CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9875 |
0.9878 |
0.0003 |
0.0% |
0.9857 |
| High |
0.9938 |
0.9884 |
-0.0054 |
-0.5% |
0.9938 |
| Low |
0.9842 |
0.9766 |
-0.0076 |
-0.8% |
0.9766 |
| Close |
0.9885 |
0.9774 |
-0.0111 |
-1.1% |
0.9774 |
| Range |
0.0096 |
0.0118 |
0.0022 |
22.9% |
0.0172 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.0% |
0.0000 |
| Volume |
22,175 |
37,853 |
15,678 |
70.7% |
118,028 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0162 |
1.0086 |
0.9839 |
|
| R3 |
1.0044 |
0.9968 |
0.9806 |
|
| R2 |
0.9926 |
0.9926 |
0.9796 |
|
| R1 |
0.9850 |
0.9850 |
0.9785 |
0.9829 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9798 |
| S1 |
0.9732 |
0.9732 |
0.9763 |
0.9711 |
| S2 |
0.9690 |
0.9690 |
0.9752 |
|
| S3 |
0.9572 |
0.9614 |
0.9742 |
|
| S4 |
0.9454 |
0.9496 |
0.9709 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0230 |
0.9869 |
|
| R3 |
1.0170 |
1.0058 |
0.9821 |
|
| R2 |
0.9998 |
0.9998 |
0.9806 |
|
| R1 |
0.9886 |
0.9886 |
0.9790 |
0.9856 |
| PP |
0.9826 |
0.9826 |
0.9826 |
0.9811 |
| S1 |
0.9714 |
0.9714 |
0.9758 |
0.9684 |
| S2 |
0.9654 |
0.9654 |
0.9742 |
|
| S3 |
0.9482 |
0.9542 |
0.9727 |
|
| S4 |
0.9310 |
0.9370 |
0.9679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9938 |
0.9766 |
0.0172 |
1.8% |
0.0079 |
0.8% |
5% |
False |
True |
23,605 |
| 10 |
1.0064 |
0.9766 |
0.0298 |
3.0% |
0.0087 |
0.9% |
3% |
False |
True |
23,852 |
| 20 |
1.0159 |
0.9766 |
0.0393 |
4.0% |
0.0102 |
1.0% |
2% |
False |
True |
21,067 |
| 40 |
1.0263 |
0.9762 |
0.0501 |
5.1% |
0.0102 |
1.0% |
2% |
False |
False |
17,486 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0091 |
0.9% |
5% |
False |
False |
11,763 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.8% |
0.0090 |
0.9% |
3% |
False |
False |
8,828 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.8% |
0.0088 |
0.9% |
3% |
False |
False |
7,064 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.9% |
0.0077 |
0.8% |
2% |
False |
False |
5,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0386 |
|
2.618 |
1.0193 |
|
1.618 |
1.0075 |
|
1.000 |
1.0002 |
|
0.618 |
0.9957 |
|
HIGH |
0.9884 |
|
0.618 |
0.9839 |
|
0.500 |
0.9825 |
|
0.382 |
0.9811 |
|
LOW |
0.9766 |
|
0.618 |
0.9693 |
|
1.000 |
0.9648 |
|
1.618 |
0.9575 |
|
2.618 |
0.9457 |
|
4.250 |
0.9265 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9825 |
0.9852 |
| PP |
0.9808 |
0.9826 |
| S1 |
0.9791 |
0.9800 |
|