CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9946 |
0.9857 |
-0.0089 |
-0.9% |
1.0011 |
| High |
0.9950 |
0.9895 |
-0.0055 |
-0.6% |
1.0030 |
| Low |
0.9855 |
0.9851 |
-0.0004 |
0.0% |
0.9855 |
| Close |
0.9856 |
0.9867 |
0.0011 |
0.1% |
0.9856 |
| Range |
0.0095 |
0.0044 |
-0.0051 |
-53.7% |
0.0175 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
20,616 |
15,971 |
-4,645 |
-22.5% |
100,074 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0003 |
0.9979 |
0.9891 |
|
| R3 |
0.9959 |
0.9935 |
0.9879 |
|
| R2 |
0.9915 |
0.9915 |
0.9875 |
|
| R1 |
0.9891 |
0.9891 |
0.9871 |
0.9903 |
| PP |
0.9871 |
0.9871 |
0.9871 |
0.9877 |
| S1 |
0.9847 |
0.9847 |
0.9863 |
0.9859 |
| S2 |
0.9827 |
0.9827 |
0.9859 |
|
| S3 |
0.9783 |
0.9803 |
0.9855 |
|
| S4 |
0.9739 |
0.9759 |
0.9843 |
|
|
| 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 |
1.0030 |
0.9851 |
0.0179 |
1.8% |
0.0084 |
0.8% |
9% |
False |
True |
23,209 |
| 10 |
1.0149 |
0.9851 |
0.0298 |
3.0% |
0.0091 |
0.9% |
5% |
False |
True |
20,093 |
| 20 |
1.0188 |
0.9851 |
0.0337 |
3.4% |
0.0098 |
1.0% |
5% |
False |
True |
17,487 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0100 |
1.0% |
23% |
False |
False |
15,029 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0091 |
0.9% |
23% |
False |
False |
10,064 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0090 |
0.9% |
14% |
False |
False |
7,553 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0086 |
0.9% |
14% |
False |
False |
6,043 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.8% |
0.0075 |
0.8% |
11% |
False |
False |
5,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0082 |
|
2.618 |
1.0010 |
|
1.618 |
0.9966 |
|
1.000 |
0.9939 |
|
0.618 |
0.9922 |
|
HIGH |
0.9895 |
|
0.618 |
0.9878 |
|
0.500 |
0.9873 |
|
0.382 |
0.9868 |
|
LOW |
0.9851 |
|
0.618 |
0.9824 |
|
1.000 |
0.9807 |
|
1.618 |
0.9780 |
|
2.618 |
0.9736 |
|
4.250 |
0.9664 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9873 |
0.9929 |
| PP |
0.9871 |
0.9908 |
| S1 |
0.9869 |
0.9888 |
|