CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0143 |
1.0186 |
0.0043 |
0.4% |
1.0117 |
| High |
1.0143 |
1.0195 |
0.0052 |
0.5% |
1.0238 |
| Low |
1.0143 |
1.0186 |
0.0043 |
0.4% |
1.0117 |
| Close |
1.0143 |
1.0195 |
0.0052 |
0.5% |
1.0134 |
| Range |
0.0000 |
0.0009 |
0.0009 |
|
0.0121 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.5% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
2 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0219 |
1.0216 |
1.0200 |
|
| R3 |
1.0210 |
1.0207 |
1.0197 |
|
| R2 |
1.0201 |
1.0201 |
1.0197 |
|
| R1 |
1.0198 |
1.0198 |
1.0196 |
1.0200 |
| PP |
1.0192 |
1.0192 |
1.0192 |
1.0193 |
| S1 |
1.0189 |
1.0189 |
1.0194 |
1.0191 |
| S2 |
1.0183 |
1.0183 |
1.0193 |
|
| S3 |
1.0174 |
1.0180 |
1.0193 |
|
| S4 |
1.0165 |
1.0171 |
1.0190 |
|
|
| 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 |
1.0195 |
1.0125 |
0.0070 |
0.7% |
0.0011 |
0.1% |
100% |
True |
False |
|
| 10 |
1.0238 |
1.0117 |
0.0121 |
1.2% |
0.0006 |
0.1% |
64% |
False |
False |
|
| 20 |
1.0415 |
1.0117 |
0.0298 |
2.9% |
0.0003 |
0.0% |
26% |
False |
False |
|
| 40 |
1.0415 |
0.9868 |
0.0547 |
5.4% |
0.0004 |
0.0% |
60% |
False |
False |
|
| 60 |
1.0415 |
0.9868 |
0.0547 |
5.4% |
0.0004 |
0.0% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0233 |
|
2.618 |
1.0219 |
|
1.618 |
1.0210 |
|
1.000 |
1.0204 |
|
0.618 |
1.0201 |
|
HIGH |
1.0195 |
|
0.618 |
1.0192 |
|
0.500 |
1.0191 |
|
0.382 |
1.0189 |
|
LOW |
1.0186 |
|
0.618 |
1.0180 |
|
1.000 |
1.0177 |
|
1.618 |
1.0171 |
|
2.618 |
1.0162 |
|
4.250 |
1.0148 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0194 |
1.0186 |
| PP |
1.0192 |
1.0176 |
| S1 |
1.0191 |
1.0167 |
|