CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1.0370 |
1.0443 |
0.0073 |
0.7% |
1.0269 |
High |
1.0416 |
1.0493 |
0.0077 |
0.7% |
1.0393 |
Low |
1.0318 |
1.0359 |
0.0041 |
0.4% |
1.0250 |
Close |
1.0370 |
1.0473 |
0.0103 |
1.0% |
1.0393 |
Range |
0.0098 |
0.0134 |
0.0036 |
36.7% |
0.0143 |
ATR |
0.0075 |
0.0080 |
0.0004 |
5.6% |
0.0000 |
Volume |
0 |
44 |
44 |
|
1 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0844 |
1.0792 |
1.0547 |
|
R3 |
1.0710 |
1.0658 |
1.0510 |
|
R2 |
1.0576 |
1.0576 |
1.0498 |
|
R1 |
1.0524 |
1.0524 |
1.0485 |
1.0550 |
PP |
1.0442 |
1.0442 |
1.0442 |
1.0455 |
S1 |
1.0390 |
1.0390 |
1.0461 |
1.0416 |
S2 |
1.0308 |
1.0308 |
1.0448 |
|
S3 |
1.0174 |
1.0256 |
1.0436 |
|
S4 |
1.0040 |
1.0122 |
1.0399 |
|
|
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 |
1.0493 |
1.0318 |
0.0175 |
1.7% |
0.0074 |
0.7% |
89% |
True |
False |
8 |
10 |
1.0493 |
1.0250 |
0.0243 |
2.3% |
0.0056 |
0.5% |
92% |
True |
False |
4 |
20 |
1.0820 |
1.0250 |
0.0570 |
5.4% |
0.0043 |
0.4% |
39% |
False |
False |
2 |
40 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0033 |
0.3% |
45% |
False |
False |
1 |
60 |
1.0930 |
1.0193 |
0.0737 |
7.0% |
0.0024 |
0.2% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1063 |
2.618 |
1.0844 |
1.618 |
1.0710 |
1.000 |
1.0627 |
0.618 |
1.0576 |
HIGH |
1.0493 |
0.618 |
1.0442 |
0.500 |
1.0426 |
0.382 |
1.0410 |
LOW |
1.0359 |
0.618 |
1.0276 |
1.000 |
1.0225 |
1.618 |
1.0142 |
2.618 |
1.0008 |
4.250 |
0.9790 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0457 |
1.0451 |
PP |
1.0442 |
1.0428 |
S1 |
1.0426 |
1.0406 |
|