CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0067 |
1.0091 |
0.0024 |
0.2% |
1.0139 |
| High |
1.0088 |
1.0096 |
0.0008 |
0.1% |
1.0196 |
| Low |
1.0043 |
1.0045 |
0.0002 |
0.0% |
1.0060 |
| Close |
1.0081 |
1.0087 |
0.0006 |
0.1% |
1.0077 |
| Range |
0.0045 |
0.0051 |
0.0006 |
13.3% |
0.0136 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1,340 |
827 |
-513 |
-38.3% |
440 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0229 |
1.0209 |
1.0115 |
|
| R3 |
1.0178 |
1.0158 |
1.0101 |
|
| R2 |
1.0127 |
1.0127 |
1.0096 |
|
| R1 |
1.0107 |
1.0107 |
1.0092 |
1.0092 |
| PP |
1.0076 |
1.0076 |
1.0076 |
1.0068 |
| S1 |
1.0056 |
1.0056 |
1.0082 |
1.0041 |
| S2 |
1.0025 |
1.0025 |
1.0078 |
|
| S3 |
0.9974 |
1.0005 |
1.0073 |
|
| S4 |
0.9923 |
0.9954 |
1.0059 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0434 |
1.0152 |
|
| R3 |
1.0383 |
1.0298 |
1.0114 |
|
| R2 |
1.0247 |
1.0247 |
1.0102 |
|
| R1 |
1.0162 |
1.0162 |
1.0089 |
1.0137 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0098 |
| S1 |
1.0026 |
1.0026 |
1.0065 |
1.0001 |
| S2 |
0.9975 |
0.9975 |
1.0052 |
|
| S3 |
0.9839 |
0.9890 |
1.0040 |
|
| S4 |
0.9703 |
0.9754 |
1.0002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0183 |
1.0020 |
0.0163 |
1.6% |
0.0071 |
0.7% |
41% |
False |
False |
663 |
| 10 |
1.0196 |
1.0020 |
0.0176 |
1.7% |
0.0070 |
0.7% |
38% |
False |
False |
366 |
| 20 |
1.0405 |
0.9906 |
0.0499 |
4.9% |
0.0081 |
0.8% |
36% |
False |
False |
250 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0063 |
0.6% |
46% |
False |
False |
142 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0051 |
0.5% |
46% |
False |
False |
97 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0051 |
0.5% |
46% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0313 |
|
2.618 |
1.0230 |
|
1.618 |
1.0179 |
|
1.000 |
1.0147 |
|
0.618 |
1.0128 |
|
HIGH |
1.0096 |
|
0.618 |
1.0077 |
|
0.500 |
1.0071 |
|
0.382 |
1.0064 |
|
LOW |
1.0045 |
|
0.618 |
1.0013 |
|
1.000 |
0.9994 |
|
1.618 |
0.9962 |
|
2.618 |
0.9911 |
|
4.250 |
0.9828 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0082 |
1.0078 |
| PP |
1.0076 |
1.0069 |
| S1 |
1.0071 |
1.0061 |
|