CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0142 |
1.0032 |
-0.0110 |
-1.1% |
1.0172 |
| High |
1.0159 |
1.0107 |
-0.0052 |
-0.5% |
1.0183 |
| Low |
0.9999 |
0.9966 |
-0.0033 |
-0.3% |
0.9999 |
| Close |
1.0032 |
1.0008 |
-0.0024 |
-0.2% |
1.0032 |
| Range |
0.0160 |
0.0141 |
-0.0019 |
-11.9% |
0.0184 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
3.5% |
0.0000 |
| Volume |
15,321 |
22,262 |
6,941 |
45.3% |
41,379 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0370 |
1.0086 |
|
| R3 |
1.0309 |
1.0229 |
1.0047 |
|
| R2 |
1.0168 |
1.0168 |
1.0034 |
|
| R1 |
1.0088 |
1.0088 |
1.0021 |
1.0058 |
| PP |
1.0027 |
1.0027 |
1.0027 |
1.0012 |
| S1 |
0.9947 |
0.9947 |
0.9995 |
0.9917 |
| S2 |
0.9886 |
0.9886 |
0.9982 |
|
| S3 |
0.9745 |
0.9806 |
0.9969 |
|
| S4 |
0.9604 |
0.9665 |
0.9930 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0512 |
1.0133 |
|
| R3 |
1.0439 |
1.0328 |
1.0083 |
|
| R2 |
1.0255 |
1.0255 |
1.0066 |
|
| R1 |
1.0144 |
1.0144 |
1.0049 |
1.0108 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0053 |
| S1 |
0.9960 |
0.9960 |
1.0015 |
0.9924 |
| S2 |
0.9887 |
0.9887 |
0.9998 |
|
| S3 |
0.9703 |
0.9776 |
0.9981 |
|
| S4 |
0.9519 |
0.9592 |
0.9931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0183 |
0.9966 |
0.0217 |
2.2% |
0.0101 |
1.0% |
19% |
False |
True |
12,728 |
| 10 |
1.0188 |
0.9966 |
0.0222 |
2.2% |
0.0086 |
0.9% |
19% |
False |
True |
11,946 |
| 20 |
1.0263 |
0.9966 |
0.0297 |
3.0% |
0.0093 |
0.9% |
14% |
False |
True |
15,346 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0090 |
0.9% |
50% |
False |
False |
8,047 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0088 |
0.9% |
30% |
False |
False |
5,374 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0087 |
0.9% |
30% |
False |
False |
4,033 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0075 |
0.7% |
24% |
False |
False |
3,226 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0065 |
0.7% |
24% |
False |
False |
2,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0706 |
|
2.618 |
1.0476 |
|
1.618 |
1.0335 |
|
1.000 |
1.0248 |
|
0.618 |
1.0194 |
|
HIGH |
1.0107 |
|
0.618 |
1.0053 |
|
0.500 |
1.0037 |
|
0.382 |
1.0020 |
|
LOW |
0.9966 |
|
0.618 |
0.9879 |
|
1.000 |
0.9825 |
|
1.618 |
0.9738 |
|
2.618 |
0.9597 |
|
4.250 |
0.9367 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0037 |
1.0071 |
| PP |
1.0027 |
1.0050 |
| S1 |
1.0018 |
1.0029 |
|