CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0161 |
1.0184 |
0.0023 |
0.2% |
1.0063 |
| High |
1.0200 |
1.0184 |
-0.0016 |
-0.2% |
1.0200 |
| Low |
1.0113 |
1.0123 |
0.0010 |
0.1% |
0.9908 |
| Close |
1.0187 |
1.0129 |
-0.0058 |
-0.6% |
1.0187 |
| Range |
0.0087 |
0.0061 |
-0.0026 |
-29.9% |
0.0292 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
8,884 |
317 |
-8,567 |
-96.4% |
142,800 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0290 |
1.0163 |
|
| R3 |
1.0267 |
1.0229 |
1.0146 |
|
| R2 |
1.0206 |
1.0206 |
1.0140 |
|
| R1 |
1.0168 |
1.0168 |
1.0135 |
1.0157 |
| PP |
1.0145 |
1.0145 |
1.0145 |
1.0140 |
| S1 |
1.0107 |
1.0107 |
1.0123 |
1.0096 |
| S2 |
1.0084 |
1.0084 |
1.0118 |
|
| S3 |
1.0023 |
1.0046 |
1.0112 |
|
| S4 |
0.9962 |
0.9985 |
1.0095 |
|
|
| 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% |
0.0122 |
1.2% |
76% |
False |
False |
25,170 |
| 10 |
1.0200 |
0.9908 |
0.0292 |
2.9% |
0.0100 |
1.0% |
76% |
False |
False |
22,083 |
| 20 |
1.0244 |
0.9908 |
0.0336 |
3.3% |
0.0092 |
0.9% |
66% |
False |
False |
21,569 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0099 |
1.0% |
61% |
False |
False |
25,399 |
| 60 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0098 |
1.0% |
61% |
False |
False |
22,176 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.0% |
0.0098 |
1.0% |
62% |
False |
False |
18,520 |
| 100 |
1.0589 |
0.9750 |
0.0839 |
8.3% |
0.0095 |
0.9% |
45% |
False |
False |
14,835 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
44% |
False |
False |
12,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0443 |
|
2.618 |
1.0344 |
|
1.618 |
1.0283 |
|
1.000 |
1.0245 |
|
0.618 |
1.0222 |
|
HIGH |
1.0184 |
|
0.618 |
1.0161 |
|
0.500 |
1.0154 |
|
0.382 |
1.0146 |
|
LOW |
1.0123 |
|
0.618 |
1.0085 |
|
1.000 |
1.0062 |
|
1.618 |
1.0024 |
|
2.618 |
0.9963 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0154 |
1.0104 |
| PP |
1.0145 |
1.0079 |
| S1 |
1.0137 |
1.0054 |
|