CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9951 |
1.0089 |
0.0138 |
1.4% |
1.0032 |
| High |
1.0106 |
1.0091 |
-0.0015 |
-0.1% |
1.0107 |
| Low |
0.9943 |
0.9970 |
0.0027 |
0.3% |
0.9897 |
| Close |
1.0099 |
1.0070 |
-0.0029 |
-0.3% |
1.0070 |
| Range |
0.0163 |
0.0121 |
-0.0042 |
-25.8% |
0.0210 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
1.9% |
0.0000 |
| Volume |
27,455 |
21,451 |
-6,004 |
-21.9% |
103,036 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0359 |
1.0137 |
|
| R3 |
1.0286 |
1.0238 |
1.0103 |
|
| R2 |
1.0165 |
1.0165 |
1.0092 |
|
| R1 |
1.0117 |
1.0117 |
1.0081 |
1.0081 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0025 |
| S1 |
0.9996 |
0.9996 |
1.0059 |
0.9960 |
| S2 |
0.9923 |
0.9923 |
1.0048 |
|
| S3 |
0.9802 |
0.9875 |
1.0037 |
|
| S4 |
0.9681 |
0.9754 |
1.0003 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0655 |
1.0572 |
1.0186 |
|
| R3 |
1.0445 |
1.0362 |
1.0128 |
|
| R2 |
1.0235 |
1.0235 |
1.0109 |
|
| R1 |
1.0152 |
1.0152 |
1.0089 |
1.0194 |
| PP |
1.0025 |
1.0025 |
1.0025 |
1.0045 |
| S1 |
0.9942 |
0.9942 |
1.0051 |
0.9984 |
| S2 |
0.9815 |
0.9815 |
1.0032 |
|
| S3 |
0.9605 |
0.9732 |
1.0012 |
|
| S4 |
0.9395 |
0.9522 |
0.9955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0107 |
0.9897 |
0.0210 |
2.1% |
0.0123 |
1.2% |
82% |
False |
False |
20,607 |
| 10 |
1.0188 |
0.9897 |
0.0291 |
2.9% |
0.0104 |
1.0% |
59% |
False |
False |
14,882 |
| 20 |
1.0263 |
0.9897 |
0.0366 |
3.6% |
0.0097 |
1.0% |
47% |
False |
False |
16,852 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0094 |
0.9% |
62% |
False |
False |
10,048 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0090 |
0.9% |
37% |
False |
False |
6,719 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0090 |
0.9% |
37% |
False |
False |
5,043 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0079 |
0.8% |
30% |
False |
False |
4,034 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0069 |
0.7% |
30% |
False |
False |
3,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0605 |
|
2.618 |
1.0408 |
|
1.618 |
1.0287 |
|
1.000 |
1.0212 |
|
0.618 |
1.0166 |
|
HIGH |
1.0091 |
|
0.618 |
1.0045 |
|
0.500 |
1.0031 |
|
0.382 |
1.0016 |
|
LOW |
0.9970 |
|
0.618 |
0.9895 |
|
1.000 |
0.9849 |
|
1.618 |
0.9774 |
|
2.618 |
0.9653 |
|
4.250 |
0.9456 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0057 |
1.0047 |
| PP |
1.0044 |
1.0024 |
| S1 |
1.0031 |
1.0002 |
|