CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0033 |
1.0035 |
0.0002 |
0.0% |
1.0099 |
| High |
1.0049 |
1.0112 |
0.0063 |
0.6% |
1.0157 |
| Low |
0.9996 |
1.0022 |
0.0026 |
0.3% |
1.0004 |
| Close |
1.0041 |
1.0092 |
0.0051 |
0.5% |
1.0030 |
| Range |
0.0053 |
0.0090 |
0.0037 |
69.8% |
0.0153 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
16,214 |
20,636 |
4,422 |
27.3% |
103,933 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0345 |
1.0309 |
1.0142 |
|
| R3 |
1.0255 |
1.0219 |
1.0117 |
|
| R2 |
1.0165 |
1.0165 |
1.0109 |
|
| R1 |
1.0129 |
1.0129 |
1.0100 |
1.0147 |
| PP |
1.0075 |
1.0075 |
1.0075 |
1.0085 |
| S1 |
1.0039 |
1.0039 |
1.0084 |
1.0057 |
| S2 |
0.9985 |
0.9985 |
1.0076 |
|
| S3 |
0.9895 |
0.9949 |
1.0067 |
|
| S4 |
0.9805 |
0.9859 |
1.0043 |
|
|
| 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 |
1.0112 |
0.9968 |
0.0144 |
1.4% |
0.0056 |
0.6% |
86% |
True |
False |
19,371 |
| 10 |
1.0157 |
0.9968 |
0.0189 |
1.9% |
0.0075 |
0.7% |
66% |
False |
False |
19,960 |
| 20 |
1.0362 |
0.9941 |
0.0421 |
4.2% |
0.0096 |
0.9% |
36% |
False |
False |
25,990 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0098 |
1.0% |
55% |
False |
False |
24,406 |
| 60 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0096 |
1.0% |
55% |
False |
False |
21,637 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0094 |
0.9% |
56% |
False |
False |
16,446 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
40% |
False |
False |
13,163 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0091 |
0.9% |
40% |
False |
False |
10,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0495 |
|
2.618 |
1.0348 |
|
1.618 |
1.0258 |
|
1.000 |
1.0202 |
|
0.618 |
1.0168 |
|
HIGH |
1.0112 |
|
0.618 |
1.0078 |
|
0.500 |
1.0067 |
|
0.382 |
1.0056 |
|
LOW |
1.0022 |
|
0.618 |
0.9966 |
|
1.000 |
0.9932 |
|
1.618 |
0.9876 |
|
2.618 |
0.9786 |
|
4.250 |
0.9640 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0084 |
1.0079 |
| PP |
1.0075 |
1.0067 |
| S1 |
1.0067 |
1.0054 |
|