CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0333 |
1.0498 |
0.0165 |
1.6% |
1.0402 |
| High |
1.0434 |
1.0498 |
0.0064 |
0.6% |
1.0415 |
| Low |
1.0332 |
1.0457 |
0.0125 |
1.2% |
1.0321 |
| Close |
1.0434 |
1.0457 |
0.0023 |
0.2% |
1.0335 |
| Range |
0.0102 |
0.0041 |
-0.0061 |
-59.8% |
0.0094 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.9% |
0.0000 |
| Volume |
48 |
5 |
-43 |
-89.6% |
40 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0594 |
1.0566 |
1.0480 |
|
| R3 |
1.0553 |
1.0525 |
1.0468 |
|
| R2 |
1.0512 |
1.0512 |
1.0465 |
|
| R1 |
1.0484 |
1.0484 |
1.0461 |
1.0478 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0467 |
| S1 |
1.0443 |
1.0443 |
1.0453 |
1.0437 |
| S2 |
1.0430 |
1.0430 |
1.0449 |
|
| S3 |
1.0389 |
1.0402 |
1.0446 |
|
| S4 |
1.0348 |
1.0361 |
1.0434 |
|
|
| 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 |
1.0498 |
1.0311 |
0.0187 |
1.8% |
0.0048 |
0.5% |
78% |
True |
False |
17 |
| 10 |
1.0498 |
1.0302 |
0.0196 |
1.9% |
0.0030 |
0.3% |
79% |
True |
False |
11 |
| 20 |
1.0498 |
1.0102 |
0.0396 |
3.8% |
0.0027 |
0.3% |
90% |
True |
False |
6 |
| 40 |
1.0498 |
0.9907 |
0.0591 |
5.7% |
0.0015 |
0.1% |
93% |
True |
False |
3 |
| 60 |
1.0498 |
0.9868 |
0.0630 |
6.0% |
0.0013 |
0.1% |
93% |
True |
False |
2 |
| 80 |
1.0498 |
0.9868 |
0.0630 |
6.0% |
0.0010 |
0.1% |
93% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0672 |
|
2.618 |
1.0605 |
|
1.618 |
1.0564 |
|
1.000 |
1.0539 |
|
0.618 |
1.0523 |
|
HIGH |
1.0498 |
|
0.618 |
1.0482 |
|
0.500 |
1.0478 |
|
0.382 |
1.0473 |
|
LOW |
1.0457 |
|
0.618 |
1.0432 |
|
1.000 |
1.0416 |
|
1.618 |
1.0391 |
|
2.618 |
1.0350 |
|
4.250 |
1.0283 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0478 |
1.0440 |
| PP |
1.0471 |
1.0422 |
| S1 |
1.0464 |
1.0405 |
|