CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1.0513 |
1.0478 |
-0.0035 |
-0.3% |
1.0457 |
High |
1.0550 |
1.0492 |
-0.0058 |
-0.5% |
1.0607 |
Low |
1.0463 |
1.0323 |
-0.0140 |
-1.3% |
1.0427 |
Close |
1.0484 |
1.0323 |
-0.0161 |
-1.5% |
1.0572 |
Range |
0.0087 |
0.0169 |
0.0082 |
94.3% |
0.0180 |
ATR |
0.0086 |
0.0092 |
0.0006 |
6.9% |
0.0000 |
Volume |
5 |
53 |
48 |
960.0% |
73 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0886 |
1.0774 |
1.0416 |
|
R3 |
1.0717 |
1.0605 |
1.0369 |
|
R2 |
1.0548 |
1.0548 |
1.0354 |
|
R1 |
1.0436 |
1.0436 |
1.0338 |
1.0408 |
PP |
1.0379 |
1.0379 |
1.0379 |
1.0365 |
S1 |
1.0267 |
1.0267 |
1.0308 |
1.0239 |
S2 |
1.0210 |
1.0210 |
1.0292 |
|
S3 |
1.0041 |
1.0098 |
1.0277 |
|
S4 |
0.9872 |
0.9929 |
1.0230 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1075 |
1.1004 |
1.0671 |
|
R3 |
1.0895 |
1.0824 |
1.0622 |
|
R2 |
1.0715 |
1.0715 |
1.0605 |
|
R1 |
1.0644 |
1.0644 |
1.0589 |
1.0680 |
PP |
1.0535 |
1.0535 |
1.0535 |
1.0553 |
S1 |
1.0464 |
1.0464 |
1.0556 |
1.0500 |
S2 |
1.0355 |
1.0355 |
1.0539 |
|
S3 |
1.0175 |
1.0284 |
1.0523 |
|
S4 |
0.9995 |
1.0104 |
1.0473 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0589 |
1.0323 |
0.0266 |
2.6% |
0.0090 |
0.9% |
0% |
False |
True |
19 |
10 |
1.0607 |
1.0323 |
0.0284 |
2.8% |
0.0086 |
0.8% |
0% |
False |
True |
17 |
20 |
1.0607 |
1.0230 |
0.0377 |
3.7% |
0.0088 |
0.9% |
25% |
False |
False |
15 |
40 |
1.0607 |
1.0230 |
0.0377 |
3.7% |
0.0076 |
0.7% |
25% |
False |
False |
9 |
60 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0057 |
0.6% |
21% |
False |
False |
6 |
80 |
1.0820 |
1.0193 |
0.0627 |
6.1% |
0.0046 |
0.4% |
21% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1210 |
2.618 |
1.0934 |
1.618 |
1.0765 |
1.000 |
1.0661 |
0.618 |
1.0596 |
HIGH |
1.0492 |
0.618 |
1.0427 |
0.500 |
1.0408 |
0.382 |
1.0388 |
LOW |
1.0323 |
0.618 |
1.0219 |
1.000 |
1.0154 |
1.618 |
1.0050 |
2.618 |
0.9881 |
4.250 |
0.9605 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0408 |
1.0456 |
PP |
1.0379 |
1.0412 |
S1 |
1.0351 |
1.0367 |
|