CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0155 |
1.0143 |
-0.0012 |
-0.1% |
1.0125 |
| High |
1.0155 |
1.0155 |
0.0000 |
0.0% |
1.0195 |
| Low |
1.0155 |
1.0102 |
-0.0053 |
-0.5% |
1.0125 |
| Close |
1.0155 |
1.0155 |
0.0000 |
0.0% |
1.0155 |
| Range |
0.0000 |
0.0053 |
0.0053 |
|
0.0070 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.7% |
0.0000 |
| Volume |
0 |
11 |
11 |
|
1 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0296 |
1.0279 |
1.0184 |
|
| R3 |
1.0243 |
1.0226 |
1.0170 |
|
| R2 |
1.0190 |
1.0190 |
1.0165 |
|
| R1 |
1.0173 |
1.0173 |
1.0160 |
1.0182 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0142 |
| S1 |
1.0120 |
1.0120 |
1.0150 |
1.0129 |
| S2 |
1.0084 |
1.0084 |
1.0145 |
|
| S3 |
1.0031 |
1.0067 |
1.0140 |
|
| S4 |
0.9978 |
1.0014 |
1.0126 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0368 |
1.0332 |
1.0194 |
|
| R3 |
1.0298 |
1.0262 |
1.0174 |
|
| R2 |
1.0228 |
1.0228 |
1.0168 |
|
| R1 |
1.0192 |
1.0192 |
1.0161 |
1.0210 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0168 |
| S1 |
1.0122 |
1.0122 |
1.0149 |
1.0140 |
| S2 |
1.0088 |
1.0088 |
1.0142 |
|
| S3 |
1.0018 |
1.0052 |
1.0136 |
|
| S4 |
0.9948 |
0.9982 |
1.0117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0195 |
1.0102 |
0.0093 |
0.9% |
0.0012 |
0.1% |
57% |
False |
True |
2 |
| 10 |
1.0238 |
1.0102 |
0.0136 |
1.3% |
0.0011 |
0.1% |
39% |
False |
True |
1 |
| 20 |
1.0415 |
1.0102 |
0.0313 |
3.1% |
0.0006 |
0.1% |
17% |
False |
True |
|
| 40 |
1.0415 |
0.9868 |
0.0547 |
5.4% |
0.0005 |
0.0% |
52% |
False |
False |
|
| 60 |
1.0415 |
0.9868 |
0.0547 |
5.4% |
0.0005 |
0.1% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0380 |
|
2.618 |
1.0294 |
|
1.618 |
1.0241 |
|
1.000 |
1.0208 |
|
0.618 |
1.0188 |
|
HIGH |
1.0155 |
|
0.618 |
1.0135 |
|
0.500 |
1.0129 |
|
0.382 |
1.0122 |
|
LOW |
1.0102 |
|
0.618 |
1.0069 |
|
1.000 |
1.0049 |
|
1.618 |
1.0016 |
|
2.618 |
0.9963 |
|
4.250 |
0.9877 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0153 |
| PP |
1.0137 |
1.0151 |
| S1 |
1.0129 |
1.0149 |
|