CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0113 |
1.0077 |
-0.0036 |
-0.4% |
0.9765 |
| High |
1.0132 |
1.0080 |
-0.0052 |
-0.5% |
1.0172 |
| Low |
1.0013 |
1.0018 |
0.0005 |
0.0% |
0.9750 |
| Close |
1.0083 |
1.0053 |
-0.0030 |
-0.3% |
1.0083 |
| Range |
0.0119 |
0.0062 |
-0.0057 |
-47.9% |
0.0422 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
2,581 |
12,088 |
9,507 |
368.3% |
14,462 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0236 |
1.0207 |
1.0087 |
|
| R3 |
1.0174 |
1.0145 |
1.0070 |
|
| R2 |
1.0112 |
1.0112 |
1.0064 |
|
| R1 |
1.0083 |
1.0083 |
1.0059 |
1.0067 |
| PP |
1.0050 |
1.0050 |
1.0050 |
1.0042 |
| S1 |
1.0021 |
1.0021 |
1.0047 |
1.0005 |
| S2 |
0.9988 |
0.9988 |
1.0042 |
|
| S3 |
0.9926 |
0.9959 |
1.0036 |
|
| S4 |
0.9864 |
0.9897 |
1.0019 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1097 |
1.0315 |
|
| R3 |
1.0846 |
1.0675 |
1.0199 |
|
| R2 |
1.0424 |
1.0424 |
1.0160 |
|
| R1 |
1.0253 |
1.0253 |
1.0122 |
1.0339 |
| PP |
1.0002 |
1.0002 |
1.0002 |
1.0044 |
| S1 |
0.9831 |
0.9831 |
1.0044 |
0.9917 |
| S2 |
0.9580 |
0.9580 |
1.0006 |
|
| S3 |
0.9158 |
0.9409 |
0.9967 |
|
| S4 |
0.8736 |
0.8987 |
0.9851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0172 |
0.9762 |
0.0410 |
4.1% |
0.0143 |
1.4% |
71% |
False |
False |
4,989 |
| 10 |
1.0172 |
0.9750 |
0.0422 |
4.2% |
0.0102 |
1.0% |
72% |
False |
False |
2,748 |
| 20 |
1.0172 |
0.9750 |
0.0422 |
4.2% |
0.0086 |
0.9% |
72% |
False |
False |
1,461 |
| 40 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0084 |
0.8% |
35% |
False |
False |
754 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0087 |
0.9% |
35% |
False |
False |
506 |
| 80 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0072 |
0.7% |
28% |
False |
False |
380 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0062 |
0.6% |
28% |
False |
False |
304 |
| 120 |
1.1036 |
0.9750 |
0.1286 |
12.8% |
0.0052 |
0.5% |
24% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0344 |
|
2.618 |
1.0242 |
|
1.618 |
1.0180 |
|
1.000 |
1.0142 |
|
0.618 |
1.0118 |
|
HIGH |
1.0080 |
|
0.618 |
1.0056 |
|
0.500 |
1.0049 |
|
0.382 |
1.0042 |
|
LOW |
1.0018 |
|
0.618 |
0.9980 |
|
1.000 |
0.9956 |
|
1.618 |
0.9918 |
|
2.618 |
0.9856 |
|
4.250 |
0.9755 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0052 |
1.0031 |
| PP |
1.0050 |
1.0009 |
| S1 |
1.0049 |
0.9987 |
|