CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0158 |
1.0202 |
0.0044 |
0.4% |
1.0077 |
| High |
1.0241 |
1.0263 |
0.0022 |
0.2% |
1.0241 |
| Low |
1.0142 |
1.0171 |
0.0029 |
0.3% |
1.0018 |
| Close |
1.0221 |
1.0196 |
-0.0025 |
-0.2% |
1.0221 |
| Range |
0.0099 |
0.0092 |
-0.0007 |
-7.1% |
0.0223 |
| ATR |
0.0099 |
0.0098 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
22,153 |
20,480 |
-1,673 |
-7.6% |
95,927 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0486 |
1.0433 |
1.0247 |
|
| R3 |
1.0394 |
1.0341 |
1.0221 |
|
| R2 |
1.0302 |
1.0302 |
1.0213 |
|
| R1 |
1.0249 |
1.0249 |
1.0204 |
1.0230 |
| PP |
1.0210 |
1.0210 |
1.0210 |
1.0200 |
| S1 |
1.0157 |
1.0157 |
1.0188 |
1.0138 |
| S2 |
1.0118 |
1.0118 |
1.0179 |
|
| S3 |
1.0026 |
1.0065 |
1.0171 |
|
| S4 |
0.9934 |
0.9973 |
1.0145 |
|
|
| 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 |
1.0263 |
1.0038 |
0.0225 |
2.2% |
0.0099 |
1.0% |
70% |
True |
False |
20,863 |
| 10 |
1.0263 |
0.9762 |
0.0501 |
4.9% |
0.0121 |
1.2% |
87% |
True |
False |
12,926 |
| 20 |
1.0263 |
0.9750 |
0.0513 |
5.0% |
0.0094 |
0.9% |
87% |
True |
False |
6,635 |
| 40 |
1.0589 |
0.9750 |
0.0839 |
8.2% |
0.0087 |
0.9% |
53% |
False |
False |
3,360 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0086 |
0.8% |
52% |
False |
False |
2,244 |
| 80 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0077 |
0.8% |
42% |
False |
False |
1,684 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0067 |
0.7% |
42% |
False |
False |
1,347 |
| 120 |
1.0930 |
0.9750 |
0.1180 |
11.6% |
0.0057 |
0.6% |
38% |
False |
False |
1,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0654 |
|
2.618 |
1.0504 |
|
1.618 |
1.0412 |
|
1.000 |
1.0355 |
|
0.618 |
1.0320 |
|
HIGH |
1.0263 |
|
0.618 |
1.0228 |
|
0.500 |
1.0217 |
|
0.382 |
1.0206 |
|
LOW |
1.0171 |
|
0.618 |
1.0114 |
|
1.000 |
1.0079 |
|
1.618 |
1.0022 |
|
2.618 |
0.9930 |
|
4.250 |
0.9780 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0217 |
1.0198 |
| PP |
1.0210 |
1.0197 |
| S1 |
1.0203 |
1.0197 |
|