CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0311 |
1.0333 |
0.0022 |
0.2% |
1.0402 |
| High |
1.0354 |
1.0434 |
0.0080 |
0.8% |
1.0415 |
| Low |
1.0311 |
1.0332 |
0.0021 |
0.2% |
1.0321 |
| Close |
1.0354 |
1.0434 |
0.0080 |
0.8% |
1.0335 |
| Range |
0.0043 |
0.0102 |
0.0059 |
137.2% |
0.0094 |
| ATR |
0.0047 |
0.0051 |
0.0004 |
8.4% |
0.0000 |
| Volume |
5 |
48 |
43 |
860.0% |
40 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0706 |
1.0672 |
1.0490 |
|
| R3 |
1.0604 |
1.0570 |
1.0462 |
|
| R2 |
1.0502 |
1.0502 |
1.0453 |
|
| R1 |
1.0468 |
1.0468 |
1.0443 |
1.0485 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0409 |
| S1 |
1.0366 |
1.0366 |
1.0425 |
1.0383 |
| S2 |
1.0298 |
1.0298 |
1.0415 |
|
| S3 |
1.0196 |
1.0264 |
1.0406 |
|
| S4 |
1.0094 |
1.0162 |
1.0378 |
|
|
| 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 |
1.0434 |
1.0311 |
0.0123 |
1.2% |
0.0045 |
0.4% |
100% |
True |
False |
17 |
| 10 |
1.0434 |
1.0221 |
0.0213 |
2.0% |
0.0026 |
0.3% |
100% |
True |
False |
11 |
| 20 |
1.0434 |
1.0102 |
0.0332 |
3.2% |
0.0025 |
0.2% |
100% |
True |
False |
6 |
| 40 |
1.0434 |
0.9907 |
0.0527 |
5.1% |
0.0014 |
0.1% |
100% |
True |
False |
3 |
| 60 |
1.0434 |
0.9868 |
0.0566 |
5.4% |
0.0012 |
0.1% |
100% |
True |
False |
2 |
| 80 |
1.0434 |
0.9868 |
0.0566 |
5.4% |
0.0009 |
0.1% |
100% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0868 |
|
2.618 |
1.0701 |
|
1.618 |
1.0599 |
|
1.000 |
1.0536 |
|
0.618 |
1.0497 |
|
HIGH |
1.0434 |
|
0.618 |
1.0395 |
|
0.500 |
1.0383 |
|
0.382 |
1.0371 |
|
LOW |
1.0332 |
|
0.618 |
1.0269 |
|
1.000 |
1.0230 |
|
1.618 |
1.0167 |
|
2.618 |
1.0065 |
|
4.250 |
0.9899 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0417 |
1.0414 |
| PP |
1.0400 |
1.0393 |
| S1 |
1.0383 |
1.0373 |
|