CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0128 |
1.0086 |
-0.0042 |
-0.4% |
1.0096 |
| High |
1.0159 |
1.0105 |
-0.0054 |
-0.5% |
1.0362 |
| Low |
1.0069 |
1.0040 |
-0.0029 |
-0.3% |
1.0041 |
| Close |
1.0101 |
1.0061 |
-0.0040 |
-0.4% |
1.0261 |
| Range |
0.0090 |
0.0065 |
-0.0025 |
-27.8% |
0.0321 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
19,434 |
15,846 |
-3,588 |
-18.5% |
178,757 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0264 |
1.0227 |
1.0097 |
|
| R3 |
1.0199 |
1.0162 |
1.0079 |
|
| R2 |
1.0134 |
1.0134 |
1.0073 |
|
| R1 |
1.0097 |
1.0097 |
1.0067 |
1.0083 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0062 |
| S1 |
1.0032 |
1.0032 |
1.0055 |
1.0018 |
| S2 |
1.0004 |
1.0004 |
1.0049 |
|
| S3 |
0.9939 |
0.9967 |
1.0043 |
|
| S4 |
0.9874 |
0.9902 |
1.0025 |
|
|
| 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 |
1.0040 |
0.0322 |
3.2% |
0.0094 |
0.9% |
7% |
False |
True |
26,340 |
| 10 |
1.0362 |
0.9941 |
0.0421 |
4.2% |
0.0116 |
1.2% |
29% |
False |
False |
32,021 |
| 20 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0108 |
1.1% |
49% |
False |
False |
29,212 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0102 |
1.0% |
49% |
False |
False |
22,448 |
| 60 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0101 |
1.0% |
51% |
False |
False |
18,569 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0095 |
0.9% |
51% |
False |
False |
13,957 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0093 |
0.9% |
36% |
False |
False |
11,168 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0088 |
0.9% |
36% |
False |
False |
9,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0381 |
|
2.618 |
1.0275 |
|
1.618 |
1.0210 |
|
1.000 |
1.0170 |
|
0.618 |
1.0145 |
|
HIGH |
1.0105 |
|
0.618 |
1.0080 |
|
0.500 |
1.0073 |
|
0.382 |
1.0065 |
|
LOW |
1.0040 |
|
0.618 |
1.0000 |
|
1.000 |
0.9975 |
|
1.618 |
0.9935 |
|
2.618 |
0.9870 |
|
4.250 |
0.9764 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0073 |
1.0142 |
| PP |
1.0069 |
1.0115 |
| S1 |
1.0065 |
1.0088 |
|