CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9830 |
0.9973 |
0.0143 |
1.5% |
0.9857 |
| High |
1.0028 |
1.0093 |
0.0065 |
0.6% |
0.9938 |
| Low |
0.9823 |
0.9941 |
0.0118 |
1.2% |
0.9766 |
| Close |
0.9964 |
1.0087 |
0.0123 |
1.2% |
0.9774 |
| Range |
0.0205 |
0.0152 |
-0.0053 |
-25.9% |
0.0172 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
3.6% |
0.0000 |
| Volume |
42,421 |
41,793 |
-628 |
-1.5% |
118,028 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0444 |
1.0171 |
|
| R3 |
1.0344 |
1.0292 |
1.0129 |
|
| R2 |
1.0192 |
1.0192 |
1.0115 |
|
| R1 |
1.0140 |
1.0140 |
1.0101 |
1.0166 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0054 |
| S1 |
0.9988 |
0.9988 |
1.0073 |
1.0014 |
| S2 |
0.9888 |
0.9888 |
1.0059 |
|
| S3 |
0.9736 |
0.9836 |
1.0045 |
|
| S4 |
0.9584 |
0.9684 |
1.0003 |
|
|
| 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 |
1.0093 |
0.9766 |
0.0327 |
3.2% |
0.0129 |
1.3% |
98% |
True |
False |
33,991 |
| 10 |
1.0093 |
0.9766 |
0.0327 |
3.2% |
0.0102 |
1.0% |
98% |
True |
False |
27,074 |
| 20 |
1.0149 |
0.9766 |
0.0383 |
3.8% |
0.0103 |
1.0% |
84% |
False |
False |
24,199 |
| 40 |
1.0263 |
0.9766 |
0.0497 |
4.9% |
0.0099 |
1.0% |
65% |
False |
False |
20,202 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0094 |
0.9% |
66% |
False |
False |
13,955 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
39% |
False |
False |
10,478 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0091 |
0.9% |
39% |
False |
False |
8,385 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0081 |
0.8% |
31% |
False |
False |
6,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0739 |
|
2.618 |
1.0491 |
|
1.618 |
1.0339 |
|
1.000 |
1.0245 |
|
0.618 |
1.0187 |
|
HIGH |
1.0093 |
|
0.618 |
1.0035 |
|
0.500 |
1.0017 |
|
0.382 |
0.9999 |
|
LOW |
0.9941 |
|
0.618 |
0.9847 |
|
1.000 |
0.9789 |
|
1.618 |
0.9695 |
|
2.618 |
0.9543 |
|
4.250 |
0.9295 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0064 |
1.0035 |
| PP |
1.0040 |
0.9983 |
| S1 |
1.0017 |
0.9931 |
|