CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9987 |
0.9970 |
-0.0017 |
-0.2% |
1.0098 |
| High |
1.0030 |
1.0007 |
-0.0023 |
-0.2% |
1.0149 |
| Low |
0.9963 |
0.9875 |
-0.0088 |
-0.9% |
0.9918 |
| Close |
0.9974 |
0.9949 |
-0.0025 |
-0.3% |
1.0001 |
| Range |
0.0067 |
0.0132 |
0.0065 |
97.0% |
0.0231 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.5% |
0.0000 |
| Volume |
21,842 |
35,072 |
13,230 |
60.6% |
84,886 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0276 |
1.0022 |
|
| R3 |
1.0208 |
1.0144 |
0.9985 |
|
| R2 |
1.0076 |
1.0076 |
0.9973 |
|
| R1 |
1.0012 |
1.0012 |
0.9961 |
0.9978 |
| PP |
0.9944 |
0.9944 |
0.9944 |
0.9927 |
| S1 |
0.9880 |
0.9880 |
0.9937 |
0.9846 |
| S2 |
0.9812 |
0.9812 |
0.9925 |
|
| S3 |
0.9680 |
0.9748 |
0.9913 |
|
| S4 |
0.9548 |
0.9616 |
0.9876 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0716 |
1.0589 |
1.0128 |
|
| R3 |
1.0485 |
1.0358 |
1.0065 |
|
| R2 |
1.0254 |
1.0254 |
1.0043 |
|
| R1 |
1.0127 |
1.0127 |
1.0022 |
1.0075 |
| PP |
1.0023 |
1.0023 |
1.0023 |
0.9997 |
| S1 |
0.9896 |
0.9896 |
0.9980 |
0.9844 |
| S2 |
0.9792 |
0.9792 |
0.9959 |
|
| S3 |
0.9561 |
0.9665 |
0.9937 |
|
| S4 |
0.9330 |
0.9434 |
0.9874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0064 |
0.9875 |
0.0189 |
1.9% |
0.0092 |
0.9% |
39% |
False |
True |
23,776 |
| 10 |
1.0149 |
0.9875 |
0.0274 |
2.8% |
0.0105 |
1.1% |
27% |
False |
True |
21,325 |
| 20 |
1.0188 |
0.9875 |
0.0313 |
3.1% |
0.0098 |
1.0% |
24% |
False |
True |
16,733 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0099 |
1.0% |
39% |
False |
False |
14,121 |
| 60 |
1.0305 |
0.9750 |
0.0555 |
5.6% |
0.0091 |
0.9% |
36% |
False |
False |
9,456 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0090 |
0.9% |
23% |
False |
False |
7,096 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0086 |
0.9% |
23% |
False |
False |
5,678 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.8% |
0.0075 |
0.7% |
19% |
False |
False |
4,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0568 |
|
2.618 |
1.0353 |
|
1.618 |
1.0221 |
|
1.000 |
1.0139 |
|
0.618 |
1.0089 |
|
HIGH |
1.0007 |
|
0.618 |
0.9957 |
|
0.500 |
0.9941 |
|
0.382 |
0.9925 |
|
LOW |
0.9875 |
|
0.618 |
0.9793 |
|
1.000 |
0.9743 |
|
1.618 |
0.9661 |
|
2.618 |
0.9529 |
|
4.250 |
0.9314 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9946 |
0.9953 |
| PP |
0.9944 |
0.9951 |
| S1 |
0.9941 |
0.9950 |
|