CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0014 |
-0.0084 |
-0.8% |
1.0032 |
| High |
1.0149 |
1.0058 |
-0.0091 |
-0.9% |
1.0107 |
| Low |
1.0003 |
0.9978 |
-0.0025 |
-0.2% |
0.9897 |
| Close |
1.0028 |
1.0000 |
-0.0028 |
-0.3% |
1.0070 |
| Range |
0.0146 |
0.0080 |
-0.0066 |
-45.2% |
0.0210 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
14,507 |
12,524 |
-1,983 |
-13.7% |
103,036 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0206 |
1.0044 |
|
| R3 |
1.0172 |
1.0126 |
1.0022 |
|
| R2 |
1.0092 |
1.0092 |
1.0015 |
|
| R1 |
1.0046 |
1.0046 |
1.0007 |
1.0029 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0004 |
| S1 |
0.9966 |
0.9966 |
0.9993 |
0.9949 |
| S2 |
0.9932 |
0.9932 |
0.9985 |
|
| S3 |
0.9852 |
0.9886 |
0.9978 |
|
| S4 |
0.9772 |
0.9806 |
0.9956 |
|
|
| 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% |
0.0117 |
1.2% |
41% |
False |
False |
18,039 |
| 10 |
1.0176 |
0.9897 |
0.0279 |
2.8% |
0.0116 |
1.2% |
37% |
False |
False |
16,430 |
| 20 |
1.0263 |
0.9897 |
0.0366 |
3.7% |
0.0099 |
1.0% |
28% |
False |
False |
15,810 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0096 |
1.0% |
49% |
False |
False |
10,715 |
| 60 |
1.0589 |
0.9750 |
0.0839 |
8.4% |
0.0091 |
0.9% |
30% |
False |
False |
7,169 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0090 |
0.9% |
29% |
False |
False |
5,380 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0081 |
0.8% |
23% |
False |
False |
4,304 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0071 |
0.7% |
23% |
False |
False |
3,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0398 |
|
2.618 |
1.0267 |
|
1.618 |
1.0187 |
|
1.000 |
1.0138 |
|
0.618 |
1.0107 |
|
HIGH |
1.0058 |
|
0.618 |
1.0027 |
|
0.500 |
1.0018 |
|
0.382 |
1.0009 |
|
LOW |
0.9978 |
|
0.618 |
0.9929 |
|
1.000 |
0.9898 |
|
1.618 |
0.9849 |
|
2.618 |
0.9769 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0018 |
1.0060 |
| PP |
1.0012 |
1.0040 |
| S1 |
1.0006 |
1.0020 |
|