CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0119 |
-0.0001 |
0.0% |
1.0202 |
| High |
1.0146 |
1.0185 |
0.0039 |
0.4% |
1.0263 |
| Low |
1.0073 |
1.0104 |
0.0031 |
0.3% |
1.0049 |
| Close |
1.0128 |
1.0163 |
0.0035 |
0.3% |
1.0119 |
| Range |
0.0073 |
0.0081 |
0.0008 |
11.0% |
0.0214 |
| ATR |
0.0101 |
0.0099 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
14,111 |
9,989 |
-4,122 |
-29.2% |
104,759 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0359 |
1.0208 |
|
| R3 |
1.0313 |
1.0278 |
1.0185 |
|
| R2 |
1.0232 |
1.0232 |
1.0178 |
|
| R1 |
1.0197 |
1.0197 |
1.0170 |
1.0215 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0159 |
| S1 |
1.0116 |
1.0116 |
1.0156 |
1.0134 |
| S2 |
1.0070 |
1.0070 |
1.0148 |
|
| S3 |
0.9989 |
1.0035 |
1.0141 |
|
| S4 |
0.9908 |
0.9954 |
1.0118 |
|
|
| 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 |
1.0238 |
1.0049 |
0.0189 |
1.9% |
0.0084 |
0.8% |
60% |
False |
False |
17,959 |
| 10 |
1.0263 |
1.0049 |
0.0214 |
2.1% |
0.0095 |
0.9% |
53% |
False |
False |
19,992 |
| 20 |
1.0263 |
0.9750 |
0.0513 |
5.0% |
0.0102 |
1.0% |
81% |
False |
False |
12,004 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.0% |
0.0087 |
0.9% |
81% |
False |
False |
6,066 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0087 |
0.9% |
48% |
False |
False |
4,050 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0082 |
0.8% |
48% |
False |
False |
3,039 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0070 |
0.7% |
39% |
False |
False |
2,431 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0061 |
0.6% |
39% |
False |
False |
2,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0529 |
|
2.618 |
1.0397 |
|
1.618 |
1.0316 |
|
1.000 |
1.0266 |
|
0.618 |
1.0235 |
|
HIGH |
1.0185 |
|
0.618 |
1.0154 |
|
0.500 |
1.0145 |
|
0.382 |
1.0135 |
|
LOW |
1.0104 |
|
0.618 |
1.0054 |
|
1.000 |
1.0023 |
|
1.618 |
0.9973 |
|
2.618 |
0.9892 |
|
4.250 |
0.9760 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0157 |
1.0150 |
| PP |
1.0151 |
1.0137 |
| S1 |
1.0145 |
1.0125 |
|