CME Swiss Franc Future September 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.0136 |
1.0126 |
-0.0010 |
-0.1% |
1.0125 |
High |
1.0136 |
1.0126 |
-0.0010 |
-0.1% |
1.0195 |
Low |
1.0136 |
1.0122 |
-0.0014 |
-0.1% |
1.0125 |
Close |
1.0136 |
1.0122 |
-0.0014 |
-0.1% |
1.0155 |
Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0070 |
ATR |
0.0047 |
0.0044 |
-0.0002 |
-5.0% |
0.0000 |
Volume |
0 |
1 |
1 |
|
1 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0135 |
1.0133 |
1.0124 |
|
R3 |
1.0131 |
1.0129 |
1.0123 |
|
R2 |
1.0127 |
1.0127 |
1.0123 |
|
R1 |
1.0125 |
1.0125 |
1.0122 |
1.0124 |
PP |
1.0123 |
1.0123 |
1.0123 |
1.0123 |
S1 |
1.0121 |
1.0121 |
1.0122 |
1.0120 |
S2 |
1.0119 |
1.0119 |
1.0121 |
|
S3 |
1.0115 |
1.0117 |
1.0121 |
|
S4 |
1.0111 |
1.0113 |
1.0120 |
|
|
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% |
0.0013 |
0.1% |
22% |
False |
False |
2 |
10 |
1.0227 |
1.0102 |
0.0125 |
1.2% |
0.0011 |
0.1% |
16% |
False |
False |
1 |
20 |
1.0398 |
1.0102 |
0.0296 |
2.9% |
0.0006 |
0.1% |
7% |
False |
False |
|
40 |
1.0415 |
0.9868 |
0.0547 |
5.4% |
0.0004 |
0.0% |
46% |
False |
False |
|
60 |
1.0415 |
0.9868 |
0.0547 |
5.4% |
0.0005 |
0.1% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0143 |
2.618 |
1.0136 |
1.618 |
1.0132 |
1.000 |
1.0130 |
0.618 |
1.0128 |
HIGH |
1.0126 |
0.618 |
1.0124 |
0.500 |
1.0124 |
0.382 |
1.0124 |
LOW |
1.0122 |
0.618 |
1.0120 |
1.000 |
1.0118 |
1.618 |
1.0116 |
2.618 |
1.0112 |
4.250 |
1.0105 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0124 |
1.0129 |
PP |
1.0123 |
1.0126 |
S1 |
1.0123 |
1.0124 |
|