CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9970 |
0.9946 |
-0.0024 |
-0.2% |
1.0011 |
| High |
1.0007 |
0.9950 |
-0.0057 |
-0.6% |
1.0030 |
| Low |
0.9875 |
0.9855 |
-0.0020 |
-0.2% |
0.9855 |
| Close |
0.9949 |
0.9856 |
-0.0093 |
-0.9% |
0.9856 |
| Range |
0.0132 |
0.0095 |
-0.0037 |
-28.0% |
0.0175 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
35,072 |
20,616 |
-14,456 |
-41.2% |
100,074 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0172 |
1.0109 |
0.9908 |
|
| R3 |
1.0077 |
1.0014 |
0.9882 |
|
| R2 |
0.9982 |
0.9982 |
0.9873 |
|
| R1 |
0.9919 |
0.9919 |
0.9865 |
0.9903 |
| PP |
0.9887 |
0.9887 |
0.9887 |
0.9879 |
| S1 |
0.9824 |
0.9824 |
0.9847 |
0.9808 |
| S2 |
0.9792 |
0.9792 |
0.9839 |
|
| S3 |
0.9697 |
0.9729 |
0.9830 |
|
| S4 |
0.9602 |
0.9634 |
0.9804 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0322 |
0.9952 |
|
| R3 |
1.0264 |
1.0147 |
0.9904 |
|
| R2 |
1.0089 |
1.0089 |
0.9888 |
|
| R1 |
0.9972 |
0.9972 |
0.9872 |
0.9943 |
| PP |
0.9914 |
0.9914 |
0.9914 |
0.9899 |
| S1 |
0.9797 |
0.9797 |
0.9840 |
0.9768 |
| S2 |
0.9739 |
0.9739 |
0.9824 |
|
| S3 |
0.9564 |
0.9622 |
0.9808 |
|
| S4 |
0.9389 |
0.9447 |
0.9760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0064 |
0.9855 |
0.0209 |
2.1% |
0.0095 |
1.0% |
0% |
False |
True |
24,100 |
| 10 |
1.0149 |
0.9855 |
0.0294 |
3.0% |
0.0098 |
1.0% |
0% |
False |
True |
20,641 |
| 20 |
1.0188 |
0.9855 |
0.0333 |
3.4% |
0.0099 |
1.0% |
0% |
False |
True |
17,264 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0100 |
1.0% |
21% |
False |
False |
14,634 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0091 |
0.9% |
21% |
False |
False |
9,799 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0090 |
0.9% |
12% |
False |
False |
7,354 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0086 |
0.9% |
12% |
False |
False |
5,884 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.9% |
0.0075 |
0.8% |
10% |
False |
False |
4,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0354 |
|
2.618 |
1.0199 |
|
1.618 |
1.0104 |
|
1.000 |
1.0045 |
|
0.618 |
1.0009 |
|
HIGH |
0.9950 |
|
0.618 |
0.9914 |
|
0.500 |
0.9903 |
|
0.382 |
0.9891 |
|
LOW |
0.9855 |
|
0.618 |
0.9796 |
|
1.000 |
0.9760 |
|
1.618 |
0.9701 |
|
2.618 |
0.9606 |
|
4.250 |
0.9451 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9903 |
0.9943 |
| PP |
0.9887 |
0.9914 |
| S1 |
0.9872 |
0.9885 |
|