CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0393 |
1.0396 |
0.0003 |
0.0% |
1.0269 |
| High |
1.0393 |
1.0410 |
0.0017 |
0.2% |
1.0393 |
| Low |
1.0393 |
1.0367 |
-0.0026 |
-0.3% |
1.0250 |
| Close |
1.0393 |
1.0396 |
0.0003 |
0.0% |
1.0393 |
| Range |
0.0000 |
0.0043 |
0.0043 |
|
0.0143 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0501 |
1.0420 |
|
| R3 |
1.0477 |
1.0458 |
1.0408 |
|
| R2 |
1.0434 |
1.0434 |
1.0404 |
|
| R1 |
1.0415 |
1.0415 |
1.0400 |
1.0418 |
| PP |
1.0391 |
1.0391 |
1.0391 |
1.0392 |
| S1 |
1.0372 |
1.0372 |
1.0392 |
1.0375 |
| S2 |
1.0348 |
1.0348 |
1.0388 |
|
| S3 |
1.0305 |
1.0329 |
1.0384 |
|
| S4 |
1.0262 |
1.0286 |
1.0372 |
|
|
| 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 |
1.0410 |
1.0250 |
0.0160 |
1.5% |
0.0035 |
0.3% |
91% |
True |
False |
|
| 10 |
1.0500 |
1.0250 |
0.0250 |
2.4% |
0.0039 |
0.4% |
58% |
False |
False |
1 |
| 20 |
1.0820 |
1.0250 |
0.0570 |
5.5% |
0.0027 |
0.3% |
26% |
False |
False |
|
| 40 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0025 |
0.2% |
32% |
False |
False |
|
| 60 |
1.1036 |
1.0193 |
0.0843 |
8.1% |
0.0019 |
0.2% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0593 |
|
2.618 |
1.0523 |
|
1.618 |
1.0480 |
|
1.000 |
1.0453 |
|
0.618 |
1.0437 |
|
HIGH |
1.0410 |
|
0.618 |
1.0394 |
|
0.500 |
1.0389 |
|
0.382 |
1.0383 |
|
LOW |
1.0367 |
|
0.618 |
1.0340 |
|
1.000 |
1.0324 |
|
1.618 |
1.0297 |
|
2.618 |
1.0254 |
|
4.250 |
1.0184 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0394 |
1.0386 |
| PP |
1.0391 |
1.0375 |
| S1 |
1.0389 |
1.0365 |
|