CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0171 |
1.0267 |
0.0096 |
0.9% |
1.0100 |
| High |
1.0298 |
1.0399 |
0.0101 |
1.0% |
1.0242 |
| Low |
1.0127 |
1.0255 |
0.0128 |
1.3% |
0.9949 |
| Close |
1.0250 |
1.0380 |
0.0130 |
1.3% |
1.0227 |
| Range |
0.0171 |
0.0144 |
-0.0027 |
-15.8% |
0.0293 |
| ATR |
0.0096 |
0.0099 |
0.0004 |
4.0% |
0.0000 |
| Volume |
21,182 |
24,623 |
3,441 |
16.2% |
91,988 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0722 |
1.0459 |
|
| R3 |
1.0633 |
1.0578 |
1.0420 |
|
| R2 |
1.0489 |
1.0489 |
1.0406 |
|
| R1 |
1.0434 |
1.0434 |
1.0393 |
1.0462 |
| PP |
1.0345 |
1.0345 |
1.0345 |
1.0358 |
| S1 |
1.0290 |
1.0290 |
1.0367 |
1.0318 |
| S2 |
1.0201 |
1.0201 |
1.0354 |
|
| S3 |
1.0057 |
1.0146 |
1.0340 |
|
| S4 |
0.9913 |
1.0002 |
1.0301 |
|
|
| 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 |
1.0399 |
1.0127 |
0.0272 |
2.6% |
0.0104 |
1.0% |
93% |
True |
False |
19,294 |
| 10 |
1.0399 |
0.9949 |
0.0450 |
4.3% |
0.0116 |
1.1% |
96% |
True |
False |
16,411 |
| 20 |
1.0399 |
0.9949 |
0.0450 |
4.3% |
0.0096 |
0.9% |
96% |
True |
False |
8,419 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0082 |
0.8% |
96% |
False |
False |
4,253 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0069 |
0.7% |
96% |
False |
False |
2,842 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0059 |
0.6% |
96% |
False |
False |
2,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1011 |
|
2.618 |
1.0776 |
|
1.618 |
1.0632 |
|
1.000 |
1.0543 |
|
0.618 |
1.0488 |
|
HIGH |
1.0399 |
|
0.618 |
1.0344 |
|
0.500 |
1.0327 |
|
0.382 |
1.0310 |
|
LOW |
1.0255 |
|
0.618 |
1.0166 |
|
1.000 |
1.0111 |
|
1.618 |
1.0022 |
|
2.618 |
0.9878 |
|
4.250 |
0.9643 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0362 |
1.0341 |
| PP |
1.0345 |
1.0302 |
| S1 |
1.0327 |
1.0263 |
|