIGH |
1.0129 |
|
0.618 |
1.0104 |
|
0.500 |
1.0097 |
|
0.382 |
1.0089 |
|
LOW |
1.0064 |
|
0.618 |
1.0024 |
|
1.000 |
0.9999 |
|
1.618 |
0.9959 |
|
2.618 |
0.9894 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0112 |
1.0144 |
| PP |
1.0104 |
1.0135 |
| S1 |
1.0097 |
1.0127 |
|