CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0101 |
1.0028 |
-0.0073 |
-0.7% |
1.0099 |
| High |
1.0030 |
1.0057 |
0.0027 |
0.3% |
1.0157 |
| Low |
1.0030 |
0.9968 |
-0.0062 |
-0.6% |
1.0004 |
| Close |
1.0030 |
1.0020 |
-0.0010 |
-0.1% |
1.0030 |
| Range |
0.0000 |
0.0089 |
0.0089 |
|
0.0153 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
19,629 |
23,720 |
4,091 |
20.8% |
103,933 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0282 |
1.0240 |
1.0069 |
|
| R3 |
1.0193 |
1.0151 |
1.0044 |
|
| R2 |
1.0104 |
1.0104 |
1.0036 |
|
| R1 |
1.0062 |
1.0062 |
1.0028 |
1.0039 |
| PP |
1.0015 |
1.0015 |
1.0015 |
1.0003 |
| S1 |
0.9973 |
0.9973 |
1.0012 |
0.9950 |
| S2 |
0.9926 |
0.9926 |
1.0004 |
|
| S3 |
0.9837 |
0.9884 |
0.9996 |
|
| S4 |
0.9748 |
0.9795 |
0.9971 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0523 |
1.0429 |
1.0114 |
|
| R3 |
1.0370 |
1.0276 |
1.0072 |
|
| R2 |
1.0217 |
1.0217 |
1.0058 |
|
| R1 |
1.0123 |
1.0123 |
1.0044 |
1.0094 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0049 |
| S1 |
0.9970 |
0.9970 |
1.0016 |
0.9941 |
| S2 |
0.9911 |
0.9911 |
1.0002 |
|
| S3 |
0.9758 |
0.9817 |
0.9988 |
|
| S4 |
0.9605 |
0.9664 |
0.9946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0157 |
0.9968 |
0.0189 |
1.9% |
0.0075 |
0.7% |
28% |
False |
True |
21,172 |
| 10 |
1.0244 |
0.9968 |
0.0276 |
2.8% |
0.0084 |
0.8% |
19% |
False |
True |
21,055 |
| 20 |
1.0362 |
0.9769 |
0.0593 |
5.9% |
0.0105 |
1.0% |
42% |
False |
False |
27,830 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0103 |
1.0% |
43% |
False |
False |
24,449 |
| 60 |
1.0362 |
0.9762 |
0.0600 |
6.0% |
0.0103 |
1.0% |
43% |
False |
False |
20,934 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0094 |
0.9% |
44% |
False |
False |
15,780 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0093 |
0.9% |
32% |
False |
False |
12,629 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0090 |
0.9% |
32% |
False |
False |
10,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0435 |
|
2.618 |
1.0290 |
|
1.618 |
1.0201 |
|
1.000 |
1.0146 |
|
0.618 |
1.0112 |
|
HIGH |
1.0057 |
|
0.618 |
1.0023 |
|
0.500 |
1.0013 |
|
0.382 |
1.0002 |
|
LOW |
0.9968 |
|
0.618 |
0.9913 |
|
1.000 |
0.9879 |
|
1.618 |
0.9824 |
|
2.618 |
0.9735 |
|
4.250 |
0.9590 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0018 |
1.0049 |
| PP |
1.0015 |
1.0039 |
| S1 |
1.0013 |
1.0030 |
|