CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0172 |
1.0162 |
-0.0010 |
-0.1% |
1.0120 |
| High |
1.0183 |
1.0176 |
-0.0007 |
-0.1% |
1.0188 |
| Low |
1.0135 |
1.0092 |
-0.0043 |
-0.4% |
1.0073 |
| Close |
1.0161 |
1.0126 |
-0.0035 |
-0.3% |
1.0166 |
| Range |
0.0048 |
0.0084 |
0.0036 |
75.0% |
0.0115 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
7,141 |
9,524 |
2,383 |
33.4% |
40,012 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0339 |
1.0172 |
|
| R3 |
1.0299 |
1.0255 |
1.0149 |
|
| R2 |
1.0215 |
1.0215 |
1.0141 |
|
| R1 |
1.0171 |
1.0171 |
1.0134 |
1.0151 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0122 |
| S1 |
1.0087 |
1.0087 |
1.0118 |
1.0067 |
| S2 |
1.0047 |
1.0047 |
1.0111 |
|
| S3 |
0.9963 |
1.0003 |
1.0103 |
|
| S4 |
0.9879 |
0.9919 |
1.0080 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0487 |
1.0442 |
1.0229 |
|
| R3 |
1.0372 |
1.0327 |
1.0198 |
|
| R2 |
1.0257 |
1.0257 |
1.0187 |
|
| R1 |
1.0212 |
1.0212 |
1.0177 |
1.0235 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0154 |
| S1 |
1.0097 |
1.0097 |
1.0155 |
1.0120 |
| S2 |
1.0027 |
1.0027 |
1.0145 |
|
| S3 |
0.9912 |
0.9982 |
1.0134 |
|
| S4 |
0.9797 |
0.9867 |
1.0103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0188 |
1.0092 |
0.0096 |
0.9% |
0.0070 |
0.7% |
35% |
False |
True |
8,513 |
| 10 |
1.0249 |
1.0049 |
0.0200 |
2.0% |
0.0082 |
0.8% |
39% |
False |
False |
14,095 |
| 20 |
1.0263 |
0.9762 |
0.0501 |
4.9% |
0.0101 |
1.0% |
73% |
False |
False |
13,511 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0085 |
0.8% |
73% |
False |
False |
6,876 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0086 |
0.9% |
44% |
False |
False |
4,593 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0084 |
0.8% |
44% |
False |
False |
3,446 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0072 |
0.7% |
35% |
False |
False |
2,757 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0063 |
0.6% |
35% |
False |
False |
2,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0396 |
|
1.618 |
1.0312 |
|
1.000 |
1.0260 |
|
0.618 |
1.0228 |
|
HIGH |
1.0176 |
|
0.618 |
1.0144 |
|
0.500 |
1.0134 |
|
0.382 |
1.0124 |
|
LOW |
1.0092 |
|
0.618 |
1.0040 |
|
1.000 |
1.0008 |
|
1.618 |
0.9956 |
|
2.618 |
0.9872 |
|
4.250 |
0.9735 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0134 |
1.0140 |
| PP |
1.0131 |
1.0135 |
| S1 |
1.0129 |
1.0131 |
|