CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0142 |
0.0031 |
0.3% |
1.0120 |
| High |
1.0176 |
1.0159 |
-0.0017 |
-0.2% |
1.0188 |
| Low |
1.0102 |
0.9999 |
-0.0103 |
-1.0% |
1.0073 |
| Close |
1.0158 |
1.0032 |
-0.0126 |
-1.2% |
1.0166 |
| Range |
0.0074 |
0.0160 |
0.0086 |
116.2% |
0.0115 |
| ATR |
0.0090 |
0.0095 |
0.0005 |
5.6% |
0.0000 |
| Volume |
9,393 |
15,321 |
5,928 |
63.1% |
40,012 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0543 |
1.0448 |
1.0120 |
|
| R3 |
1.0383 |
1.0288 |
1.0076 |
|
| R2 |
1.0223 |
1.0223 |
1.0061 |
|
| R1 |
1.0128 |
1.0128 |
1.0047 |
1.0096 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0047 |
| S1 |
0.9968 |
0.9968 |
1.0017 |
0.9936 |
| S2 |
0.9903 |
0.9903 |
1.0003 |
|
| S3 |
0.9743 |
0.9808 |
0.9988 |
|
| S4 |
0.9583 |
0.9648 |
0.9944 |
|
|
| 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 |
0.9999 |
0.0189 |
1.9% |
0.0086 |
0.9% |
17% |
False |
True |
9,156 |
| 10 |
1.0188 |
0.9999 |
0.0189 |
1.9% |
0.0081 |
0.8% |
17% |
False |
True |
11,607 |
| 20 |
1.0263 |
0.9801 |
0.0462 |
4.6% |
0.0105 |
1.0% |
50% |
False |
False |
14,464 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.1% |
0.0088 |
0.9% |
55% |
False |
False |
7,492 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0087 |
0.9% |
33% |
False |
False |
5,004 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0086 |
0.9% |
33% |
False |
False |
3,755 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0074 |
0.7% |
26% |
False |
False |
3,004 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.7% |
0.0065 |
0.6% |
26% |
False |
False |
2,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0839 |
|
2.618 |
1.0578 |
|
1.618 |
1.0418 |
|
1.000 |
1.0319 |
|
0.618 |
1.0258 |
|
HIGH |
1.0159 |
|
0.618 |
1.0098 |
|
0.500 |
1.0079 |
|
0.382 |
1.0060 |
|
LOW |
0.9999 |
|
0.618 |
0.9900 |
|
1.000 |
0.9839 |
|
1.618 |
0.9740 |
|
2.618 |
0.9580 |
|
4.250 |
0.9319 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0079 |
1.0088 |
| PP |
1.0063 |
1.0069 |
| S1 |
1.0048 |
1.0051 |
|