CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1.0487 |
1.0542 |
0.0055 |
0.5% |
1.0373 |
High |
1.0523 |
1.0602 |
0.0079 |
0.8% |
1.0489 |
Low |
1.0427 |
1.0493 |
0.0066 |
0.6% |
1.0304 |
Close |
1.0494 |
1.0598 |
0.0104 |
1.0% |
1.0469 |
Range |
0.0096 |
0.0109 |
0.0013 |
13.5% |
0.0185 |
ATR |
0.0089 |
0.0091 |
0.0001 |
1.6% |
0.0000 |
Volume |
8 |
5 |
-3 |
-37.5% |
119 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0891 |
1.0854 |
1.0658 |
|
R3 |
1.0782 |
1.0745 |
1.0628 |
|
R2 |
1.0673 |
1.0673 |
1.0618 |
|
R1 |
1.0636 |
1.0636 |
1.0608 |
1.0655 |
PP |
1.0564 |
1.0564 |
1.0564 |
1.0574 |
S1 |
1.0527 |
1.0527 |
1.0588 |
1.0546 |
S2 |
1.0455 |
1.0455 |
1.0578 |
|
S3 |
1.0346 |
1.0418 |
1.0568 |
|
S4 |
1.0237 |
1.0309 |
1.0538 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0976 |
1.0907 |
1.0571 |
|
R3 |
1.0791 |
1.0722 |
1.0520 |
|
R2 |
1.0606 |
1.0606 |
1.0503 |
|
R1 |
1.0537 |
1.0537 |
1.0486 |
1.0572 |
PP |
1.0421 |
1.0421 |
1.0421 |
1.0438 |
S1 |
1.0352 |
1.0352 |
1.0452 |
1.0387 |
S2 |
1.0236 |
1.0236 |
1.0435 |
|
S3 |
1.0051 |
1.0167 |
1.0418 |
|
S4 |
0.9866 |
0.9982 |
1.0367 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0602 |
1.0333 |
0.0269 |
2.5% |
0.0090 |
0.8% |
99% |
True |
False |
14 |
10 |
1.0602 |
1.0276 |
0.0326 |
3.1% |
0.0096 |
0.9% |
99% |
True |
False |
17 |
20 |
1.0602 |
1.0230 |
0.0372 |
3.5% |
0.0092 |
0.9% |
99% |
True |
False |
12 |
40 |
1.0820 |
1.0230 |
0.0590 |
5.6% |
0.0064 |
0.6% |
62% |
False |
False |
6 |
60 |
1.0820 |
1.0193 |
0.0627 |
5.9% |
0.0050 |
0.5% |
65% |
False |
False |
4 |
80 |
1.0930 |
1.0193 |
0.0737 |
7.0% |
0.0039 |
0.4% |
55% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1065 |
2.618 |
1.0887 |
1.618 |
1.0778 |
1.000 |
1.0711 |
0.618 |
1.0669 |
HIGH |
1.0602 |
0.618 |
1.0560 |
0.500 |
1.0548 |
0.382 |
1.0535 |
LOW |
1.0493 |
0.618 |
1.0426 |
1.000 |
1.0384 |
1.618 |
1.0317 |
2.618 |
1.0208 |
4.250 |
1.0030 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0581 |
1.0570 |
PP |
1.0564 |
1.0542 |
S1 |
1.0548 |
1.0515 |
|