CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0231 |
1.0193 |
-0.0038 |
-0.4% |
1.0531 |
| High |
1.0250 |
1.0230 |
-0.0020 |
-0.2% |
1.0589 |
| Low |
1.0182 |
1.0099 |
-0.0083 |
-0.8% |
1.0261 |
| Close |
1.0192 |
1.0105 |
-0.0087 |
-0.9% |
1.0263 |
| Range |
0.0068 |
0.0131 |
0.0063 |
92.6% |
0.0328 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.3% |
0.0000 |
| Volume |
37 |
50 |
13 |
35.1% |
118 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0538 |
1.0452 |
1.0177 |
|
| R3 |
1.0407 |
1.0321 |
1.0141 |
|
| R2 |
1.0276 |
1.0276 |
1.0129 |
|
| R1 |
1.0190 |
1.0190 |
1.0117 |
1.0168 |
| PP |
1.0145 |
1.0145 |
1.0145 |
1.0133 |
| S1 |
1.0059 |
1.0059 |
1.0093 |
1.0037 |
| S2 |
1.0014 |
1.0014 |
1.0081 |
|
| S3 |
0.9883 |
0.9928 |
1.0069 |
|
| S4 |
0.9752 |
0.9797 |
1.0033 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1137 |
1.0443 |
|
| R3 |
1.1027 |
1.0809 |
1.0353 |
|
| R2 |
1.0699 |
1.0699 |
1.0323 |
|
| R1 |
1.0481 |
1.0481 |
1.0293 |
1.0426 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0344 |
| S1 |
1.0153 |
1.0153 |
1.0233 |
1.0098 |
| S2 |
1.0043 |
1.0043 |
1.0203 |
|
| S3 |
0.9715 |
0.9825 |
1.0173 |
|
| S4 |
0.9387 |
0.9497 |
1.0083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0492 |
1.0099 |
0.0393 |
3.9% |
0.0108 |
1.1% |
2% |
False |
True |
45 |
| 10 |
1.0607 |
1.0099 |
0.0508 |
5.0% |
0.0090 |
0.9% |
1% |
False |
True |
30 |
| 20 |
1.0607 |
1.0099 |
0.0508 |
5.0% |
0.0093 |
0.9% |
1% |
False |
True |
23 |
| 40 |
1.0607 |
1.0099 |
0.0508 |
5.0% |
0.0082 |
0.8% |
1% |
False |
True |
14 |
| 60 |
1.0820 |
1.0099 |
0.0721 |
7.1% |
0.0061 |
0.6% |
1% |
False |
True |
9 |
| 80 |
1.0820 |
1.0099 |
0.0721 |
7.1% |
0.0050 |
0.5% |
1% |
False |
True |
7 |
| 100 |
1.1036 |
1.0099 |
0.0937 |
9.3% |
0.0041 |
0.4% |
1% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0787 |
|
2.618 |
1.0573 |
|
1.618 |
1.0442 |
|
1.000 |
1.0361 |
|
0.618 |
1.0311 |
|
HIGH |
1.0230 |
|
0.618 |
1.0180 |
|
0.500 |
1.0165 |
|
0.382 |
1.0149 |
|
LOW |
1.0099 |
|
0.618 |
1.0018 |
|
1.000 |
0.9968 |
|
1.618 |
0.9887 |
|
2.618 |
0.9756 |
|
4.250 |
0.9542 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0165 |
1.0202 |
| PP |
1.0145 |
1.0170 |
| S1 |
1.0125 |
1.0137 |
|