CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9973 |
1.0075 |
0.0102 |
1.0% |
0.9780 |
| High |
1.0093 |
1.0133 |
0.0040 |
0.4% |
1.0133 |
| Low |
0.9941 |
1.0029 |
0.0088 |
0.9% |
0.9769 |
| Close |
1.0087 |
1.0099 |
0.0012 |
0.1% |
1.0099 |
| Range |
0.0152 |
0.0104 |
-0.0048 |
-31.6% |
0.0364 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
41,793 |
35,204 |
-6,589 |
-15.8% |
167,307 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0353 |
1.0156 |
|
| R3 |
1.0295 |
1.0249 |
1.0128 |
|
| R2 |
1.0191 |
1.0191 |
1.0118 |
|
| R1 |
1.0145 |
1.0145 |
1.0109 |
1.0168 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0099 |
| S1 |
1.0041 |
1.0041 |
1.0089 |
1.0064 |
| S2 |
0.9983 |
0.9983 |
1.0080 |
|
| S3 |
0.9879 |
0.9937 |
1.0070 |
|
| S4 |
0.9775 |
0.9833 |
1.0042 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1092 |
1.0960 |
1.0299 |
|
| R3 |
1.0728 |
1.0596 |
1.0199 |
|
| R2 |
1.0364 |
1.0364 |
1.0166 |
|
| R1 |
1.0232 |
1.0232 |
1.0132 |
1.0298 |
| PP |
1.0000 |
1.0000 |
1.0000 |
1.0034 |
| S1 |
0.9868 |
0.9868 |
1.0066 |
0.9934 |
| S2 |
0.9636 |
0.9636 |
1.0032 |
|
| S3 |
0.9272 |
0.9504 |
0.9999 |
|
| S4 |
0.8908 |
0.9140 |
0.9899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0133 |
0.9769 |
0.0364 |
3.6% |
0.0126 |
1.2% |
91% |
True |
False |
33,461 |
| 10 |
1.0133 |
0.9766 |
0.0367 |
3.6% |
0.0103 |
1.0% |
91% |
True |
False |
28,533 |
| 20 |
1.0149 |
0.9766 |
0.0383 |
3.8% |
0.0100 |
1.0% |
87% |
False |
False |
24,587 |
| 40 |
1.0263 |
0.9766 |
0.0497 |
4.9% |
0.0099 |
1.0% |
67% |
False |
False |
20,763 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0095 |
0.9% |
68% |
False |
False |
14,538 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
41% |
False |
False |
10,918 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
41% |
False |
False |
8,737 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0081 |
0.8% |
33% |
False |
False |
7,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0575 |
|
2.618 |
1.0405 |
|
1.618 |
1.0301 |
|
1.000 |
1.0237 |
|
0.618 |
1.0197 |
|
HIGH |
1.0133 |
|
0.618 |
1.0093 |
|
0.500 |
1.0081 |
|
0.382 |
1.0069 |
|
LOW |
1.0029 |
|
0.618 |
0.9965 |
|
1.000 |
0.9925 |
|
1.618 |
0.9861 |
|
2.618 |
0.9757 |
|
4.250 |
0.9587 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0059 |
| PP |
1.0087 |
1.0018 |
| S1 |
1.0081 |
0.9978 |
|