CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0402 |
1.0393 |
-0.0009 |
-0.1% |
1.0214 |
| High |
1.0415 |
1.0397 |
-0.0018 |
-0.2% |
1.0430 |
| Low |
1.0398 |
1.0367 |
-0.0031 |
-0.3% |
1.0214 |
| Close |
1.0403 |
1.0367 |
-0.0036 |
-0.3% |
1.0399 |
| Range |
0.0017 |
0.0030 |
0.0013 |
76.5% |
0.0216 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
18 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0467 |
1.0447 |
1.0384 |
|
| R3 |
1.0437 |
1.0417 |
1.0375 |
|
| R2 |
1.0407 |
1.0407 |
1.0373 |
|
| R1 |
1.0387 |
1.0387 |
1.0370 |
1.0382 |
| PP |
1.0377 |
1.0377 |
1.0377 |
1.0375 |
| S1 |
1.0357 |
1.0357 |
1.0364 |
1.0352 |
| S2 |
1.0347 |
1.0347 |
1.0362 |
|
| S3 |
1.0317 |
1.0327 |
1.0359 |
|
| S4 |
1.0287 |
1.0297 |
1.0351 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0913 |
1.0518 |
|
| R3 |
1.0780 |
1.0697 |
1.0458 |
|
| R2 |
1.0564 |
1.0564 |
1.0439 |
|
| R1 |
1.0481 |
1.0481 |
1.0419 |
1.0523 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0368 |
| S1 |
1.0265 |
1.0265 |
1.0379 |
1.0307 |
| S2 |
1.0132 |
1.0132 |
1.0359 |
|
| S3 |
0.9916 |
1.0049 |
1.0340 |
|
| S4 |
0.9700 |
0.9833 |
1.0280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0430 |
1.0302 |
0.0128 |
1.2% |
0.0013 |
0.1% |
51% |
False |
False |
6 |
| 10 |
1.0430 |
1.0106 |
0.0324 |
3.1% |
0.0023 |
0.2% |
81% |
False |
False |
3 |
| 20 |
1.0430 |
1.0102 |
0.0328 |
3.2% |
0.0017 |
0.2% |
81% |
False |
False |
2 |
| 40 |
1.0430 |
0.9868 |
0.0562 |
5.4% |
0.0009 |
0.1% |
89% |
False |
False |
1 |
| 60 |
1.0430 |
0.9868 |
0.0562 |
5.4% |
0.0009 |
0.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0525 |
|
2.618 |
1.0476 |
|
1.618 |
1.0446 |
|
1.000 |
1.0427 |
|
0.618 |
1.0416 |
|
HIGH |
1.0397 |
|
0.618 |
1.0386 |
|
0.500 |
1.0382 |
|
0.382 |
1.0378 |
|
LOW |
1.0367 |
|
0.618 |
1.0348 |
|
1.000 |
1.0337 |
|
1.618 |
1.0318 |
|
2.618 |
1.0288 |
|
4.250 |
1.0240 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0382 |
1.0391 |
| PP |
1.0377 |
1.0383 |
| S1 |
1.0372 |
1.0375 |
|