CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9964 |
0.9974 |
0.0010 |
0.1% |
1.0098 |
| High |
1.0012 |
1.0064 |
0.0052 |
0.5% |
1.0149 |
| Low |
0.9931 |
0.9962 |
0.0031 |
0.3% |
0.9918 |
| Close |
0.9970 |
1.0001 |
0.0031 |
0.3% |
1.0001 |
| Range |
0.0081 |
0.0102 |
0.0021 |
25.9% |
0.0231 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
0.0% |
0.0000 |
| Volume |
18,996 |
20,427 |
1,431 |
7.5% |
84,886 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0315 |
1.0260 |
1.0057 |
|
| R3 |
1.0213 |
1.0158 |
1.0029 |
|
| R2 |
1.0111 |
1.0111 |
1.0020 |
|
| R1 |
1.0056 |
1.0056 |
1.0010 |
1.0084 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0023 |
| S1 |
0.9954 |
0.9954 |
0.9992 |
0.9982 |
| S2 |
0.9907 |
0.9907 |
0.9982 |
|
| S3 |
0.9805 |
0.9852 |
0.9973 |
|
| S4 |
0.9703 |
0.9750 |
0.9945 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0716 |
1.0589 |
1.0128 |
|
| R3 |
1.0485 |
1.0358 |
1.0065 |
|
| R2 |
1.0254 |
1.0254 |
1.0043 |
|
| R1 |
1.0127 |
1.0127 |
1.0022 |
1.0075 |
| PP |
1.0023 |
1.0023 |
1.0023 |
0.9997 |
| S1 |
0.9896 |
0.9896 |
0.9980 |
0.9844 |
| S2 |
0.9792 |
0.9792 |
0.9959 |
|
| S3 |
0.9561 |
0.9665 |
0.9937 |
|
| S4 |
0.9330 |
0.9434 |
0.9874 |
|
|
| 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% |
0.0098 |
1.0% |
36% |
False |
False |
16,977 |
| 10 |
1.0149 |
0.9897 |
0.0252 |
2.5% |
0.0110 |
1.1% |
41% |
False |
False |
18,792 |
| 20 |
1.0188 |
0.9897 |
0.0291 |
2.9% |
0.0096 |
1.0% |
36% |
False |
False |
15,200 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0097 |
1.0% |
49% |
False |
False |
12,149 |
| 60 |
1.0550 |
0.9750 |
0.0800 |
8.0% |
0.0092 |
0.9% |
31% |
False |
False |
8,133 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0090 |
0.9% |
29% |
False |
False |
6,103 |
| 100 |
1.0681 |
0.9750 |
0.0931 |
9.3% |
0.0083 |
0.8% |
27% |
False |
False |
4,883 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0073 |
0.7% |
23% |
False |
False |
4,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0498 |
|
2.618 |
1.0331 |
|
1.618 |
1.0229 |
|
1.000 |
1.0166 |
|
0.618 |
1.0127 |
|
HIGH |
1.0064 |
|
0.618 |
1.0025 |
|
0.500 |
1.0013 |
|
0.382 |
1.0001 |
|
LOW |
0.9962 |
|
0.618 |
0.9899 |
|
1.000 |
0.9860 |
|
1.618 |
0.9797 |
|
2.618 |
0.9695 |
|
4.250 |
0.9529 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
0.9998 |
| PP |
1.0009 |
0.9994 |
| S1 |
1.0005 |
0.9991 |
|