CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0023 |
1.0033 |
0.0010 |
0.1% |
1.0099 |
| High |
1.0045 |
1.0049 |
0.0004 |
0.0% |
1.0157 |
| Low |
0.9996 |
0.9996 |
0.0000 |
0.0% |
1.0004 |
| Close |
1.0034 |
1.0041 |
0.0007 |
0.1% |
1.0030 |
| Range |
0.0049 |
0.0053 |
0.0004 |
8.2% |
0.0153 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
16,660 |
16,214 |
-446 |
-2.7% |
103,933 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0188 |
1.0167 |
1.0070 |
|
| R3 |
1.0135 |
1.0114 |
1.0056 |
|
| R2 |
1.0082 |
1.0082 |
1.0051 |
|
| R1 |
1.0061 |
1.0061 |
1.0046 |
1.0072 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0034 |
| S1 |
1.0008 |
1.0008 |
1.0036 |
1.0019 |
| S2 |
0.9976 |
0.9976 |
1.0031 |
|
| S3 |
0.9923 |
0.9955 |
1.0026 |
|
| S4 |
0.9870 |
0.9902 |
1.0012 |
|
|
| 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 |
1.0130 |
0.9968 |
0.0162 |
1.6% |
0.0054 |
0.5% |
45% |
False |
False |
18,706 |
| 10 |
1.0157 |
0.9968 |
0.0189 |
1.9% |
0.0072 |
0.7% |
39% |
False |
False |
19,481 |
| 20 |
1.0362 |
0.9823 |
0.0539 |
5.4% |
0.0101 |
1.0% |
40% |
False |
False |
27,080 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0098 |
1.0% |
46% |
False |
False |
24,331 |
| 60 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0097 |
1.0% |
46% |
False |
False |
21,336 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0094 |
0.9% |
48% |
False |
False |
16,189 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
34% |
False |
False |
12,957 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0090 |
0.9% |
34% |
False |
False |
10,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0188 |
|
1.618 |
1.0135 |
|
1.000 |
1.0102 |
|
0.618 |
1.0082 |
|
HIGH |
1.0049 |
|
0.618 |
1.0029 |
|
0.500 |
1.0023 |
|
0.382 |
1.0016 |
|
LOW |
0.9996 |
|
0.618 |
0.9963 |
|
1.000 |
0.9943 |
|
1.618 |
0.9910 |
|
2.618 |
0.9857 |
|
4.250 |
0.9771 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0035 |
1.0032 |
| PP |
1.0029 |
1.0022 |
| S1 |
1.0023 |
1.0013 |
|