CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0035 |
1.0086 |
0.0051 |
0.5% |
1.0028 |
| High |
1.0112 |
1.0125 |
0.0013 |
0.1% |
1.0125 |
| Low |
1.0022 |
1.0014 |
-0.0008 |
-0.1% |
0.9968 |
| Close |
1.0092 |
1.0053 |
-0.0039 |
-0.4% |
1.0053 |
| Range |
0.0090 |
0.0111 |
0.0021 |
23.3% |
0.0157 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.2% |
0.0000 |
| Volume |
20,636 |
24,210 |
3,574 |
17.3% |
101,440 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0397 |
1.0336 |
1.0114 |
|
| R3 |
1.0286 |
1.0225 |
1.0084 |
|
| R2 |
1.0175 |
1.0175 |
1.0073 |
|
| R1 |
1.0114 |
1.0114 |
1.0063 |
1.0089 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0052 |
| S1 |
1.0003 |
1.0003 |
1.0043 |
0.9978 |
| S2 |
0.9953 |
0.9953 |
1.0033 |
|
| S3 |
0.9842 |
0.9892 |
1.0022 |
|
| S4 |
0.9731 |
0.9781 |
0.9992 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0443 |
1.0139 |
|
| R3 |
1.0363 |
1.0286 |
1.0096 |
|
| R2 |
1.0206 |
1.0206 |
1.0082 |
|
| R1 |
1.0129 |
1.0129 |
1.0067 |
1.0168 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0068 |
| S1 |
0.9972 |
0.9972 |
1.0039 |
1.0011 |
| S2 |
0.9892 |
0.9892 |
1.0024 |
|
| S3 |
0.9735 |
0.9815 |
1.0010 |
|
| S4 |
0.9578 |
0.9658 |
0.9967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0125 |
0.9968 |
0.0157 |
1.6% |
0.0078 |
0.8% |
54% |
True |
False |
20,288 |
| 10 |
1.0157 |
0.9968 |
0.0189 |
1.9% |
0.0078 |
0.8% |
45% |
False |
False |
20,537 |
| 20 |
1.0362 |
0.9968 |
0.0394 |
3.9% |
0.0094 |
0.9% |
22% |
False |
False |
25,111 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0098 |
1.0% |
48% |
False |
False |
24,655 |
| 60 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0097 |
1.0% |
48% |
False |
False |
21,839 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0094 |
0.9% |
50% |
False |
False |
16,744 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
35% |
False |
False |
13,405 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
35% |
False |
False |
11,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0597 |
|
2.618 |
1.0416 |
|
1.618 |
1.0305 |
|
1.000 |
1.0236 |
|
0.618 |
1.0194 |
|
HIGH |
1.0125 |
|
0.618 |
1.0083 |
|
0.500 |
1.0070 |
|
0.382 |
1.0056 |
|
LOW |
1.0014 |
|
0.618 |
0.9945 |
|
1.000 |
0.9903 |
|
1.618 |
0.9834 |
|
2.618 |
0.9723 |
|
4.250 |
0.9542 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0070 |
1.0061 |
| PP |
1.0064 |
1.0058 |
| S1 |
1.0059 |
1.0056 |
|