CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0500 |
1.0416 |
-0.0084 |
-0.8% |
1.0396 |
| High |
1.0563 |
1.0416 |
-0.0147 |
-1.4% |
1.0563 |
| Low |
1.0377 |
1.0340 |
-0.0037 |
-0.4% |
1.0318 |
| Close |
1.0444 |
1.0369 |
-0.0075 |
-0.7% |
1.0444 |
| Range |
0.0186 |
0.0076 |
-0.0110 |
-59.1% |
0.0245 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.4% |
0.0000 |
| Volume |
10 |
6 |
-4 |
-40.0% |
54 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0603 |
1.0562 |
1.0411 |
|
| R3 |
1.0527 |
1.0486 |
1.0390 |
|
| R2 |
1.0451 |
1.0451 |
1.0383 |
|
| R1 |
1.0410 |
1.0410 |
1.0376 |
1.0393 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0366 |
| S1 |
1.0334 |
1.0334 |
1.0362 |
1.0317 |
| S2 |
1.0299 |
1.0299 |
1.0355 |
|
| S3 |
1.0223 |
1.0258 |
1.0348 |
|
| S4 |
1.0147 |
1.0182 |
1.0327 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1055 |
1.0579 |
|
| R3 |
1.0932 |
1.0810 |
1.0511 |
|
| R2 |
1.0687 |
1.0687 |
1.0489 |
|
| R1 |
1.0565 |
1.0565 |
1.0466 |
1.0626 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0472 |
| S1 |
1.0320 |
1.0320 |
1.0422 |
1.0381 |
| S2 |
1.0197 |
1.0197 |
1.0399 |
|
| S3 |
0.9952 |
1.0075 |
1.0377 |
|
| S4 |
0.9707 |
0.9830 |
1.0309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0563 |
1.0318 |
0.0245 |
2.4% |
0.0117 |
1.1% |
21% |
False |
False |
12 |
| 10 |
1.0563 |
1.0250 |
0.0313 |
3.0% |
0.0076 |
0.7% |
38% |
False |
False |
6 |
| 20 |
1.0820 |
1.0250 |
0.0570 |
5.5% |
0.0056 |
0.5% |
21% |
False |
False |
3 |
| 40 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0040 |
0.4% |
28% |
False |
False |
1 |
| 60 |
1.0930 |
1.0193 |
0.0737 |
7.1% |
0.0029 |
0.3% |
24% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0739 |
|
2.618 |
1.0615 |
|
1.618 |
1.0539 |
|
1.000 |
1.0492 |
|
0.618 |
1.0463 |
|
HIGH |
1.0416 |
|
0.618 |
1.0387 |
|
0.500 |
1.0378 |
|
0.382 |
1.0369 |
|
LOW |
1.0340 |
|
0.618 |
1.0293 |
|
1.000 |
1.0264 |
|
1.618 |
1.0217 |
|
2.618 |
1.0141 |
|
4.250 |
1.0017 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0378 |
1.0452 |
| PP |
1.0375 |
1.0424 |
| S1 |
1.0372 |
1.0397 |
|