CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0134 |
-0.0031 |
-0.3% |
1.0202 |
| High |
1.0165 |
1.0188 |
0.0023 |
0.2% |
1.0263 |
| Low |
1.0092 |
1.0126 |
0.0034 |
0.3% |
1.0049 |
| Close |
1.0129 |
1.0166 |
0.0037 |
0.4% |
1.0119 |
| Range |
0.0073 |
0.0062 |
-0.0011 |
-15.1% |
0.0214 |
| ATR |
0.0097 |
0.0095 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
11,507 |
4,405 |
-7,102 |
-61.7% |
104,759 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0318 |
1.0200 |
|
| R3 |
1.0284 |
1.0256 |
1.0183 |
|
| R2 |
1.0222 |
1.0222 |
1.0177 |
|
| R1 |
1.0194 |
1.0194 |
1.0172 |
1.0208 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0167 |
| S1 |
1.0132 |
1.0132 |
1.0160 |
1.0146 |
| S2 |
1.0098 |
1.0098 |
1.0155 |
|
| S3 |
1.0036 |
1.0070 |
1.0149 |
|
| S4 |
0.9974 |
1.0008 |
1.0132 |
|
|
| 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 |
1.0188 |
1.0064 |
0.0124 |
1.2% |
0.0071 |
0.7% |
82% |
True |
False |
11,164 |
| 10 |
1.0263 |
1.0049 |
0.0214 |
2.1% |
0.0088 |
0.9% |
55% |
False |
False |
16,692 |
| 20 |
1.0263 |
0.9750 |
0.0513 |
5.0% |
0.0102 |
1.0% |
81% |
False |
False |
12,764 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.0% |
0.0085 |
0.8% |
81% |
False |
False |
6,461 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0088 |
0.9% |
49% |
False |
False |
4,315 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0084 |
0.8% |
49% |
False |
False |
3,237 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0071 |
0.7% |
39% |
False |
False |
2,590 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0062 |
0.6% |
39% |
False |
False |
2,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0452 |
|
2.618 |
1.0350 |
|
1.618 |
1.0288 |
|
1.000 |
1.0250 |
|
0.618 |
1.0226 |
|
HIGH |
1.0188 |
|
0.618 |
1.0164 |
|
0.500 |
1.0157 |
|
0.382 |
1.0150 |
|
LOW |
1.0126 |
|
0.618 |
1.0088 |
|
1.000 |
1.0064 |
|
1.618 |
1.0026 |
|
2.618 |
0.9964 |
|
4.250 |
0.9863 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0163 |
1.0157 |
| PP |
1.0160 |
1.0149 |
| S1 |
1.0157 |
1.0140 |
|