CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9944 |
0.9951 |
0.0007 |
0.1% |
1.0172 |
| High |
0.9970 |
1.0106 |
0.0136 |
1.4% |
1.0183 |
| Low |
0.9897 |
0.9943 |
0.0046 |
0.5% |
0.9999 |
| Close |
0.9964 |
1.0099 |
0.0135 |
1.4% |
1.0032 |
| Range |
0.0073 |
0.0163 |
0.0090 |
123.3% |
0.0184 |
| ATR |
0.0098 |
0.0102 |
0.0005 |
4.8% |
0.0000 |
| Volume |
14,258 |
27,455 |
13,197 |
92.6% |
41,379 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0538 |
1.0482 |
1.0189 |
|
| R3 |
1.0375 |
1.0319 |
1.0144 |
|
| R2 |
1.0212 |
1.0212 |
1.0129 |
|
| R1 |
1.0156 |
1.0156 |
1.0114 |
1.0184 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0064 |
| S1 |
0.9993 |
0.9993 |
1.0084 |
1.0021 |
| S2 |
0.9886 |
0.9886 |
1.0069 |
|
| S3 |
0.9723 |
0.9830 |
1.0054 |
|
| S4 |
0.9560 |
0.9667 |
1.0009 |
|
|
| 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 |
1.0159 |
0.9897 |
0.0262 |
2.6% |
0.0131 |
1.3% |
77% |
False |
False |
19,381 |
| 10 |
1.0188 |
0.9897 |
0.0291 |
2.9% |
0.0100 |
1.0% |
69% |
False |
False |
13,887 |
| 20 |
1.0263 |
0.9897 |
0.0366 |
3.6% |
0.0097 |
1.0% |
55% |
False |
False |
16,940 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0093 |
0.9% |
68% |
False |
False |
9,514 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0090 |
0.9% |
41% |
False |
False |
6,362 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0090 |
0.9% |
41% |
False |
False |
4,774 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0077 |
0.8% |
33% |
False |
False |
3,820 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0068 |
0.7% |
33% |
False |
False |
3,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0799 |
|
2.618 |
1.0533 |
|
1.618 |
1.0370 |
|
1.000 |
1.0269 |
|
0.618 |
1.0207 |
|
HIGH |
1.0106 |
|
0.618 |
1.0044 |
|
0.500 |
1.0025 |
|
0.382 |
1.0005 |
|
LOW |
0.9943 |
|
0.618 |
0.9842 |
|
1.000 |
0.9780 |
|
1.618 |
0.9679 |
|
2.618 |
0.9516 |
|
4.250 |
0.9250 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0074 |
1.0067 |
| PP |
1.0049 |
1.0034 |
| S1 |
1.0025 |
1.0002 |
|