CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9845 |
0.9875 |
0.0030 |
0.3% |
1.0011 |
| High |
0.9889 |
0.9938 |
0.0049 |
0.5% |
1.0030 |
| Low |
0.9831 |
0.9842 |
0.0011 |
0.1% |
0.9855 |
| Close |
0.9878 |
0.9885 |
0.0007 |
0.1% |
0.9856 |
| Range |
0.0058 |
0.0096 |
0.0038 |
65.5% |
0.0175 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.3% |
0.0000 |
| Volume |
24,663 |
22,175 |
-2,488 |
-10.1% |
100,074 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0127 |
0.9938 |
|
| R3 |
1.0080 |
1.0031 |
0.9911 |
|
| R2 |
0.9984 |
0.9984 |
0.9903 |
|
| R1 |
0.9935 |
0.9935 |
0.9894 |
0.9960 |
| PP |
0.9888 |
0.9888 |
0.9888 |
0.9901 |
| S1 |
0.9839 |
0.9839 |
0.9876 |
0.9864 |
| S2 |
0.9792 |
0.9792 |
0.9867 |
|
| S3 |
0.9696 |
0.9743 |
0.9859 |
|
| S4 |
0.9600 |
0.9647 |
0.9832 |
|
|
| 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 |
0.9950 |
0.9823 |
0.0127 |
1.3% |
0.0074 |
0.8% |
49% |
False |
False |
20,158 |
| 10 |
1.0064 |
0.9823 |
0.0241 |
2.4% |
0.0083 |
0.8% |
26% |
False |
False |
21,967 |
| 20 |
1.0176 |
0.9823 |
0.0353 |
3.6% |
0.0099 |
1.0% |
18% |
False |
False |
19,644 |
| 40 |
1.0263 |
0.9762 |
0.0501 |
5.1% |
0.0100 |
1.0% |
25% |
False |
False |
16,577 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0090 |
0.9% |
26% |
False |
False |
11,132 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0090 |
0.9% |
16% |
False |
False |
8,355 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0087 |
0.9% |
16% |
False |
False |
6,685 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.8% |
0.0076 |
0.8% |
13% |
False |
False |
5,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0346 |
|
2.618 |
1.0189 |
|
1.618 |
1.0093 |
|
1.000 |
1.0034 |
|
0.618 |
0.9997 |
|
HIGH |
0.9938 |
|
0.618 |
0.9901 |
|
0.500 |
0.9890 |
|
0.382 |
0.9879 |
|
LOW |
0.9842 |
|
0.618 |
0.9783 |
|
1.000 |
0.9746 |
|
1.618 |
0.9687 |
|
2.618 |
0.9591 |
|
4.250 |
0.9434 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9890 |
0.9884 |
| PP |
0.9888 |
0.9882 |
| S1 |
0.9887 |
0.9881 |
|