CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0096 |
1.0141 |
0.0045 |
0.4% |
0.9780 |
| High |
1.0176 |
1.0329 |
0.0153 |
1.5% |
1.0133 |
| Low |
1.0041 |
1.0139 |
0.0098 |
1.0% |
0.9769 |
| Close |
1.0165 |
1.0298 |
0.0133 |
1.3% |
1.0099 |
| Range |
0.0135 |
0.0190 |
0.0055 |
40.7% |
0.0364 |
| ATR |
0.0107 |
0.0113 |
0.0006 |
5.5% |
0.0000 |
| Volume |
31,495 |
44,413 |
12,918 |
41.0% |
167,307 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0825 |
1.0752 |
1.0403 |
|
| R3 |
1.0635 |
1.0562 |
1.0350 |
|
| R2 |
1.0445 |
1.0445 |
1.0333 |
|
| R1 |
1.0372 |
1.0372 |
1.0315 |
1.0409 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0274 |
| S1 |
1.0182 |
1.0182 |
1.0281 |
1.0219 |
| S2 |
1.0065 |
1.0065 |
1.0263 |
|
| S3 |
0.9875 |
0.9992 |
1.0246 |
|
| S4 |
0.9685 |
0.9802 |
1.0194 |
|
|
| 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 |
1.0329 |
0.9823 |
0.0506 |
4.9% |
0.0157 |
1.5% |
94% |
True |
False |
39,065 |
| 10 |
1.0329 |
0.9766 |
0.0563 |
5.5% |
0.0123 |
1.2% |
94% |
True |
False |
32,790 |
| 20 |
1.0329 |
0.9766 |
0.0563 |
5.5% |
0.0103 |
1.0% |
94% |
True |
False |
26,584 |
| 40 |
1.0329 |
0.9766 |
0.0563 |
5.5% |
0.0102 |
1.0% |
94% |
True |
False |
21,438 |
| 60 |
1.0329 |
0.9750 |
0.0579 |
5.6% |
0.0099 |
1.0% |
95% |
True |
False |
15,798 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.3% |
0.0094 |
0.9% |
64% |
False |
False |
11,867 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.3% |
0.0093 |
0.9% |
64% |
False |
False |
9,496 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.4% |
0.0084 |
0.8% |
51% |
False |
False |
7,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1137 |
|
2.618 |
1.0826 |
|
1.618 |
1.0636 |
|
1.000 |
1.0519 |
|
0.618 |
1.0446 |
|
HIGH |
1.0329 |
|
0.618 |
1.0256 |
|
0.500 |
1.0234 |
|
0.382 |
1.0212 |
|
LOW |
1.0139 |
|
0.618 |
1.0022 |
|
1.000 |
0.9949 |
|
1.618 |
0.9832 |
|
2.618 |
0.9642 |
|
4.250 |
0.9332 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0277 |
1.0258 |
| PP |
1.0255 |
1.0219 |
| S1 |
1.0234 |
1.0179 |
|