CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0498 |
1.0503 |
0.0005 |
0.0% |
1.0402 |
| High |
1.0498 |
1.0513 |
0.0015 |
0.1% |
1.0415 |
| Low |
1.0457 |
1.0495 |
0.0038 |
0.4% |
1.0321 |
| Close |
1.0457 |
1.0495 |
0.0038 |
0.4% |
1.0335 |
| Range |
0.0041 |
0.0018 |
-0.0023 |
-56.1% |
0.0094 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.6% |
0.0000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
40 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0555 |
1.0543 |
1.0505 |
|
| R3 |
1.0537 |
1.0525 |
1.0500 |
|
| R2 |
1.0519 |
1.0519 |
1.0498 |
|
| R1 |
1.0507 |
1.0507 |
1.0497 |
1.0504 |
| PP |
1.0501 |
1.0501 |
1.0501 |
1.0500 |
| S1 |
1.0489 |
1.0489 |
1.0493 |
1.0486 |
| S2 |
1.0483 |
1.0483 |
1.0492 |
|
| S3 |
1.0465 |
1.0471 |
1.0490 |
|
| S4 |
1.0447 |
1.0453 |
1.0485 |
|
|
| 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 |
1.0513 |
1.0311 |
0.0202 |
1.9% |
0.0045 |
0.4% |
91% |
True |
False |
14 |
| 10 |
1.0513 |
1.0311 |
0.0202 |
1.9% |
0.0032 |
0.3% |
91% |
True |
False |
11 |
| 20 |
1.0513 |
1.0102 |
0.0411 |
3.9% |
0.0028 |
0.3% |
96% |
True |
False |
6 |
| 40 |
1.0513 |
1.0058 |
0.0455 |
4.3% |
0.0015 |
0.1% |
96% |
True |
False |
3 |
| 60 |
1.0513 |
0.9868 |
0.0645 |
6.1% |
0.0012 |
0.1% |
97% |
True |
False |
2 |
| 80 |
1.0513 |
0.9868 |
0.0645 |
6.1% |
0.0010 |
0.1% |
97% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0590 |
|
2.618 |
1.0560 |
|
1.618 |
1.0542 |
|
1.000 |
1.0531 |
|
0.618 |
1.0524 |
|
HIGH |
1.0513 |
|
0.618 |
1.0506 |
|
0.500 |
1.0504 |
|
0.382 |
1.0502 |
|
LOW |
1.0495 |
|
0.618 |
1.0484 |
|
1.000 |
1.0477 |
|
1.618 |
1.0466 |
|
2.618 |
1.0448 |
|
4.250 |
1.0419 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0504 |
1.0471 |
| PP |
1.0501 |
1.0447 |
| S1 |
1.0498 |
1.0423 |
|