CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0294 |
1.0241 |
-0.0053 |
-0.5% |
1.0096 |
| High |
1.0305 |
1.0244 |
-0.0061 |
-0.6% |
1.0362 |
| Low |
1.0226 |
1.0116 |
-0.0110 |
-1.1% |
1.0041 |
| Close |
1.0261 |
1.0128 |
-0.0133 |
-1.3% |
1.0261 |
| Range |
0.0079 |
0.0128 |
0.0049 |
62.0% |
0.0321 |
| ATR |
0.0110 |
0.0113 |
0.0002 |
2.3% |
0.0000 |
| Volume |
25,753 |
29,181 |
3,428 |
13.3% |
178,757 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0465 |
1.0198 |
|
| R3 |
1.0419 |
1.0337 |
1.0163 |
|
| R2 |
1.0291 |
1.0291 |
1.0151 |
|
| R1 |
1.0209 |
1.0209 |
1.0140 |
1.0186 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0151 |
| S1 |
1.0081 |
1.0081 |
1.0116 |
1.0058 |
| S2 |
1.0035 |
1.0035 |
1.0105 |
|
| S3 |
0.9907 |
0.9953 |
1.0093 |
|
| S4 |
0.9779 |
0.9825 |
1.0058 |
|
|
| 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 |
1.0116 |
0.0246 |
2.4% |
0.0124 |
1.2% |
5% |
False |
True |
35,288 |
| 10 |
1.0362 |
0.9769 |
0.0593 |
5.9% |
0.0129 |
1.3% |
61% |
False |
False |
34,961 |
| 20 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0108 |
1.1% |
61% |
False |
False |
29,667 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0102 |
1.0% |
61% |
False |
False |
22,433 |
| 60 |
1.0362 |
0.9750 |
0.0612 |
6.0% |
0.0101 |
1.0% |
62% |
False |
False |
17,988 |
| 80 |
1.0550 |
0.9750 |
0.0800 |
7.9% |
0.0096 |
0.9% |
47% |
False |
False |
13,516 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0094 |
0.9% |
44% |
False |
False |
10,816 |
| 120 |
1.0681 |
0.9750 |
0.0931 |
9.2% |
0.0088 |
0.9% |
41% |
False |
False |
9,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0788 |
|
2.618 |
1.0579 |
|
1.618 |
1.0451 |
|
1.000 |
1.0372 |
|
0.618 |
1.0323 |
|
HIGH |
1.0244 |
|
0.618 |
1.0195 |
|
0.500 |
1.0180 |
|
0.382 |
1.0165 |
|
LOW |
1.0116 |
|
0.618 |
1.0037 |
|
1.000 |
0.9988 |
|
1.618 |
0.9909 |
|
2.618 |
0.9781 |
|
4.250 |
0.9572 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0180 |
1.0239 |
| PP |
1.0163 |
1.0202 |
| S1 |
1.0145 |
1.0165 |
|