CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9878 |
0.9780 |
-0.0098 |
-1.0% |
0.9857 |
| High |
0.9884 |
0.9863 |
-0.0021 |
-0.2% |
0.9938 |
| Low |
0.9766 |
0.9771 |
0.0005 |
0.1% |
0.9766 |
| Close |
0.9774 |
0.9825 |
0.0051 |
0.5% |
0.9774 |
| Range |
0.0118 |
0.0092 |
-0.0026 |
-22.0% |
0.0172 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
37,853 |
25,626 |
-12,227 |
-32.3% |
118,028 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0052 |
0.9876 |
|
| R3 |
1.0004 |
0.9960 |
0.9850 |
|
| R2 |
0.9912 |
0.9912 |
0.9842 |
|
| R1 |
0.9868 |
0.9868 |
0.9833 |
0.9890 |
| PP |
0.9820 |
0.9820 |
0.9820 |
0.9831 |
| S1 |
0.9776 |
0.9776 |
0.9817 |
0.9798 |
| S2 |
0.9728 |
0.9728 |
0.9808 |
|
| S3 |
0.9636 |
0.9684 |
0.9800 |
|
| S4 |
0.9544 |
0.9592 |
0.9774 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0230 |
0.9869 |
|
| R3 |
1.0170 |
1.0058 |
0.9821 |
|
| R2 |
0.9998 |
0.9998 |
0.9806 |
|
| R1 |
0.9886 |
0.9886 |
0.9790 |
0.9856 |
| PP |
0.9826 |
0.9826 |
0.9826 |
0.9811 |
| S1 |
0.9714 |
0.9714 |
0.9758 |
0.9684 |
| S2 |
0.9654 |
0.9654 |
0.9742 |
|
| S3 |
0.9482 |
0.9542 |
0.9727 |
|
| S4 |
0.9310 |
0.9370 |
0.9679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9938 |
0.9766 |
0.0172 |
1.8% |
0.0089 |
0.9% |
34% |
False |
False |
25,536 |
| 10 |
1.0030 |
0.9766 |
0.0264 |
2.7% |
0.0086 |
0.9% |
22% |
False |
False |
24,372 |
| 20 |
1.0149 |
0.9766 |
0.0383 |
3.9% |
0.0098 |
1.0% |
15% |
False |
False |
21,582 |
| 40 |
1.0263 |
0.9766 |
0.0497 |
5.1% |
0.0102 |
1.0% |
12% |
False |
False |
18,023 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.2% |
0.0091 |
0.9% |
15% |
False |
False |
12,189 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0090 |
0.9% |
9% |
False |
False |
9,148 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.7% |
0.0088 |
0.9% |
9% |
False |
False |
7,320 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.9% |
0.0078 |
0.8% |
7% |
False |
False |
6,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
1.0104 |
|
1.618 |
1.0012 |
|
1.000 |
0.9955 |
|
0.618 |
0.9920 |
|
HIGH |
0.9863 |
|
0.618 |
0.9828 |
|
0.500 |
0.9817 |
|
0.382 |
0.9806 |
|
LOW |
0.9771 |
|
0.618 |
0.9714 |
|
1.000 |
0.9679 |
|
1.618 |
0.9622 |
|
2.618 |
0.9530 |
|
4.250 |
0.9380 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9822 |
0.9852 |
| PP |
0.9820 |
0.9843 |
| S1 |
0.9817 |
0.9834 |
|