CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0221 |
1.0158 |
-0.0063 |
-0.6% |
1.0077 |
| High |
1.0221 |
1.0241 |
0.0020 |
0.2% |
1.0241 |
| Low |
1.0132 |
1.0142 |
0.0010 |
0.1% |
1.0018 |
| Close |
1.0152 |
1.0221 |
0.0069 |
0.7% |
1.0221 |
| Range |
0.0089 |
0.0099 |
0.0010 |
11.2% |
0.0223 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.0% |
0.0000 |
| Volume |
25,716 |
22,153 |
-3,563 |
-13.9% |
95,927 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0498 |
1.0459 |
1.0275 |
|
| R3 |
1.0399 |
1.0360 |
1.0248 |
|
| R2 |
1.0300 |
1.0300 |
1.0239 |
|
| R1 |
1.0261 |
1.0261 |
1.0230 |
1.0281 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0211 |
| S1 |
1.0162 |
1.0162 |
1.0212 |
1.0182 |
| S2 |
1.0102 |
1.0102 |
1.0203 |
|
| S3 |
1.0003 |
1.0063 |
1.0194 |
|
| S4 |
0.9904 |
0.9964 |
1.0167 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0829 |
1.0748 |
1.0344 |
|
| R3 |
1.0606 |
1.0525 |
1.0282 |
|
| R2 |
1.0383 |
1.0383 |
1.0262 |
|
| R1 |
1.0302 |
1.0302 |
1.0241 |
1.0343 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0180 |
| S1 |
1.0079 |
1.0079 |
1.0201 |
1.0120 |
| S2 |
0.9937 |
0.9937 |
1.0180 |
|
| S3 |
0.9714 |
0.9856 |
1.0160 |
|
| S4 |
0.9491 |
0.9633 |
1.0098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0241 |
1.0018 |
0.0223 |
2.2% |
0.0093 |
0.9% |
91% |
True |
False |
19,185 |
| 10 |
1.0241 |
0.9750 |
0.0491 |
4.8% |
0.0117 |
1.1% |
96% |
True |
False |
11,038 |
| 20 |
1.0241 |
0.9750 |
0.0491 |
4.8% |
0.0094 |
0.9% |
96% |
True |
False |
5,619 |
| 40 |
1.0589 |
0.9750 |
0.0839 |
8.2% |
0.0087 |
0.8% |
56% |
False |
False |
2,849 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0087 |
0.9% |
55% |
False |
False |
1,903 |
| 80 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0076 |
0.7% |
44% |
False |
False |
1,428 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0066 |
0.6% |
44% |
False |
False |
1,142 |
| 120 |
1.0930 |
0.9750 |
0.1180 |
11.5% |
0.0056 |
0.5% |
40% |
False |
False |
952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0662 |
|
2.618 |
1.0500 |
|
1.618 |
1.0401 |
|
1.000 |
1.0340 |
|
0.618 |
1.0302 |
|
HIGH |
1.0241 |
|
0.618 |
1.0203 |
|
0.500 |
1.0192 |
|
0.382 |
1.0180 |
|
LOW |
1.0142 |
|
0.618 |
1.0081 |
|
1.000 |
1.0043 |
|
1.618 |
0.9982 |
|
2.618 |
0.9883 |
|
4.250 |
0.9721 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0205 |
| PP |
1.0201 |
1.0189 |
| S1 |
1.0192 |
1.0173 |
|