CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0241 |
1.0128 |
-0.0113 |
-1.1% |
1.0096 |
| High |
1.0244 |
1.0159 |
-0.0085 |
-0.8% |
1.0362 |
| Low |
1.0116 |
1.0069 |
-0.0047 |
-0.5% |
1.0041 |
| Close |
1.0128 |
1.0101 |
-0.0027 |
-0.3% |
1.0261 |
| Range |
0.0128 |
0.0090 |
-0.0038 |
-29.7% |
0.0321 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
29,181 |
19,434 |
-9,747 |
-33.4% |
178,757 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0330 |
1.0151 |
|
| R3 |
1.0290 |
1.0240 |
1.0126 |
|
| R2 |
1.0200 |
1.0200 |
1.0118 |
|
| R1 |
1.0150 |
1.0150 |
1.0109 |
1.0130 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0100 |
| S1 |
1.0060 |
1.0060 |
1.0093 |
1.0040 |
| S2 |
1.0020 |
1.0020 |
1.0085 |
|
| S3 |
0.9930 |
0.9970 |
1.0076 |
|
| S4 |
0.9840 |
0.9880 |
1.0052 |
|
|
| 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 |
1.0069 |
0.0293 |
2.9% |
0.0104 |
1.0% |
11% |
False |
True |
30,292 |
| 10 |
1.0362 |
0.9823 |
0.0539 |
5.3% |
0.0130 |
1.3% |
52% |
False |
False |
34,679 |
| 20 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0108 |
1.1% |
56% |
False |
False |
29,511 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0102 |
1.0% |
56% |
False |
False |
22,447 |
| 60 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0101 |
1.0% |
57% |
False |
False |
18,307 |
| 80 |
1.0492 |
0.9750 |
0.0742 |
7.3% |
0.0096 |
0.9% |
47% |
False |
False |
13,759 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0094 |
0.9% |
41% |
False |
False |
11,010 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0088 |
0.9% |
41% |
False |
False |
9,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0542 |
|
2.618 |
1.0395 |
|
1.618 |
1.0305 |
|
1.000 |
1.0249 |
|
0.618 |
1.0215 |
|
HIGH |
1.0159 |
|
0.618 |
1.0125 |
|
0.500 |
1.0114 |
|
0.382 |
1.0103 |
|
LOW |
1.0069 |
|
0.618 |
1.0013 |
|
1.000 |
0.9979 |
|
1.618 |
0.9923 |
|
2.618 |
0.9833 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0114 |
1.0187 |
| PP |
1.0110 |
1.0158 |
| S1 |
1.0105 |
1.0130 |
|