CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9780 |
0.9818 |
0.0038 |
0.4% |
0.9857 |
| High |
0.9863 |
0.9847 |
-0.0016 |
-0.2% |
0.9938 |
| Low |
0.9771 |
0.9769 |
-0.0002 |
0.0% |
0.9766 |
| Close |
0.9825 |
0.9819 |
-0.0006 |
-0.1% |
0.9774 |
| Range |
0.0092 |
0.0078 |
-0.0014 |
-15.2% |
0.0172 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
25,626 |
22,263 |
-3,363 |
-13.1% |
118,028 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0046 |
1.0010 |
0.9862 |
|
| R3 |
0.9968 |
0.9932 |
0.9840 |
|
| R2 |
0.9890 |
0.9890 |
0.9833 |
|
| R1 |
0.9854 |
0.9854 |
0.9826 |
0.9872 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9821 |
| S1 |
0.9776 |
0.9776 |
0.9812 |
0.9794 |
| S2 |
0.9734 |
0.9734 |
0.9805 |
|
| S3 |
0.9656 |
0.9698 |
0.9798 |
|
| S4 |
0.9578 |
0.9620 |
0.9776 |
|
|
| 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% |
0.0088 |
0.9% |
31% |
False |
False |
26,516 |
| 10 |
1.0030 |
0.9766 |
0.0264 |
2.7% |
0.0086 |
0.9% |
20% |
False |
False |
24,344 |
| 20 |
1.0149 |
0.9766 |
0.0383 |
3.9% |
0.0095 |
1.0% |
14% |
False |
False |
21,582 |
| 40 |
1.0263 |
0.9766 |
0.0497 |
5.1% |
0.0094 |
1.0% |
11% |
False |
False |
18,464 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0091 |
0.9% |
13% |
False |
False |
12,559 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0090 |
0.9% |
8% |
False |
False |
9,426 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0088 |
0.9% |
8% |
False |
False |
7,543 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.9% |
0.0078 |
0.8% |
6% |
False |
False |
6,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0179 |
|
2.618 |
1.0051 |
|
1.618 |
0.9973 |
|
1.000 |
0.9925 |
|
0.618 |
0.9895 |
|
HIGH |
0.9847 |
|
0.618 |
0.9817 |
|
0.500 |
0.9808 |
|
0.382 |
0.9799 |
|
LOW |
0.9769 |
|
0.618 |
0.9721 |
|
1.000 |
0.9691 |
|
1.618 |
0.9643 |
|
2.618 |
0.9565 |
|
4.250 |
0.9438 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9815 |
0.9825 |
| PP |
0.9812 |
0.9823 |
| S1 |
0.9808 |
0.9821 |
|