CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1.0089 |
1.0120 |
0.0031 |
0.3% |
1.0202 |
High |
1.0129 |
1.0146 |
0.0017 |
0.2% |
1.0263 |
Low |
1.0064 |
1.0073 |
0.0009 |
0.1% |
1.0049 |
Close |
1.0119 |
1.0128 |
0.0009 |
0.1% |
1.0119 |
Range |
0.0065 |
0.0073 |
0.0008 |
12.3% |
0.0214 |
ATR |
0.0103 |
0.0101 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
15,808 |
14,111 |
-1,697 |
-10.7% |
104,759 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0335 |
1.0304 |
1.0168 |
|
R3 |
1.0262 |
1.0231 |
1.0148 |
|
R2 |
1.0189 |
1.0189 |
1.0141 |
|
R1 |
1.0158 |
1.0158 |
1.0135 |
1.0174 |
PP |
1.0116 |
1.0116 |
1.0116 |
1.0123 |
S1 |
1.0085 |
1.0085 |
1.0121 |
1.0101 |
S2 |
1.0043 |
1.0043 |
1.0115 |
|
S3 |
0.9970 |
1.0012 |
1.0108 |
|
S4 |
0.9897 |
0.9939 |
1.0088 |
|
|
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 |
1.0249 |
1.0049 |
0.0200 |
2.0% |
0.0094 |
0.9% |
40% |
False |
False |
19,678 |
10 |
1.0263 |
1.0038 |
0.0225 |
2.2% |
0.0096 |
0.9% |
40% |
False |
False |
20,270 |
20 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0099 |
1.0% |
74% |
False |
False |
11,509 |
40 |
1.0305 |
0.9750 |
0.0555 |
5.5% |
0.0087 |
0.9% |
68% |
False |
False |
5,817 |
60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0087 |
0.9% |
44% |
False |
False |
3,884 |
80 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0083 |
0.8% |
44% |
False |
False |
2,914 |
100 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0070 |
0.7% |
35% |
False |
False |
2,331 |
120 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0060 |
0.6% |
35% |
False |
False |
1,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0456 |
2.618 |
1.0337 |
1.618 |
1.0264 |
1.000 |
1.0219 |
0.618 |
1.0191 |
HIGH |
1.0146 |
0.618 |
1.0118 |
0.500 |
1.0110 |
0.382 |
1.0101 |
LOW |
1.0073 |
0.618 |
1.0028 |
1.000 |
1.0000 |
1.618 |
0.9955 |
2.618 |
0.9882 |
4.250 |
0.9763 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0122 |
1.0118 |
PP |
1.0116 |
1.0108 |
S1 |
1.0110 |
1.0098 |
|