CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0011 |
0.9987 |
-0.0024 |
-0.2% |
1.0098 |
| High |
1.0019 |
1.0030 |
0.0011 |
0.1% |
1.0149 |
| Low |
0.9939 |
0.9963 |
0.0024 |
0.2% |
0.9918 |
| Close |
1.0000 |
0.9974 |
-0.0026 |
-0.3% |
1.0001 |
| Range |
0.0080 |
0.0067 |
-0.0013 |
-16.3% |
0.0231 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
22,544 |
21,842 |
-702 |
-3.1% |
84,886 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0190 |
1.0149 |
1.0011 |
|
| R3 |
1.0123 |
1.0082 |
0.9992 |
|
| R2 |
1.0056 |
1.0056 |
0.9986 |
|
| R1 |
1.0015 |
1.0015 |
0.9980 |
1.0002 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9983 |
| S1 |
0.9948 |
0.9948 |
0.9968 |
0.9935 |
| S2 |
0.9922 |
0.9922 |
0.9962 |
|
| S3 |
0.9855 |
0.9881 |
0.9956 |
|
| S4 |
0.9788 |
0.9814 |
0.9937 |
|
|
| 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 |
1.0064 |
0.9918 |
0.0146 |
1.5% |
0.0082 |
0.8% |
38% |
False |
False |
20,448 |
| 10 |
1.0149 |
0.9897 |
0.0252 |
2.5% |
0.0099 |
1.0% |
31% |
False |
False |
19,243 |
| 20 |
1.0188 |
0.9897 |
0.0291 |
2.9% |
0.0095 |
1.0% |
26% |
False |
False |
15,684 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0097 |
1.0% |
44% |
False |
False |
13,248 |
| 60 |
1.0350 |
0.9750 |
0.0600 |
6.0% |
0.0090 |
0.9% |
37% |
False |
False |
8,872 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0089 |
0.9% |
26% |
False |
False |
6,658 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0084 |
0.8% |
26% |
False |
False |
5,327 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0073 |
0.7% |
21% |
False |
False |
4,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0315 |
|
2.618 |
1.0205 |
|
1.618 |
1.0138 |
|
1.000 |
1.0097 |
|
0.618 |
1.0071 |
|
HIGH |
1.0030 |
|
0.618 |
1.0004 |
|
0.500 |
0.9997 |
|
0.382 |
0.9989 |
|
LOW |
0.9963 |
|
0.618 |
0.9922 |
|
1.000 |
0.9896 |
|
1.618 |
0.9855 |
|
2.618 |
0.9788 |
|
4.250 |
0.9678 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9997 |
1.0002 |
| PP |
0.9989 |
0.9992 |
| S1 |
0.9982 |
0.9983 |
|