CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0208 |
1.0165 |
-0.0043 |
-0.4% |
1.0100 |
| High |
1.0226 |
1.0192 |
-0.0034 |
-0.3% |
1.0242 |
| Low |
1.0159 |
1.0145 |
-0.0014 |
-0.1% |
0.9949 |
| Close |
1.0164 |
1.0170 |
0.0006 |
0.1% |
1.0227 |
| Range |
0.0067 |
0.0047 |
-0.0020 |
-29.9% |
0.0293 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
14,828 |
10,705 |
-4,123 |
-27.8% |
91,988 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0310 |
1.0287 |
1.0196 |
|
| R3 |
1.0263 |
1.0240 |
1.0183 |
|
| R2 |
1.0216 |
1.0216 |
1.0179 |
|
| R1 |
1.0193 |
1.0193 |
1.0174 |
1.0205 |
| PP |
1.0169 |
1.0169 |
1.0169 |
1.0175 |
| S1 |
1.0146 |
1.0146 |
1.0166 |
1.0158 |
| S2 |
1.0122 |
1.0122 |
1.0161 |
|
| S3 |
1.0075 |
1.0099 |
1.0157 |
|
| S4 |
1.0028 |
1.0052 |
1.0144 |
|
|
| 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% |
0.0121 |
1.2% |
75% |
False |
False |
21,244 |
| 10 |
1.0242 |
0.9949 |
0.0293 |
2.9% |
0.0099 |
1.0% |
75% |
False |
False |
11,980 |
| 20 |
1.0242 |
0.9949 |
0.0293 |
2.9% |
0.0084 |
0.8% |
75% |
False |
False |
6,136 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0076 |
0.8% |
60% |
False |
False |
3,110 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0064 |
0.6% |
60% |
False |
False |
2,079 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0057 |
0.6% |
60% |
False |
False |
1,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0392 |
|
2.618 |
1.0315 |
|
1.618 |
1.0268 |
|
1.000 |
1.0239 |
|
0.618 |
1.0221 |
|
HIGH |
1.0192 |
|
0.618 |
1.0174 |
|
0.500 |
1.0169 |
|
0.382 |
1.0163 |
|
LOW |
1.0145 |
|
0.618 |
1.0116 |
|
1.000 |
1.0098 |
|
1.618 |
1.0069 |
|
2.618 |
1.0022 |
|
4.250 |
0.9945 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0170 |
1.0194 |
| PP |
1.0169 |
1.0186 |
| S1 |
1.0169 |
1.0178 |
|