CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0318 |
1.0288 |
-0.0030 |
-0.3% |
1.0208 |
| High |
1.0318 |
1.0303 |
-0.0015 |
-0.1% |
1.0399 |
| Low |
1.0274 |
1.0265 |
-0.0009 |
-0.1% |
1.0127 |
| Close |
1.0286 |
1.0285 |
-0.0001 |
0.0% |
1.0349 |
| Range |
0.0044 |
0.0038 |
-0.0006 |
-13.6% |
0.0272 |
| ATR |
0.0088 |
0.0084 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
12,593 |
9,509 |
-3,084 |
-24.5% |
89,157 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0398 |
1.0380 |
1.0306 |
|
| R3 |
1.0360 |
1.0342 |
1.0295 |
|
| R2 |
1.0322 |
1.0322 |
1.0292 |
|
| R1 |
1.0304 |
1.0304 |
1.0288 |
1.0294 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0280 |
| S1 |
1.0266 |
1.0266 |
1.0282 |
1.0256 |
| S2 |
1.0246 |
1.0246 |
1.0278 |
|
| S3 |
1.0208 |
1.0228 |
1.0275 |
|
| S4 |
1.0170 |
1.0190 |
1.0264 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1108 |
1.1000 |
1.0499 |
|
| R3 |
1.0836 |
1.0728 |
1.0424 |
|
| R2 |
1.0564 |
1.0564 |
1.0399 |
|
| R1 |
1.0456 |
1.0456 |
1.0374 |
1.0510 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0319 |
| S1 |
1.0184 |
1.0184 |
1.0324 |
1.0238 |
| S2 |
1.0020 |
1.0020 |
1.0299 |
|
| S3 |
0.9748 |
0.9912 |
1.0274 |
|
| S4 |
0.9476 |
0.9640 |
1.0199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0394 |
1.0265 |
0.0129 |
1.3% |
0.0051 |
0.5% |
16% |
False |
True |
13,480 |
| 10 |
1.0399 |
1.0127 |
0.0272 |
2.6% |
0.0077 |
0.8% |
58% |
False |
False |
16,387 |
| 20 |
1.0399 |
0.9949 |
0.0450 |
4.4% |
0.0089 |
0.9% |
75% |
False |
False |
11,772 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0083 |
0.8% |
80% |
False |
False |
5,934 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0071 |
0.7% |
80% |
False |
False |
3,964 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0061 |
0.6% |
80% |
False |
False |
2,975 |
| 100 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0057 |
0.6% |
80% |
False |
False |
2,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0465 |
|
2.618 |
1.0402 |
|
1.618 |
1.0364 |
|
1.000 |
1.0341 |
|
0.618 |
1.0326 |
|
HIGH |
1.0303 |
|
0.618 |
1.0288 |
|
0.500 |
1.0284 |
|
0.382 |
1.0280 |
|
LOW |
1.0265 |
|
0.618 |
1.0242 |
|
1.000 |
1.0227 |
|
1.618 |
1.0204 |
|
2.618 |
1.0166 |
|
4.250 |
1.0104 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0285 |
1.0312 |
| PP |
1.0284 |
1.0303 |
| S1 |
1.0284 |
1.0294 |
|