CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0089 |
1.0098 |
0.0009 |
0.1% |
1.0032 |
| High |
1.0091 |
1.0149 |
0.0058 |
0.6% |
1.0107 |
| Low |
0.9970 |
1.0003 |
0.0033 |
0.3% |
0.9897 |
| Close |
1.0070 |
1.0028 |
-0.0042 |
-0.4% |
1.0070 |
| Range |
0.0121 |
0.0146 |
0.0025 |
20.7% |
0.0210 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
2.9% |
0.0000 |
| Volume |
21,451 |
14,507 |
-6,944 |
-32.4% |
103,036 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0498 |
1.0409 |
1.0108 |
|
| R3 |
1.0352 |
1.0263 |
1.0068 |
|
| R2 |
1.0206 |
1.0206 |
1.0055 |
|
| R1 |
1.0117 |
1.0117 |
1.0041 |
1.0089 |
| PP |
1.0060 |
1.0060 |
1.0060 |
1.0046 |
| S1 |
0.9971 |
0.9971 |
1.0015 |
0.9943 |
| S2 |
0.9914 |
0.9914 |
1.0001 |
|
| S3 |
0.9768 |
0.9825 |
0.9988 |
|
| S4 |
0.9622 |
0.9679 |
0.9948 |
|
|
| 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 |
1.0149 |
0.9897 |
0.0252 |
2.5% |
0.0124 |
1.2% |
52% |
True |
False |
19,056 |
| 10 |
1.0183 |
0.9897 |
0.0286 |
2.9% |
0.0113 |
1.1% |
46% |
False |
False |
15,892 |
| 20 |
1.0263 |
0.9897 |
0.0366 |
3.6% |
0.0100 |
1.0% |
36% |
False |
False |
16,292 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0097 |
1.0% |
54% |
False |
False |
10,405 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0091 |
0.9% |
32% |
False |
False |
6,961 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0091 |
0.9% |
32% |
False |
False |
5,224 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0080 |
0.8% |
26% |
False |
False |
4,179 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0071 |
0.7% |
26% |
False |
False |
3,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0770 |
|
2.618 |
1.0531 |
|
1.618 |
1.0385 |
|
1.000 |
1.0295 |
|
0.618 |
1.0239 |
|
HIGH |
1.0149 |
|
0.618 |
1.0093 |
|
0.500 |
1.0076 |
|
0.382 |
1.0059 |
|
LOW |
1.0003 |
|
0.618 |
0.9913 |
|
1.000 |
0.9857 |
|
1.618 |
0.9767 |
|
2.618 |
0.9621 |
|
4.250 |
0.9383 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0046 |
| PP |
1.0060 |
1.0040 |
| S1 |
1.0044 |
1.0034 |
|