CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0134 |
1.0136 |
0.0002 |
0.0% |
1.0077 |
| High |
1.0238 |
1.0136 |
-0.0102 |
-1.0% |
1.0241 |
| Low |
1.0124 |
1.0049 |
-0.0075 |
-0.7% |
1.0018 |
| Close |
1.0212 |
1.0065 |
-0.0147 |
-1.4% |
1.0221 |
| Range |
0.0114 |
0.0087 |
-0.0027 |
-23.7% |
0.0223 |
| ATR |
0.0101 |
0.0106 |
0.0004 |
4.3% |
0.0000 |
| Volume |
31,009 |
18,880 |
-12,129 |
-39.1% |
95,927 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0344 |
1.0292 |
1.0113 |
|
| R3 |
1.0257 |
1.0205 |
1.0089 |
|
| R2 |
1.0170 |
1.0170 |
1.0081 |
|
| R1 |
1.0118 |
1.0118 |
1.0073 |
1.0101 |
| PP |
1.0083 |
1.0083 |
1.0083 |
1.0075 |
| S1 |
1.0031 |
1.0031 |
1.0057 |
1.0014 |
| S2 |
0.9996 |
0.9996 |
1.0049 |
|
| S3 |
0.9909 |
0.9944 |
1.0041 |
|
| S4 |
0.9822 |
0.9857 |
1.0017 |
|
|
| 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 |
1.0049 |
0.0214 |
2.1% |
0.0104 |
1.0% |
7% |
False |
True |
22,220 |
| 10 |
1.0263 |
1.0013 |
0.0250 |
2.5% |
0.0101 |
1.0% |
21% |
False |
False |
18,745 |
| 20 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0099 |
1.0% |
61% |
False |
False |
10,028 |
| 40 |
1.0492 |
0.9750 |
0.0742 |
7.4% |
0.0090 |
0.9% |
42% |
False |
False |
5,072 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0089 |
0.9% |
37% |
False |
False |
3,385 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0081 |
0.8% |
37% |
False |
False |
2,540 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0069 |
0.7% |
29% |
False |
False |
2,032 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0059 |
0.6% |
29% |
False |
False |
1,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0506 |
|
2.618 |
1.0364 |
|
1.618 |
1.0277 |
|
1.000 |
1.0223 |
|
0.618 |
1.0190 |
|
HIGH |
1.0136 |
|
0.618 |
1.0103 |
|
0.500 |
1.0093 |
|
0.382 |
1.0082 |
|
LOW |
1.0049 |
|
0.618 |
0.9995 |
|
1.000 |
0.9962 |
|
1.618 |
0.9908 |
|
2.618 |
0.9821 |
|
4.250 |
0.9679 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0149 |
| PP |
1.0083 |
1.0121 |
| S1 |
1.0074 |
1.0093 |
|