CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0287 |
1.0294 |
0.0007 |
0.1% |
1.0096 |
| High |
1.0362 |
1.0305 |
-0.0057 |
-0.6% |
1.0362 |
| Low |
1.0256 |
1.0226 |
-0.0030 |
-0.3% |
1.0041 |
| Close |
1.0294 |
1.0261 |
-0.0033 |
-0.3% |
1.0261 |
| Range |
0.0106 |
0.0079 |
-0.0027 |
-25.5% |
0.0321 |
| ATR |
0.0113 |
0.0110 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
41,488 |
25,753 |
-15,735 |
-37.9% |
178,757 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0460 |
1.0304 |
|
| R3 |
1.0422 |
1.0381 |
1.0283 |
|
| R2 |
1.0343 |
1.0343 |
1.0275 |
|
| R1 |
1.0302 |
1.0302 |
1.0268 |
1.0283 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0255 |
| S1 |
1.0223 |
1.0223 |
1.0254 |
1.0204 |
| S2 |
1.0185 |
1.0185 |
1.0247 |
|
| S3 |
1.0106 |
1.0144 |
1.0239 |
|
| S4 |
1.0027 |
1.0065 |
1.0218 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1044 |
1.0438 |
|
| R3 |
1.0863 |
1.0723 |
1.0349 |
|
| R2 |
1.0542 |
1.0542 |
1.0320 |
|
| R1 |
1.0402 |
1.0402 |
1.0290 |
1.0472 |
| PP |
1.0221 |
1.0221 |
1.0221 |
1.0257 |
| S1 |
1.0081 |
1.0081 |
1.0232 |
1.0151 |
| S2 |
0.9900 |
0.9900 |
1.0202 |
|
| S3 |
0.9579 |
0.9760 |
1.0173 |
|
| S4 |
0.9258 |
0.9439 |
1.0084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0362 |
1.0041 |
0.0321 |
3.1% |
0.0125 |
1.2% |
69% |
False |
False |
35,751 |
| 10 |
1.0362 |
0.9769 |
0.0593 |
5.8% |
0.0126 |
1.2% |
83% |
False |
False |
34,606 |
| 20 |
1.0362 |
0.9766 |
0.0596 |
5.8% |
0.0106 |
1.0% |
83% |
False |
False |
29,229 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.8% |
0.0101 |
1.0% |
83% |
False |
False |
22,479 |
| 60 |
1.0362 |
0.9750 |
0.0612 |
6.0% |
0.0100 |
1.0% |
83% |
False |
False |
17,504 |
| 80 |
1.0589 |
0.9750 |
0.0839 |
8.2% |
0.0095 |
0.9% |
61% |
False |
False |
13,152 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0092 |
0.9% |
60% |
False |
False |
10,524 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.4% |
0.0086 |
0.8% |
48% |
False |
False |
8,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0641 |
|
2.618 |
1.0512 |
|
1.618 |
1.0433 |
|
1.000 |
1.0384 |
|
0.618 |
1.0354 |
|
HIGH |
1.0305 |
|
0.618 |
1.0275 |
|
0.500 |
1.0266 |
|
0.382 |
1.0256 |
|
LOW |
1.0226 |
|
0.618 |
1.0177 |
|
1.000 |
1.0147 |
|
1.618 |
1.0098 |
|
2.618 |
1.0019 |
|
4.250 |
0.9890 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0266 |
1.0280 |
| PP |
1.0264 |
1.0273 |
| S1 |
1.0263 |
1.0267 |
|