CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0111 |
-0.0051 |
-0.5% |
1.0120 |
| High |
1.0176 |
1.0176 |
0.0000 |
0.0% |
1.0188 |
| Low |
1.0092 |
1.0102 |
0.0010 |
0.1% |
1.0073 |
| Close |
1.0126 |
1.0158 |
0.0032 |
0.3% |
1.0166 |
| Range |
0.0084 |
0.0074 |
-0.0010 |
-11.9% |
0.0115 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
9,524 |
9,393 |
-131 |
-1.4% |
40,012 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0337 |
1.0199 |
|
| R3 |
1.0293 |
1.0263 |
1.0178 |
|
| R2 |
1.0219 |
1.0219 |
1.0172 |
|
| R1 |
1.0189 |
1.0189 |
1.0165 |
1.0204 |
| PP |
1.0145 |
1.0145 |
1.0145 |
1.0153 |
| S1 |
1.0115 |
1.0115 |
1.0151 |
1.0130 |
| S2 |
1.0071 |
1.0071 |
1.0144 |
|
| S3 |
0.9997 |
1.0041 |
1.0138 |
|
| S4 |
0.9923 |
0.9967 |
1.0117 |
|
|
| 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 |
1.0092 |
0.0096 |
0.9% |
0.0068 |
0.7% |
69% |
False |
False |
8,394 |
| 10 |
1.0238 |
1.0049 |
0.0189 |
1.9% |
0.0076 |
0.7% |
58% |
False |
False |
13,176 |
| 20 |
1.0263 |
0.9762 |
0.0501 |
4.9% |
0.0103 |
1.0% |
79% |
False |
False |
13,906 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0086 |
0.8% |
80% |
False |
False |
7,111 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0086 |
0.8% |
48% |
False |
False |
4,749 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0084 |
0.8% |
48% |
False |
False |
3,563 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0072 |
0.7% |
38% |
False |
False |
2,851 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0063 |
0.6% |
38% |
False |
False |
2,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0491 |
|
2.618 |
1.0370 |
|
1.618 |
1.0296 |
|
1.000 |
1.0250 |
|
0.618 |
1.0222 |
|
HIGH |
1.0176 |
|
0.618 |
1.0148 |
|
0.500 |
1.0139 |
|
0.382 |
1.0130 |
|
LOW |
1.0102 |
|
0.618 |
1.0056 |
|
1.000 |
1.0028 |
|
1.618 |
0.9982 |
|
2.618 |
0.9908 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0152 |
1.0151 |
| PP |
1.0145 |
1.0144 |
| S1 |
1.0139 |
1.0138 |
|