CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0010 |
0.9944 |
-0.0066 |
-0.7% |
1.0172 |
| High |
1.0023 |
0.9970 |
-0.0053 |
-0.5% |
1.0183 |
| Low |
0.9905 |
0.9897 |
-0.0008 |
-0.1% |
0.9999 |
| Close |
0.9944 |
0.9964 |
0.0020 |
0.2% |
1.0032 |
| Range |
0.0118 |
0.0073 |
-0.0045 |
-38.1% |
0.0184 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
17,610 |
14,258 |
-3,352 |
-19.0% |
41,379 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0136 |
1.0004 |
|
| R3 |
1.0090 |
1.0063 |
0.9984 |
|
| R2 |
1.0017 |
1.0017 |
0.9977 |
|
| R1 |
0.9990 |
0.9990 |
0.9971 |
1.0004 |
| PP |
0.9944 |
0.9944 |
0.9944 |
0.9950 |
| S1 |
0.9917 |
0.9917 |
0.9957 |
0.9931 |
| S2 |
0.9871 |
0.9871 |
0.9951 |
|
| S3 |
0.9798 |
0.9844 |
0.9944 |
|
| S4 |
0.9725 |
0.9771 |
0.9924 |
|
|
| 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 |
0.9897 |
0.0279 |
2.8% |
0.0113 |
1.1% |
24% |
False |
True |
15,768 |
| 10 |
1.0188 |
0.9897 |
0.0291 |
2.9% |
0.0091 |
0.9% |
23% |
False |
True |
12,141 |
| 20 |
1.0263 |
0.9897 |
0.0366 |
3.7% |
0.0094 |
0.9% |
18% |
False |
True |
16,205 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0090 |
0.9% |
42% |
False |
False |
8,833 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0088 |
0.9% |
25% |
False |
False |
5,905 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0088 |
0.9% |
25% |
False |
False |
4,431 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0076 |
0.8% |
20% |
False |
False |
3,545 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0067 |
0.7% |
20% |
False |
False |
2,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0280 |
|
2.618 |
1.0161 |
|
1.618 |
1.0088 |
|
1.000 |
1.0043 |
|
0.618 |
1.0015 |
|
HIGH |
0.9970 |
|
0.618 |
0.9942 |
|
0.500 |
0.9934 |
|
0.382 |
0.9925 |
|
LOW |
0.9897 |
|
0.618 |
0.9852 |
|
1.000 |
0.9824 |
|
1.618 |
0.9779 |
|
2.618 |
0.9706 |
|
4.250 |
0.9587 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9954 |
1.0002 |
| PP |
0.9944 |
0.9989 |
| S1 |
0.9934 |
0.9977 |
|