CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0357 |
1.0393 |
0.0036 |
0.3% |
1.0269 |
| High |
1.0357 |
1.0393 |
0.0036 |
0.3% |
1.0393 |
| Low |
1.0320 |
1.0393 |
0.0073 |
0.7% |
1.0250 |
| Close |
1.0357 |
1.0393 |
0.0036 |
0.3% |
1.0393 |
| Range |
0.0037 |
0.0000 |
-0.0037 |
-100.0% |
0.0143 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0393 |
1.0393 |
1.0393 |
|
| R3 |
1.0393 |
1.0393 |
1.0393 |
|
| R2 |
1.0393 |
1.0393 |
1.0393 |
|
| R1 |
1.0393 |
1.0393 |
1.0393 |
1.0393 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0393 |
| S1 |
1.0393 |
1.0393 |
1.0393 |
1.0393 |
| S2 |
1.0393 |
1.0393 |
1.0393 |
|
| S3 |
1.0393 |
1.0393 |
1.0393 |
|
| S4 |
1.0393 |
1.0393 |
1.0393 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0774 |
1.0727 |
1.0472 |
|
| R3 |
1.0631 |
1.0584 |
1.0432 |
|
| R2 |
1.0488 |
1.0488 |
1.0419 |
|
| R1 |
1.0441 |
1.0441 |
1.0406 |
1.0465 |
| PP |
1.0345 |
1.0345 |
1.0345 |
1.0357 |
| S1 |
1.0298 |
1.0298 |
1.0380 |
1.0322 |
| S2 |
1.0202 |
1.0202 |
1.0367 |
|
| S3 |
1.0059 |
1.0155 |
1.0354 |
|
| S4 |
0.9916 |
1.0012 |
1.0314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0393 |
1.0250 |
0.0143 |
1.4% |
0.0033 |
0.3% |
100% |
True |
False |
|
| 10 |
1.0500 |
1.0250 |
0.0250 |
2.4% |
0.0044 |
0.4% |
57% |
False |
False |
1 |
| 20 |
1.0820 |
1.0250 |
0.0570 |
5.5% |
0.0026 |
0.3% |
25% |
False |
False |
|
| 40 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0024 |
0.2% |
32% |
False |
False |
|
| 60 |
1.1036 |
1.0193 |
0.0843 |
8.1% |
0.0018 |
0.2% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0393 |
|
2.618 |
1.0393 |
|
1.618 |
1.0393 |
|
1.000 |
1.0393 |
|
0.618 |
1.0393 |
|
HIGH |
1.0393 |
|
0.618 |
1.0393 |
|
0.500 |
1.0393 |
|
0.382 |
1.0393 |
|
LOW |
1.0393 |
|
0.618 |
1.0393 |
|
1.000 |
1.0393 |
|
1.618 |
1.0393 |
|
2.618 |
1.0393 |
|
4.250 |
1.0393 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0393 |
1.0369 |
| PP |
1.0393 |
1.0345 |
| S1 |
1.0393 |
1.0322 |
|