CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0321 |
1.0311 |
-0.0010 |
-0.1% |
1.0402 |
| High |
1.0340 |
1.0354 |
0.0014 |
0.1% |
1.0415 |
| Low |
1.0321 |
1.0311 |
-0.0010 |
-0.1% |
1.0321 |
| Close |
1.0335 |
1.0354 |
0.0019 |
0.2% |
1.0335 |
| Range |
0.0019 |
0.0043 |
0.0024 |
126.3% |
0.0094 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
11 |
5 |
-6 |
-54.5% |
40 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0454 |
1.0378 |
|
| R3 |
1.0426 |
1.0411 |
1.0366 |
|
| R2 |
1.0383 |
1.0383 |
1.0362 |
|
| R1 |
1.0368 |
1.0368 |
1.0358 |
1.0376 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0343 |
| S1 |
1.0325 |
1.0325 |
1.0350 |
1.0333 |
| S2 |
1.0297 |
1.0297 |
1.0346 |
|
| S3 |
1.0254 |
1.0282 |
1.0342 |
|
| S4 |
1.0211 |
1.0239 |
1.0330 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0639 |
1.0581 |
1.0387 |
|
| R3 |
1.0545 |
1.0487 |
1.0361 |
|
| R2 |
1.0451 |
1.0451 |
1.0352 |
|
| R1 |
1.0393 |
1.0393 |
1.0344 |
1.0375 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0348 |
| S1 |
1.0299 |
1.0299 |
1.0326 |
1.0281 |
| S2 |
1.0263 |
1.0263 |
1.0318 |
|
| S3 |
1.0169 |
1.0205 |
1.0309 |
|
| S4 |
1.0075 |
1.0111 |
1.0283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0415 |
1.0311 |
0.0104 |
1.0% |
0.0028 |
0.3% |
41% |
False |
True |
9 |
| 10 |
1.0430 |
1.0214 |
0.0216 |
2.1% |
0.0016 |
0.2% |
65% |
False |
False |
6 |
| 20 |
1.0430 |
1.0102 |
0.0328 |
3.2% |
0.0020 |
0.2% |
77% |
False |
False |
3 |
| 40 |
1.0430 |
0.9868 |
0.0562 |
5.4% |
0.0012 |
0.1% |
86% |
False |
False |
2 |
| 60 |
1.0430 |
0.9868 |
0.0562 |
5.4% |
0.0011 |
0.1% |
86% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0537 |
|
2.618 |
1.0467 |
|
1.618 |
1.0424 |
|
1.000 |
1.0397 |
|
0.618 |
1.0381 |
|
HIGH |
1.0354 |
|
0.618 |
1.0338 |
|
0.500 |
1.0333 |
|
0.382 |
1.0327 |
|
LOW |
1.0311 |
|
0.618 |
1.0284 |
|
1.000 |
1.0268 |
|
1.618 |
1.0241 |
|
2.618 |
1.0198 |
|
4.250 |
1.0128 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0347 |
1.0348 |
| PP |
1.0340 |
1.0342 |
| S1 |
1.0333 |
1.0336 |
|