CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0039 |
1.0027 |
-0.0012 |
-0.1% |
1.0028 |
| High |
1.0064 |
1.0194 |
0.0130 |
1.3% |
1.0125 |
| Low |
0.9958 |
0.9908 |
-0.0050 |
-0.5% |
0.9968 |
| Close |
1.0027 |
1.0180 |
0.0153 |
1.5% |
1.0053 |
| Range |
0.0106 |
0.0286 |
0.0180 |
169.8% |
0.0157 |
| ATR |
0.0094 |
0.0108 |
0.0014 |
14.6% |
0.0000 |
| Volume |
31,865 |
63,368 |
31,503 |
98.9% |
101,440 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0852 |
1.0337 |
|
| R3 |
1.0666 |
1.0566 |
1.0259 |
|
| R2 |
1.0380 |
1.0380 |
1.0232 |
|
| R1 |
1.0280 |
1.0280 |
1.0206 |
1.0330 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0119 |
| S1 |
0.9994 |
0.9994 |
1.0154 |
1.0044 |
| S2 |
0.9808 |
0.9808 |
1.0128 |
|
| S3 |
0.9522 |
0.9708 |
1.0101 |
|
| S4 |
0.9236 |
0.9422 |
1.0023 |
|
|
| 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 |
1.0194 |
0.9908 |
0.0286 |
2.8% |
0.0131 |
1.3% |
95% |
True |
True |
31,625 |
| 10 |
1.0194 |
0.9908 |
0.0286 |
2.8% |
0.0094 |
0.9% |
95% |
True |
True |
25,498 |
| 20 |
1.0362 |
0.9908 |
0.0454 |
4.5% |
0.0094 |
0.9% |
60% |
False |
True |
24,471 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0099 |
1.0% |
69% |
False |
False |
26,105 |
| 60 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0099 |
1.0% |
69% |
False |
False |
22,673 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.0% |
0.0098 |
1.0% |
70% |
False |
False |
18,410 |
| 100 |
1.0589 |
0.9750 |
0.0839 |
8.2% |
0.0094 |
0.9% |
51% |
False |
False |
14,744 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0093 |
0.9% |
50% |
False |
False |
12,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1410 |
|
2.618 |
1.0943 |
|
1.618 |
1.0657 |
|
1.000 |
1.0480 |
|
0.618 |
1.0371 |
|
HIGH |
1.0194 |
|
0.618 |
1.0085 |
|
0.500 |
1.0051 |
|
0.382 |
1.0017 |
|
LOW |
0.9908 |
|
0.618 |
0.9731 |
|
1.000 |
0.9622 |
|
1.618 |
0.9445 |
|
2.618 |
0.9159 |
|
4.250 |
0.8693 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0137 |
1.0137 |
| PP |
1.0094 |
1.0094 |
| S1 |
1.0051 |
1.0051 |
|