CME Swiss Franc Future June 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 |
1.0204 |
1.0208 |
0.0004 |
0.0% |
1.0100 |
| High |
1.0242 |
1.0226 |
-0.0016 |
-0.2% |
1.0242 |
| Low |
1.0152 |
1.0159 |
0.0007 |
0.1% |
0.9949 |
| Close |
1.0227 |
1.0164 |
-0.0063 |
-0.6% |
1.0227 |
| Range |
0.0090 |
0.0067 |
-0.0023 |
-25.6% |
0.0293 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
25,132 |
14,828 |
-10,304 |
-41.0% |
91,988 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0341 |
1.0201 |
|
| R3 |
1.0317 |
1.0274 |
1.0182 |
|
| R2 |
1.0250 |
1.0250 |
1.0176 |
|
| R1 |
1.0207 |
1.0207 |
1.0170 |
1.0195 |
| PP |
1.0183 |
1.0183 |
1.0183 |
1.0177 |
| S1 |
1.0140 |
1.0140 |
1.0158 |
1.0128 |
| S2 |
1.0116 |
1.0116 |
1.0152 |
|
| S3 |
1.0049 |
1.0073 |
1.0146 |
|
| S4 |
0.9982 |
1.0006 |
1.0127 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1018 |
1.0916 |
1.0388 |
|
| R3 |
1.0725 |
1.0623 |
1.0308 |
|
| R2 |
1.0432 |
1.0432 |
1.0281 |
|
| R1 |
1.0330 |
1.0330 |
1.0254 |
1.0381 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0165 |
| S1 |
1.0037 |
1.0037 |
1.0200 |
1.0088 |
| S2 |
0.9846 |
0.9846 |
1.0173 |
|
| S3 |
0.9553 |
0.9744 |
1.0146 |
|
| S4 |
0.9260 |
0.9451 |
1.0066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0242 |
0.9949 |
0.0293 |
2.9% |
0.0125 |
1.2% |
73% |
False |
False |
20,740 |
| 10 |
1.0242 |
0.9949 |
0.0293 |
2.9% |
0.0098 |
1.0% |
73% |
False |
False |
11,043 |
| 20 |
1.0272 |
0.9949 |
0.0323 |
3.2% |
0.0087 |
0.9% |
67% |
False |
False |
5,606 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0077 |
0.8% |
59% |
False |
False |
2,843 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0063 |
0.6% |
59% |
False |
False |
1,900 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0057 |
0.6% |
59% |
False |
False |
1,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0511 |
|
2.618 |
1.0401 |
|
1.618 |
1.0334 |
|
1.000 |
1.0293 |
|
0.618 |
1.0267 |
|
HIGH |
1.0226 |
|
0.618 |
1.0200 |
|
0.500 |
1.0193 |
|
0.382 |
1.0185 |
|
LOW |
1.0159 |
|
0.618 |
1.0118 |
|
1.000 |
1.0092 |
|
1.618 |
1.0051 |
|
2.618 |
0.9984 |
|
4.250 |
0.9874 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0193 |
1.0141 |
| PP |
1.0183 |
1.0118 |
| S1 |
1.0174 |
1.0096 |
|