CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9857 |
0.9891 |
0.0034 |
0.3% |
1.0011 |
| High |
0.9895 |
0.9902 |
0.0007 |
0.1% |
1.0030 |
| Low |
0.9851 |
0.9823 |
-0.0028 |
-0.3% |
0.9855 |
| Close |
0.9867 |
0.9846 |
-0.0021 |
-0.2% |
0.9856 |
| Range |
0.0044 |
0.0079 |
0.0035 |
79.5% |
0.0175 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
15,971 |
17,366 |
1,395 |
8.7% |
100,074 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0094 |
1.0049 |
0.9889 |
|
| R3 |
1.0015 |
0.9970 |
0.9868 |
|
| R2 |
0.9936 |
0.9936 |
0.9860 |
|
| R1 |
0.9891 |
0.9891 |
0.9853 |
0.9874 |
| PP |
0.9857 |
0.9857 |
0.9857 |
0.9849 |
| S1 |
0.9812 |
0.9812 |
0.9839 |
0.9795 |
| S2 |
0.9778 |
0.9778 |
0.9832 |
|
| S3 |
0.9699 |
0.9733 |
0.9824 |
|
| S4 |
0.9620 |
0.9654 |
0.9803 |
|
|
| 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 |
0.9823 |
0.0207 |
2.1% |
0.0083 |
0.8% |
11% |
False |
True |
22,173 |
| 10 |
1.0064 |
0.9823 |
0.0241 |
2.4% |
0.0084 |
0.9% |
10% |
False |
True |
20,379 |
| 20 |
1.0183 |
0.9823 |
0.0360 |
3.7% |
0.0098 |
1.0% |
6% |
False |
True |
18,135 |
| 40 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0100 |
1.0% |
19% |
False |
False |
15,450 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0090 |
0.9% |
19% |
False |
False |
10,353 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0091 |
0.9% |
11% |
False |
False |
7,770 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0087 |
0.9% |
11% |
False |
False |
6,217 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.9% |
0.0075 |
0.8% |
9% |
False |
False |
5,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0238 |
|
2.618 |
1.0109 |
|
1.618 |
1.0030 |
|
1.000 |
0.9981 |
|
0.618 |
0.9951 |
|
HIGH |
0.9902 |
|
0.618 |
0.9872 |
|
0.500 |
0.9863 |
|
0.382 |
0.9853 |
|
LOW |
0.9823 |
|
0.618 |
0.9774 |
|
1.000 |
0.9744 |
|
1.618 |
0.9695 |
|
2.618 |
0.9616 |
|
4.250 |
0.9487 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9863 |
0.9887 |
| PP |
0.9857 |
0.9873 |
| S1 |
0.9852 |
0.9860 |
|