CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0134 |
1.0172 |
0.0038 |
0.4% |
1.0120 |
| High |
1.0188 |
1.0183 |
-0.0005 |
0.0% |
1.0188 |
| Low |
1.0126 |
1.0135 |
0.0009 |
0.1% |
1.0073 |
| Close |
1.0166 |
1.0161 |
-0.0005 |
0.0% |
1.0166 |
| Range |
0.0062 |
0.0048 |
-0.0014 |
-22.6% |
0.0115 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
4,405 |
7,141 |
2,736 |
62.1% |
40,012 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0304 |
1.0280 |
1.0187 |
|
| R3 |
1.0256 |
1.0232 |
1.0174 |
|
| R2 |
1.0208 |
1.0208 |
1.0170 |
|
| R1 |
1.0184 |
1.0184 |
1.0165 |
1.0172 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0154 |
| S1 |
1.0136 |
1.0136 |
1.0157 |
1.0124 |
| S2 |
1.0112 |
1.0112 |
1.0152 |
|
| S3 |
1.0064 |
1.0088 |
1.0148 |
|
| S4 |
1.0016 |
1.0040 |
1.0135 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0487 |
1.0442 |
1.0229 |
|
| R3 |
1.0372 |
1.0327 |
1.0198 |
|
| R2 |
1.0257 |
1.0257 |
1.0187 |
|
| R1 |
1.0212 |
1.0212 |
1.0177 |
1.0235 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0154 |
| S1 |
1.0097 |
1.0097 |
1.0155 |
1.0120 |
| S2 |
1.0027 |
1.0027 |
1.0145 |
|
| S3 |
0.9912 |
0.9982 |
1.0134 |
|
| S4 |
0.9797 |
0.9867 |
1.0103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0188 |
1.0073 |
0.0115 |
1.1% |
0.0067 |
0.7% |
77% |
False |
False |
9,430 |
| 10 |
1.0263 |
1.0049 |
0.0214 |
2.1% |
0.0083 |
0.8% |
52% |
False |
False |
15,191 |
| 20 |
1.0263 |
0.9750 |
0.0513 |
5.0% |
0.0100 |
1.0% |
80% |
False |
False |
13,115 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.0% |
0.0085 |
0.8% |
80% |
False |
False |
6,639 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0088 |
0.9% |
48% |
False |
False |
4,434 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0083 |
0.8% |
48% |
False |
False |
3,327 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0071 |
0.7% |
38% |
False |
False |
2,661 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0062 |
0.6% |
38% |
False |
False |
2,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0309 |
|
1.618 |
1.0261 |
|
1.000 |
1.0231 |
|
0.618 |
1.0213 |
|
HIGH |
1.0183 |
|
0.618 |
1.0165 |
|
0.500 |
1.0159 |
|
0.382 |
1.0153 |
|
LOW |
1.0135 |
|
0.618 |
1.0105 |
|
1.000 |
1.0087 |
|
1.618 |
1.0057 |
|
2.618 |
1.0009 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0160 |
1.0154 |
| PP |
1.0160 |
1.0147 |
| S1 |
1.0159 |
1.0140 |
|