CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0405 |
1.0398 |
-0.0007 |
-0.1% |
1.0326 |
| High |
1.0425 |
1.0450 |
0.0025 |
0.2% |
1.0431 |
| Low |
1.0330 |
1.0333 |
0.0003 |
0.0% |
1.0257 |
| Close |
1.0346 |
1.0408 |
0.0062 |
0.6% |
1.0369 |
| Range |
0.0095 |
0.0117 |
0.0022 |
23.2% |
0.0174 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.1% |
0.0000 |
| Volume |
13 |
28 |
15 |
115.4% |
42 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0695 |
1.0472 |
|
| R3 |
1.0631 |
1.0578 |
1.0440 |
|
| R2 |
1.0514 |
1.0514 |
1.0429 |
|
| R1 |
1.0461 |
1.0461 |
1.0419 |
1.0488 |
| PP |
1.0397 |
1.0397 |
1.0397 |
1.0410 |
| S1 |
1.0344 |
1.0344 |
1.0397 |
1.0371 |
| S2 |
1.0280 |
1.0280 |
1.0387 |
|
| S3 |
1.0163 |
1.0227 |
1.0376 |
|
| S4 |
1.0046 |
1.0110 |
1.0344 |
|
|
| 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 |
1.0450 |
1.0276 |
0.0174 |
1.7% |
0.0111 |
1.1% |
76% |
True |
False |
26 |
| 10 |
1.0450 |
1.0230 |
0.0220 |
2.1% |
0.0089 |
0.9% |
81% |
True |
False |
14 |
| 20 |
1.0563 |
1.0230 |
0.0333 |
3.2% |
0.0087 |
0.8% |
53% |
False |
False |
10 |
| 40 |
1.0820 |
1.0230 |
0.0590 |
5.7% |
0.0056 |
0.5% |
30% |
False |
False |
5 |
| 60 |
1.0820 |
1.0193 |
0.0627 |
6.0% |
0.0045 |
0.4% |
34% |
False |
False |
3 |
| 80 |
1.1036 |
1.0193 |
0.0843 |
8.1% |
0.0035 |
0.3% |
26% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0947 |
|
2.618 |
1.0756 |
|
1.618 |
1.0639 |
|
1.000 |
1.0567 |
|
0.618 |
1.0522 |
|
HIGH |
1.0450 |
|
0.618 |
1.0405 |
|
0.500 |
1.0392 |
|
0.382 |
1.0378 |
|
LOW |
1.0333 |
|
0.618 |
1.0261 |
|
1.000 |
1.0216 |
|
1.618 |
1.0144 |
|
2.618 |
1.0027 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0403 |
1.0398 |
| PP |
1.0397 |
1.0387 |
| S1 |
1.0392 |
1.0377 |
|