CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9891 |
0.9845 |
-0.0046 |
-0.5% |
1.0011 |
| High |
0.9902 |
0.9889 |
-0.0013 |
-0.1% |
1.0030 |
| Low |
0.9823 |
0.9831 |
0.0008 |
0.1% |
0.9855 |
| Close |
0.9846 |
0.9878 |
0.0032 |
0.3% |
0.9856 |
| Range |
0.0079 |
0.0058 |
-0.0021 |
-26.6% |
0.0175 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
17,366 |
24,663 |
7,297 |
42.0% |
100,074 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0040 |
1.0017 |
0.9910 |
|
| R3 |
0.9982 |
0.9959 |
0.9894 |
|
| R2 |
0.9924 |
0.9924 |
0.9889 |
|
| R1 |
0.9901 |
0.9901 |
0.9883 |
0.9913 |
| PP |
0.9866 |
0.9866 |
0.9866 |
0.9872 |
| S1 |
0.9843 |
0.9843 |
0.9873 |
0.9855 |
| S2 |
0.9808 |
0.9808 |
0.9867 |
|
| S3 |
0.9750 |
0.9785 |
0.9862 |
|
| S4 |
0.9692 |
0.9727 |
0.9846 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0322 |
0.9952 |
|
| R3 |
1.0264 |
1.0147 |
0.9904 |
|
| R2 |
1.0089 |
1.0089 |
0.9888 |
|
| R1 |
0.9972 |
0.9972 |
0.9872 |
0.9943 |
| PP |
0.9914 |
0.9914 |
0.9914 |
0.9899 |
| S1 |
0.9797 |
0.9797 |
0.9840 |
0.9768 |
| S2 |
0.9739 |
0.9739 |
0.9824 |
|
| S3 |
0.9564 |
0.9622 |
0.9808 |
|
| S4 |
0.9389 |
0.9447 |
0.9760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0007 |
0.9823 |
0.0184 |
1.9% |
0.0082 |
0.8% |
30% |
False |
False |
22,737 |
| 10 |
1.0064 |
0.9823 |
0.0241 |
2.4% |
0.0082 |
0.8% |
23% |
False |
False |
21,592 |
| 20 |
1.0176 |
0.9823 |
0.0353 |
3.6% |
0.0099 |
1.0% |
16% |
False |
False |
19,011 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0099 |
1.0% |
25% |
False |
False |
16,063 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0089 |
0.9% |
25% |
False |
False |
10,763 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0090 |
0.9% |
15% |
False |
False |
8,079 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0086 |
0.9% |
15% |
False |
False |
6,464 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.8% |
0.0076 |
0.8% |
12% |
False |
False |
5,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0136 |
|
2.618 |
1.0041 |
|
1.618 |
0.9983 |
|
1.000 |
0.9947 |
|
0.618 |
0.9925 |
|
HIGH |
0.9889 |
|
0.618 |
0.9867 |
|
0.500 |
0.9860 |
|
0.382 |
0.9853 |
|
LOW |
0.9831 |
|
0.618 |
0.9795 |
|
1.000 |
0.9773 |
|
1.618 |
0.9737 |
|
2.618 |
0.9679 |
|
4.250 |
0.9585 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9872 |
0.9873 |
| PP |
0.9866 |
0.9868 |
| S1 |
0.9860 |
0.9863 |
|