CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0063 |
1.0047 |
-0.0016 |
-0.2% |
1.0028 |
| High |
1.0074 |
1.0102 |
0.0028 |
0.3% |
1.0125 |
| Low |
0.9990 |
1.0033 |
0.0043 |
0.4% |
0.9968 |
| Close |
1.0055 |
1.0038 |
-0.0017 |
-0.2% |
1.0053 |
| Range |
0.0084 |
0.0069 |
-0.0015 |
-17.9% |
0.0157 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
17,267 |
21,416 |
4,149 |
24.0% |
101,440 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0220 |
1.0076 |
|
| R3 |
1.0196 |
1.0151 |
1.0057 |
|
| R2 |
1.0127 |
1.0127 |
1.0051 |
|
| R1 |
1.0082 |
1.0082 |
1.0044 |
1.0070 |
| PP |
1.0058 |
1.0058 |
1.0058 |
1.0052 |
| S1 |
1.0013 |
1.0013 |
1.0032 |
1.0001 |
| S2 |
0.9989 |
0.9989 |
1.0025 |
|
| S3 |
0.9920 |
0.9944 |
1.0019 |
|
| S4 |
0.9851 |
0.9875 |
1.0000 |
|
|
| 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 |
0.9990 |
0.0135 |
1.3% |
0.0081 |
0.8% |
36% |
False |
False |
19,948 |
| 10 |
1.0157 |
0.9968 |
0.0189 |
1.9% |
0.0072 |
0.7% |
37% |
False |
False |
20,097 |
| 20 |
1.0362 |
0.9968 |
0.0394 |
3.9% |
0.0089 |
0.9% |
18% |
False |
False |
23,710 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0095 |
0.9% |
46% |
False |
False |
24,400 |
| 60 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0096 |
1.0% |
46% |
False |
False |
21,884 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0095 |
0.9% |
47% |
False |
False |
17,224 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
34% |
False |
False |
13,792 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
34% |
False |
False |
11,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0395 |
|
2.618 |
1.0283 |
|
1.618 |
1.0214 |
|
1.000 |
1.0171 |
|
0.618 |
1.0145 |
|
HIGH |
1.0102 |
|
0.618 |
1.0076 |
|
0.500 |
1.0068 |
|
0.382 |
1.0059 |
|
LOW |
1.0033 |
|
0.618 |
0.9990 |
|
1.000 |
0.9964 |
|
1.618 |
0.9921 |
|
2.618 |
0.9852 |
|
4.250 |
0.9740 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0058 |
| PP |
1.0058 |
1.0051 |
| S1 |
1.0048 |
1.0045 |
|