CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0043 |
1.0131 |
0.0088 |
0.9% |
0.9765 |
| High |
1.0129 |
1.0227 |
0.0098 |
1.0% |
1.0172 |
| Low |
1.0038 |
1.0105 |
0.0067 |
0.7% |
0.9750 |
| Close |
1.0120 |
1.0215 |
0.0095 |
0.9% |
1.0083 |
| Range |
0.0091 |
0.0122 |
0.0031 |
34.1% |
0.0422 |
| ATR |
0.0098 |
0.0099 |
0.0002 |
1.8% |
0.0000 |
| Volume |
12,772 |
23,198 |
10,426 |
81.6% |
14,462 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0548 |
1.0504 |
1.0282 |
|
| R3 |
1.0426 |
1.0382 |
1.0249 |
|
| R2 |
1.0304 |
1.0304 |
1.0237 |
|
| R1 |
1.0260 |
1.0260 |
1.0226 |
1.0282 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0194 |
| S1 |
1.0138 |
1.0138 |
1.0204 |
1.0160 |
| S2 |
1.0060 |
1.0060 |
1.0193 |
|
| S3 |
0.9938 |
1.0016 |
1.0181 |
|
| S4 |
0.9816 |
0.9894 |
1.0148 |
|
|
| 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 |
1.0227 |
0.9801 |
0.0426 |
4.2% |
0.0153 |
1.5% |
97% |
True |
False |
11,053 |
| 10 |
1.0227 |
0.9750 |
0.0477 |
4.7% |
0.0116 |
1.1% |
97% |
True |
False |
6,318 |
| 20 |
1.0227 |
0.9750 |
0.0477 |
4.7% |
0.0091 |
0.9% |
97% |
True |
False |
3,243 |
| 40 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0087 |
0.8% |
54% |
False |
False |
1,653 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0088 |
0.9% |
54% |
False |
False |
1,106 |
| 80 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0074 |
0.7% |
43% |
False |
False |
830 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0064 |
0.6% |
43% |
False |
False |
664 |
| 120 |
1.0983 |
0.9750 |
0.1233 |
12.1% |
0.0054 |
0.5% |
38% |
False |
False |
553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0746 |
|
2.618 |
1.0546 |
|
1.618 |
1.0424 |
|
1.000 |
1.0349 |
|
0.618 |
1.0302 |
|
HIGH |
1.0227 |
|
0.618 |
1.0180 |
|
0.500 |
1.0166 |
|
0.382 |
1.0152 |
|
LOW |
1.0105 |
|
0.618 |
1.0030 |
|
1.000 |
0.9983 |
|
1.618 |
0.9908 |
|
2.618 |
0.9786 |
|
4.250 |
0.9587 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0199 |
1.0184 |
| PP |
1.0182 |
1.0153 |
| S1 |
1.0166 |
1.0123 |
|