CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0138 |
0.0013 |
0.1% |
1.0117 |
| High |
1.0125 |
1.0138 |
0.0013 |
0.1% |
1.0238 |
| Low |
1.0125 |
1.0138 |
0.0013 |
0.1% |
1.0117 |
| Close |
1.0125 |
1.0138 |
0.0013 |
0.1% |
1.0134 |
| Range |
|
|
|
|
|
| ATR |
0.0055 |
0.0052 |
-0.0003 |
-5.5% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0138 |
1.0138 |
|
| R3 |
1.0138 |
1.0138 |
1.0138 |
|
| R2 |
1.0138 |
1.0138 |
1.0138 |
|
| R1 |
1.0138 |
1.0138 |
1.0138 |
1.0138 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0138 |
| S1 |
1.0138 |
1.0138 |
1.0138 |
1.0138 |
| S2 |
1.0138 |
1.0138 |
1.0138 |
|
| S3 |
1.0138 |
1.0138 |
1.0138 |
|
| S4 |
1.0138 |
1.0138 |
1.0138 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0526 |
1.0451 |
1.0201 |
|
| R3 |
1.0405 |
1.0330 |
1.0167 |
|
| R2 |
1.0284 |
1.0284 |
1.0156 |
|
| R1 |
1.0209 |
1.0209 |
1.0145 |
1.0247 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0182 |
| S1 |
1.0088 |
1.0088 |
1.0123 |
1.0126 |
| S2 |
1.0042 |
1.0042 |
1.0112 |
|
| S3 |
0.9921 |
0.9967 |
1.0101 |
|
| S4 |
0.9800 |
0.9846 |
1.0067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0238 |
1.0125 |
0.0113 |
1.1% |
0.0009 |
0.1% |
12% |
False |
False |
|
| 10 |
1.0238 |
1.0117 |
0.0121 |
1.2% |
0.0005 |
0.0% |
17% |
False |
False |
|
| 20 |
1.0415 |
0.9907 |
0.0508 |
5.0% |
0.0003 |
0.0% |
45% |
False |
False |
|
| 40 |
1.0415 |
0.9868 |
0.0547 |
5.4% |
0.0006 |
0.1% |
49% |
False |
False |
|
| 60 |
1.0415 |
0.9868 |
0.0547 |
5.4% |
0.0004 |
0.0% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0138 |
|
2.618 |
1.0138 |
|
1.618 |
1.0138 |
|
1.000 |
1.0138 |
|
0.618 |
1.0138 |
|
HIGH |
1.0138 |
|
0.618 |
1.0138 |
|
0.500 |
1.0138 |
|
0.382 |
1.0138 |
|
LOW |
1.0138 |
|
0.618 |
1.0138 |
|
1.000 |
1.0138 |
|
1.618 |
1.0138 |
|
2.618 |
1.0138 |
|
4.250 |
1.0138 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0138 |
1.0153 |
| PP |
1.0138 |
1.0148 |
| S1 |
1.0138 |
1.0143 |
|