CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0014 |
0.9995 |
-0.0019 |
-0.2% |
1.0032 |
| High |
1.0058 |
0.9997 |
-0.0061 |
-0.6% |
1.0107 |
| Low |
0.9978 |
0.9918 |
-0.0060 |
-0.6% |
0.9897 |
| Close |
1.0000 |
0.9960 |
-0.0040 |
-0.4% |
1.0070 |
| Range |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0210 |
| ATR |
0.0105 |
0.0104 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
12,524 |
18,432 |
5,908 |
47.2% |
103,036 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0195 |
1.0157 |
1.0003 |
|
| R3 |
1.0116 |
1.0078 |
0.9982 |
|
| R2 |
1.0037 |
1.0037 |
0.9974 |
|
| R1 |
0.9999 |
0.9999 |
0.9967 |
0.9979 |
| PP |
0.9958 |
0.9958 |
0.9958 |
0.9948 |
| S1 |
0.9920 |
0.9920 |
0.9953 |
0.9900 |
| S2 |
0.9879 |
0.9879 |
0.9946 |
|
| S3 |
0.9800 |
0.9841 |
0.9938 |
|
| S4 |
0.9721 |
0.9762 |
0.9917 |
|
|
| 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 |
0.9918 |
0.0231 |
2.3% |
0.0118 |
1.2% |
18% |
False |
True |
18,873 |
| 10 |
1.0176 |
0.9897 |
0.0279 |
2.8% |
0.0116 |
1.2% |
23% |
False |
False |
17,321 |
| 20 |
1.0249 |
0.9897 |
0.0352 |
3.5% |
0.0099 |
1.0% |
18% |
False |
False |
15,708 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0096 |
1.0% |
41% |
False |
False |
11,172 |
| 60 |
1.0589 |
0.9750 |
0.0839 |
8.4% |
0.0091 |
0.9% |
25% |
False |
False |
7,476 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0089 |
0.9% |
25% |
False |
False |
5,610 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0082 |
0.8% |
20% |
False |
False |
4,489 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0072 |
0.7% |
20% |
False |
False |
3,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0333 |
|
2.618 |
1.0204 |
|
1.618 |
1.0125 |
|
1.000 |
1.0076 |
|
0.618 |
1.0046 |
|
HIGH |
0.9997 |
|
0.618 |
0.9967 |
|
0.500 |
0.9958 |
|
0.382 |
0.9948 |
|
LOW |
0.9918 |
|
0.618 |
0.9869 |
|
1.000 |
0.9839 |
|
1.618 |
0.9790 |
|
2.618 |
0.9711 |
|
4.250 |
0.9582 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9959 |
1.0034 |
| PP |
0.9958 |
1.0009 |
| S1 |
0.9958 |
0.9985 |
|