CME Swiss Franc Future June 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 |
1.0082 |
1.0075 |
-0.0007 |
-0.1% |
1.0075 |
| High |
1.0104 |
1.0235 |
0.0131 |
1.3% |
1.0163 |
| Low |
0.9990 |
0.9949 |
-0.0041 |
-0.4% |
1.0020 |
| Close |
1.0069 |
1.0220 |
0.0151 |
1.5% |
1.0099 |
| Range |
0.0114 |
0.0286 |
0.0172 |
150.9% |
0.0143 |
| ATR |
0.0081 |
0.0095 |
0.0015 |
18.2% |
0.0000 |
| Volume |
14,796 |
40,763 |
25,967 |
175.5% |
4,577 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0892 |
1.0377 |
|
| R3 |
1.0707 |
1.0606 |
1.0299 |
|
| R2 |
1.0421 |
1.0421 |
1.0272 |
|
| R1 |
1.0320 |
1.0320 |
1.0246 |
1.0371 |
| PP |
1.0135 |
1.0135 |
1.0135 |
1.0160 |
| S1 |
1.0034 |
1.0034 |
1.0194 |
1.0085 |
| S2 |
0.9849 |
0.9849 |
1.0168 |
|
| S3 |
0.9563 |
0.9748 |
1.0141 |
|
| S4 |
0.9277 |
0.9462 |
1.0063 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0523 |
1.0454 |
1.0178 |
|
| R3 |
1.0380 |
1.0311 |
1.0138 |
|
| R2 |
1.0237 |
1.0237 |
1.0125 |
|
| R1 |
1.0168 |
1.0168 |
1.0112 |
1.0203 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0111 |
| S1 |
1.0025 |
1.0025 |
1.0086 |
1.0060 |
| S2 |
0.9951 |
0.9951 |
1.0073 |
|
| S3 |
0.9808 |
0.9882 |
1.0060 |
|
| S4 |
0.9665 |
0.9739 |
1.0020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0235 |
0.9949 |
0.0286 |
2.8% |
0.0129 |
1.3% |
95% |
True |
True |
13,529 |
| 10 |
1.0235 |
0.9949 |
0.0286 |
2.8% |
0.0101 |
1.0% |
95% |
True |
True |
7,158 |
| 20 |
1.0405 |
0.9949 |
0.0456 |
4.5% |
0.0086 |
0.8% |
59% |
False |
True |
3,624 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0074 |
0.7% |
68% |
False |
False |
1,844 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0062 |
0.6% |
68% |
False |
False |
1,235 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0056 |
0.5% |
68% |
False |
False |
927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.0984 |
|
1.618 |
1.0698 |
|
1.000 |
1.0521 |
|
0.618 |
1.0412 |
|
HIGH |
1.0235 |
|
0.618 |
1.0126 |
|
0.500 |
1.0092 |
|
0.382 |
1.0058 |
|
LOW |
0.9949 |
|
0.618 |
0.9772 |
|
1.000 |
0.9663 |
|
1.618 |
0.9486 |
|
2.618 |
0.9200 |
|
4.250 |
0.8734 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0177 |
1.0177 |
| PP |
1.0135 |
1.0135 |
| S1 |
1.0092 |
1.0092 |
|