CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0119 |
1.0165 |
0.0046 |
0.5% |
1.0202 |
| High |
1.0185 |
1.0165 |
-0.0020 |
-0.2% |
1.0263 |
| Low |
1.0104 |
1.0092 |
-0.0012 |
-0.1% |
1.0049 |
| Close |
1.0163 |
1.0129 |
-0.0034 |
-0.3% |
1.0119 |
| Range |
0.0081 |
0.0073 |
-0.0008 |
-9.9% |
0.0214 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
9,989 |
11,507 |
1,518 |
15.2% |
104,759 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0311 |
1.0169 |
|
| R3 |
1.0275 |
1.0238 |
1.0149 |
|
| R2 |
1.0202 |
1.0202 |
1.0142 |
|
| R1 |
1.0165 |
1.0165 |
1.0136 |
1.0147 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0120 |
| S1 |
1.0092 |
1.0092 |
1.0122 |
1.0074 |
| S2 |
1.0056 |
1.0056 |
1.0116 |
|
| S3 |
0.9983 |
1.0019 |
1.0109 |
|
| S4 |
0.9910 |
0.9946 |
1.0089 |
|
|
| 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 |
1.0185 |
1.0049 |
0.0136 |
1.3% |
0.0076 |
0.7% |
59% |
False |
False |
14,059 |
| 10 |
1.0263 |
1.0049 |
0.0214 |
2.1% |
0.0090 |
0.9% |
37% |
False |
False |
18,823 |
| 20 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0103 |
1.0% |
74% |
False |
False |
12,570 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0087 |
0.9% |
74% |
False |
False |
6,353 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0088 |
0.9% |
44% |
False |
False |
4,242 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0083 |
0.8% |
44% |
False |
False |
3,182 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0070 |
0.7% |
35% |
False |
False |
2,546 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0061 |
0.6% |
35% |
False |
False |
2,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0475 |
|
2.618 |
1.0356 |
|
1.618 |
1.0283 |
|
1.000 |
1.0238 |
|
0.618 |
1.0210 |
|
HIGH |
1.0165 |
|
0.618 |
1.0137 |
|
0.500 |
1.0129 |
|
0.382 |
1.0120 |
|
LOW |
1.0092 |
|
0.618 |
1.0047 |
|
1.000 |
1.0019 |
|
1.618 |
0.9974 |
|
2.618 |
0.9901 |
|
4.250 |
0.9782 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0129 |
1.0129 |
| PP |
1.0129 |
1.0129 |
| S1 |
1.0129 |
1.0129 |
|