CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9818 |
0.9830 |
0.0012 |
0.1% |
0.9857 |
| High |
0.9847 |
1.0028 |
0.0181 |
1.8% |
0.9938 |
| Low |
0.9769 |
0.9823 |
0.0054 |
0.6% |
0.9766 |
| Close |
0.9819 |
0.9964 |
0.0145 |
1.5% |
0.9774 |
| Range |
0.0078 |
0.0205 |
0.0127 |
162.8% |
0.0172 |
| ATR |
0.0093 |
0.0101 |
0.0008 |
8.9% |
0.0000 |
| Volume |
22,263 |
42,421 |
20,158 |
90.5% |
118,028 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0464 |
1.0077 |
|
| R3 |
1.0348 |
1.0259 |
1.0020 |
|
| R2 |
1.0143 |
1.0143 |
1.0002 |
|
| R1 |
1.0054 |
1.0054 |
0.9983 |
1.0099 |
| PP |
0.9938 |
0.9938 |
0.9938 |
0.9961 |
| S1 |
0.9849 |
0.9849 |
0.9945 |
0.9894 |
| S2 |
0.9733 |
0.9733 |
0.9926 |
|
| S3 |
0.9528 |
0.9644 |
0.9908 |
|
| S4 |
0.9323 |
0.9439 |
0.9851 |
|
|
| 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 |
1.0028 |
0.9766 |
0.0262 |
2.6% |
0.0118 |
1.2% |
76% |
True |
False |
30,067 |
| 10 |
1.0028 |
0.9766 |
0.0262 |
2.6% |
0.0100 |
1.0% |
76% |
True |
False |
26,402 |
| 20 |
1.0149 |
0.9766 |
0.0383 |
3.8% |
0.0099 |
1.0% |
52% |
False |
False |
22,823 |
| 40 |
1.0263 |
0.9766 |
0.0497 |
5.0% |
0.0096 |
1.0% |
40% |
False |
False |
19,460 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0094 |
0.9% |
42% |
False |
False |
13,265 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0091 |
0.9% |
25% |
False |
False |
9,956 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0090 |
0.9% |
25% |
False |
False |
7,967 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0079 |
0.8% |
20% |
False |
False |
6,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0899 |
|
2.618 |
1.0565 |
|
1.618 |
1.0360 |
|
1.000 |
1.0233 |
|
0.618 |
1.0155 |
|
HIGH |
1.0028 |
|
0.618 |
0.9950 |
|
0.500 |
0.9926 |
|
0.382 |
0.9901 |
|
LOW |
0.9823 |
|
0.618 |
0.9696 |
|
1.000 |
0.9618 |
|
1.618 |
0.9491 |
|
2.618 |
0.9286 |
|
4.250 |
0.8952 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9951 |
0.9942 |
| PP |
0.9938 |
0.9920 |
| S1 |
0.9926 |
0.9899 |
|