CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0141 |
1.0293 |
0.0152 |
1.5% |
0.9780 |
| High |
1.0329 |
1.0312 |
-0.0017 |
-0.2% |
1.0133 |
| Low |
1.0139 |
1.0197 |
0.0058 |
0.6% |
0.9769 |
| Close |
1.0298 |
1.0290 |
-0.0008 |
-0.1% |
1.0099 |
| Range |
0.0190 |
0.0115 |
-0.0075 |
-39.5% |
0.0364 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
0.1% |
0.0000 |
| Volume |
44,413 |
35,608 |
-8,805 |
-19.8% |
167,307 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0611 |
1.0566 |
1.0353 |
|
| R3 |
1.0496 |
1.0451 |
1.0322 |
|
| R2 |
1.0381 |
1.0381 |
1.0311 |
|
| R1 |
1.0336 |
1.0336 |
1.0301 |
1.0301 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0249 |
| S1 |
1.0221 |
1.0221 |
1.0279 |
1.0186 |
| S2 |
1.0151 |
1.0151 |
1.0269 |
|
| S3 |
1.0036 |
1.0106 |
1.0258 |
|
| S4 |
0.9921 |
0.9991 |
1.0227 |
|
|
| 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 |
0.9941 |
0.0388 |
3.8% |
0.0139 |
1.4% |
90% |
False |
False |
37,702 |
| 10 |
1.0329 |
0.9766 |
0.0563 |
5.5% |
0.0129 |
1.2% |
93% |
False |
False |
33,885 |
| 20 |
1.0329 |
0.9766 |
0.0563 |
5.5% |
0.0105 |
1.0% |
93% |
False |
False |
27,739 |
| 40 |
1.0329 |
0.9766 |
0.0563 |
5.5% |
0.0102 |
1.0% |
93% |
False |
False |
21,774 |
| 60 |
1.0329 |
0.9750 |
0.0579 |
5.6% |
0.0099 |
1.0% |
93% |
False |
False |
16,389 |
| 80 |
1.0589 |
0.9750 |
0.0839 |
8.2% |
0.0094 |
0.9% |
64% |
False |
False |
12,312 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.3% |
0.0093 |
0.9% |
63% |
False |
False |
9,852 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.4% |
0.0085 |
0.8% |
50% |
False |
False |
8,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0801 |
|
2.618 |
1.0613 |
|
1.618 |
1.0498 |
|
1.000 |
1.0427 |
|
0.618 |
1.0383 |
|
HIGH |
1.0312 |
|
0.618 |
1.0268 |
|
0.500 |
1.0255 |
|
0.382 |
1.0241 |
|
LOW |
1.0197 |
|
0.618 |
1.0126 |
|
1.000 |
1.0082 |
|
1.618 |
1.0011 |
|
2.618 |
0.9896 |
|
4.250 |
0.9708 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0278 |
1.0255 |
| PP |
1.0266 |
1.0220 |
| S1 |
1.0255 |
1.0185 |
|