CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9995 |
0.9964 |
-0.0031 |
-0.3% |
1.0032 |
| High |
0.9997 |
1.0012 |
0.0015 |
0.2% |
1.0107 |
| Low |
0.9918 |
0.9931 |
0.0013 |
0.1% |
0.9897 |
| Close |
0.9960 |
0.9970 |
0.0010 |
0.1% |
1.0070 |
| Range |
0.0079 |
0.0081 |
0.0002 |
2.5% |
0.0210 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
18,432 |
18,996 |
564 |
3.1% |
103,036 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0173 |
1.0015 |
|
| R3 |
1.0133 |
1.0092 |
0.9992 |
|
| R2 |
1.0052 |
1.0052 |
0.9985 |
|
| R1 |
1.0011 |
1.0011 |
0.9977 |
1.0032 |
| PP |
0.9971 |
0.9971 |
0.9971 |
0.9981 |
| S1 |
0.9930 |
0.9930 |
0.9963 |
0.9951 |
| S2 |
0.9890 |
0.9890 |
0.9955 |
|
| S3 |
0.9809 |
0.9849 |
0.9948 |
|
| S4 |
0.9728 |
0.9768 |
0.9925 |
|
|
| 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% |
0.0101 |
1.0% |
23% |
False |
False |
17,182 |
| 10 |
1.0159 |
0.9897 |
0.0262 |
2.6% |
0.0116 |
1.2% |
28% |
False |
False |
18,281 |
| 20 |
1.0238 |
0.9897 |
0.0341 |
3.4% |
0.0096 |
1.0% |
21% |
False |
False |
15,729 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0097 |
1.0% |
43% |
False |
False |
11,641 |
| 60 |
1.0589 |
0.9750 |
0.0839 |
8.4% |
0.0092 |
0.9% |
26% |
False |
False |
7,793 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0089 |
0.9% |
26% |
False |
False |
5,848 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0082 |
0.8% |
21% |
False |
False |
4,679 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0073 |
0.7% |
21% |
False |
False |
3,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0356 |
|
2.618 |
1.0224 |
|
1.618 |
1.0143 |
|
1.000 |
1.0093 |
|
0.618 |
1.0062 |
|
HIGH |
1.0012 |
|
0.618 |
0.9981 |
|
0.500 |
0.9972 |
|
0.382 |
0.9962 |
|
LOW |
0.9931 |
|
0.618 |
0.9881 |
|
1.000 |
0.9850 |
|
1.618 |
0.9800 |
|
2.618 |
0.9719 |
|
4.250 |
0.9587 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9972 |
0.9988 |
| PP |
0.9971 |
0.9982 |
| S1 |
0.9971 |
0.9976 |
|