CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0032 |
1.0010 |
-0.0022 |
-0.2% |
1.0172 |
| High |
1.0107 |
1.0023 |
-0.0084 |
-0.8% |
1.0183 |
| Low |
0.9966 |
0.9905 |
-0.0061 |
-0.6% |
0.9999 |
| Close |
1.0008 |
0.9944 |
-0.0064 |
-0.6% |
1.0032 |
| Range |
0.0141 |
0.0118 |
-0.0023 |
-16.3% |
0.0184 |
| ATR |
0.0098 |
0.0100 |
0.0001 |
1.4% |
0.0000 |
| Volume |
22,262 |
17,610 |
-4,652 |
-20.9% |
41,379 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0311 |
1.0246 |
1.0009 |
|
| R3 |
1.0193 |
1.0128 |
0.9976 |
|
| R2 |
1.0075 |
1.0075 |
0.9966 |
|
| R1 |
1.0010 |
1.0010 |
0.9955 |
0.9984 |
| PP |
0.9957 |
0.9957 |
0.9957 |
0.9944 |
| S1 |
0.9892 |
0.9892 |
0.9933 |
0.9866 |
| S2 |
0.9839 |
0.9839 |
0.9922 |
|
| S3 |
0.9721 |
0.9774 |
0.9912 |
|
| S4 |
0.9603 |
0.9656 |
0.9879 |
|
|
| 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 |
1.0176 |
0.9905 |
0.0271 |
2.7% |
0.0115 |
1.2% |
14% |
False |
True |
14,822 |
| 10 |
1.0188 |
0.9905 |
0.0283 |
2.8% |
0.0091 |
0.9% |
14% |
False |
True |
12,126 |
| 20 |
1.0263 |
0.9905 |
0.0358 |
3.6% |
0.0093 |
0.9% |
11% |
False |
True |
16,097 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0091 |
0.9% |
38% |
False |
False |
8,486 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0088 |
0.9% |
23% |
False |
False |
5,667 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0088 |
0.9% |
23% |
False |
False |
4,253 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.8% |
0.0075 |
0.8% |
18% |
False |
False |
3,402 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.8% |
0.0066 |
0.7% |
18% |
False |
False |
2,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0525 |
|
2.618 |
1.0332 |
|
1.618 |
1.0214 |
|
1.000 |
1.0141 |
|
0.618 |
1.0096 |
|
HIGH |
1.0023 |
|
0.618 |
0.9978 |
|
0.500 |
0.9964 |
|
0.382 |
0.9950 |
|
LOW |
0.9905 |
|
0.618 |
0.9832 |
|
1.000 |
0.9787 |
|
1.618 |
0.9714 |
|
2.618 |
0.9596 |
|
4.250 |
0.9404 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9964 |
1.0032 |
| PP |
0.9957 |
1.0003 |
| S1 |
0.9951 |
0.9973 |
|