CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0027 |
1.0161 |
0.0134 |
1.3% |
1.0063 |
| High |
1.0194 |
1.0200 |
0.0006 |
0.1% |
1.0200 |
| Low |
0.9908 |
1.0113 |
0.0205 |
2.1% |
0.9908 |
| Close |
1.0180 |
1.0187 |
0.0007 |
0.1% |
1.0187 |
| Range |
0.0286 |
0.0087 |
-0.0199 |
-69.6% |
0.0292 |
| ATR |
0.0108 |
0.0106 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
63,368 |
8,884 |
-54,484 |
-86.0% |
142,800 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0428 |
1.0394 |
1.0235 |
|
| R3 |
1.0341 |
1.0307 |
1.0211 |
|
| R2 |
1.0254 |
1.0254 |
1.0203 |
|
| R1 |
1.0220 |
1.0220 |
1.0195 |
1.0237 |
| PP |
1.0167 |
1.0167 |
1.0167 |
1.0175 |
| S1 |
1.0133 |
1.0133 |
1.0179 |
1.0150 |
| S2 |
1.0080 |
1.0080 |
1.0171 |
|
| S3 |
0.9993 |
1.0046 |
1.0163 |
|
| S4 |
0.9906 |
0.9959 |
1.0139 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0873 |
1.0348 |
|
| R3 |
1.0682 |
1.0581 |
1.0267 |
|
| R2 |
1.0390 |
1.0390 |
1.0241 |
|
| R1 |
1.0289 |
1.0289 |
1.0214 |
1.0340 |
| PP |
1.0098 |
1.0098 |
1.0098 |
1.0124 |
| S1 |
0.9997 |
0.9997 |
1.0160 |
1.0048 |
| S2 |
0.9806 |
0.9806 |
1.0133 |
|
| S3 |
0.9514 |
0.9705 |
1.0107 |
|
| S4 |
0.9222 |
0.9413 |
1.0026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0200 |
0.9908 |
0.0292 |
2.9% |
0.0126 |
1.2% |
96% |
True |
False |
28,560 |
| 10 |
1.0200 |
0.9908 |
0.0292 |
2.9% |
0.0102 |
1.0% |
96% |
True |
False |
24,424 |
| 20 |
1.0305 |
0.9908 |
0.0397 |
3.9% |
0.0093 |
0.9% |
70% |
False |
False |
22,841 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0100 |
1.0% |
71% |
False |
False |
25,866 |
| 60 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0099 |
1.0% |
71% |
False |
False |
22,480 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.0% |
0.0098 |
1.0% |
71% |
False |
False |
18,519 |
| 100 |
1.0589 |
0.9750 |
0.0839 |
8.2% |
0.0094 |
0.9% |
52% |
False |
False |
14,832 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0092 |
0.9% |
51% |
False |
False |
12,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0428 |
|
1.618 |
1.0341 |
|
1.000 |
1.0287 |
|
0.618 |
1.0254 |
|
HIGH |
1.0200 |
|
0.618 |
1.0167 |
|
0.500 |
1.0157 |
|
0.382 |
1.0146 |
|
LOW |
1.0113 |
|
0.618 |
1.0059 |
|
1.000 |
1.0026 |
|
1.618 |
0.9972 |
|
2.618 |
0.9885 |
|
4.250 |
0.9743 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0177 |
1.0143 |
| PP |
1.0167 |
1.0098 |
| S1 |
1.0157 |
1.0054 |
|