CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0373 |
0.0093 |
0.9% |
1.0326 |
| High |
1.0431 |
1.0389 |
-0.0042 |
-0.4% |
1.0431 |
| Low |
1.0276 |
1.0304 |
0.0028 |
0.3% |
1.0257 |
| Close |
1.0369 |
1.0312 |
-0.0057 |
-0.5% |
1.0369 |
| Range |
0.0155 |
0.0085 |
-0.0070 |
-45.2% |
0.0174 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
35 |
30 |
-5 |
-14.3% |
42 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0536 |
1.0359 |
|
| R3 |
1.0505 |
1.0451 |
1.0335 |
|
| R2 |
1.0420 |
1.0420 |
1.0328 |
|
| R1 |
1.0366 |
1.0366 |
1.0320 |
1.0351 |
| PP |
1.0335 |
1.0335 |
1.0335 |
1.0327 |
| S1 |
1.0281 |
1.0281 |
1.0304 |
1.0266 |
| S2 |
1.0250 |
1.0250 |
1.0296 |
|
| S3 |
1.0165 |
1.0196 |
1.0289 |
|
| S4 |
1.0080 |
1.0111 |
1.0265 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0796 |
1.0465 |
|
| R3 |
1.0700 |
1.0622 |
1.0417 |
|
| R2 |
1.0526 |
1.0526 |
1.0401 |
|
| R1 |
1.0448 |
1.0448 |
1.0385 |
1.0487 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0372 |
| S1 |
1.0274 |
1.0274 |
1.0353 |
1.0313 |
| S2 |
1.0178 |
1.0178 |
1.0337 |
|
| S3 |
1.0004 |
1.0100 |
1.0321 |
|
| S4 |
0.9830 |
0.9926 |
1.0273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0431 |
1.0276 |
0.0155 |
1.5% |
0.0076 |
0.7% |
23% |
False |
False |
14 |
| 10 |
1.0431 |
1.0230 |
0.0201 |
1.9% |
0.0079 |
0.8% |
41% |
False |
False |
7 |
| 20 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0077 |
0.7% |
25% |
False |
False |
6 |
| 40 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0052 |
0.5% |
19% |
False |
False |
3 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0040 |
0.4% |
19% |
False |
False |
2 |
| 80 |
1.1036 |
1.0193 |
0.0843 |
8.2% |
0.0031 |
0.3% |
14% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0750 |
|
2.618 |
1.0612 |
|
1.618 |
1.0527 |
|
1.000 |
1.0474 |
|
0.618 |
1.0442 |
|
HIGH |
1.0389 |
|
0.618 |
1.0357 |
|
0.500 |
1.0347 |
|
0.382 |
1.0336 |
|
LOW |
1.0304 |
|
0.618 |
1.0251 |
|
1.000 |
1.0219 |
|
1.618 |
1.0166 |
|
2.618 |
1.0081 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0347 |
1.0354 |
| PP |
1.0335 |
1.0340 |
| S1 |
1.0324 |
1.0326 |
|