CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0091 |
1.0081 |
-0.0010 |
-0.1% |
1.0139 |
| High |
1.0096 |
1.0157 |
0.0061 |
0.6% |
1.0196 |
| Low |
1.0045 |
1.0070 |
0.0025 |
0.2% |
1.0060 |
| Close |
1.0087 |
1.0138 |
0.0051 |
0.5% |
1.0077 |
| Range |
0.0051 |
0.0087 |
0.0036 |
70.6% |
0.0136 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
0.9% |
0.0000 |
| Volume |
827 |
663 |
-164 |
-19.8% |
440 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0347 |
1.0186 |
|
| R3 |
1.0296 |
1.0260 |
1.0162 |
|
| R2 |
1.0209 |
1.0209 |
1.0154 |
|
| R1 |
1.0173 |
1.0173 |
1.0146 |
1.0191 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0131 |
| S1 |
1.0086 |
1.0086 |
1.0130 |
1.0104 |
| S2 |
1.0035 |
1.0035 |
1.0122 |
|
| S3 |
0.9948 |
0.9999 |
1.0114 |
|
| S4 |
0.9861 |
0.9912 |
1.0090 |
|
|
| 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% |
0.0074 |
0.7% |
72% |
False |
False |
787 |
| 10 |
1.0196 |
1.0020 |
0.0176 |
1.7% |
0.0075 |
0.7% |
67% |
False |
False |
427 |
| 20 |
1.0405 |
1.0013 |
0.0392 |
3.9% |
0.0080 |
0.8% |
32% |
False |
False |
281 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0064 |
0.6% |
55% |
False |
False |
156 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0053 |
0.5% |
55% |
False |
False |
109 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0051 |
0.5% |
55% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0527 |
|
2.618 |
1.0385 |
|
1.618 |
1.0298 |
|
1.000 |
1.0244 |
|
0.618 |
1.0211 |
|
HIGH |
1.0157 |
|
0.618 |
1.0124 |
|
0.500 |
1.0114 |
|
0.382 |
1.0103 |
|
LOW |
1.0070 |
|
0.618 |
1.0016 |
|
1.000 |
0.9983 |
|
1.618 |
0.9929 |
|
2.618 |
0.9842 |
|
4.250 |
0.9700 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0125 |
| PP |
1.0122 |
1.0113 |
| S1 |
1.0114 |
1.0100 |
|