CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0096 |
0.0021 |
0.2% |
0.9780 |
| High |
1.0133 |
1.0176 |
0.0043 |
0.4% |
1.0133 |
| Low |
1.0029 |
1.0041 |
0.0012 |
0.1% |
0.9769 |
| Close |
1.0099 |
1.0165 |
0.0066 |
0.7% |
1.0099 |
| Range |
0.0104 |
0.0135 |
0.0031 |
29.8% |
0.0364 |
| ATR |
0.0105 |
0.0107 |
0.0002 |
2.1% |
0.0000 |
| Volume |
35,204 |
31,495 |
-3,709 |
-10.5% |
167,307 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0484 |
1.0239 |
|
| R3 |
1.0397 |
1.0349 |
1.0202 |
|
| R2 |
1.0262 |
1.0262 |
1.0190 |
|
| R1 |
1.0214 |
1.0214 |
1.0177 |
1.0238 |
| PP |
1.0127 |
1.0127 |
1.0127 |
1.0140 |
| S1 |
1.0079 |
1.0079 |
1.0153 |
1.0103 |
| S2 |
0.9992 |
0.9992 |
1.0140 |
|
| S3 |
0.9857 |
0.9944 |
1.0128 |
|
| S4 |
0.9722 |
0.9809 |
1.0091 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1092 |
1.0960 |
1.0299 |
|
| R3 |
1.0728 |
1.0596 |
1.0199 |
|
| R2 |
1.0364 |
1.0364 |
1.0166 |
|
| R1 |
1.0232 |
1.0232 |
1.0132 |
1.0298 |
| PP |
1.0000 |
1.0000 |
1.0000 |
1.0034 |
| S1 |
0.9868 |
0.9868 |
1.0066 |
0.9934 |
| S2 |
0.9636 |
0.9636 |
1.0032 |
|
| S3 |
0.9272 |
0.9504 |
0.9999 |
|
| S4 |
0.8908 |
0.9140 |
0.9899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0176 |
0.9769 |
0.0407 |
4.0% |
0.0135 |
1.3% |
97% |
True |
False |
34,635 |
| 10 |
1.0176 |
0.9766 |
0.0410 |
4.0% |
0.0112 |
1.1% |
97% |
True |
False |
30,085 |
| 20 |
1.0176 |
0.9766 |
0.0410 |
4.0% |
0.0101 |
1.0% |
97% |
True |
False |
25,089 |
| 40 |
1.0263 |
0.9766 |
0.0497 |
4.9% |
0.0099 |
1.0% |
80% |
False |
False |
20,971 |
| 60 |
1.0263 |
0.9750 |
0.0513 |
5.0% |
0.0096 |
0.9% |
81% |
False |
False |
15,061 |
| 80 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0093 |
0.9% |
48% |
False |
False |
11,312 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0093 |
0.9% |
48% |
False |
False |
9,052 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0082 |
0.8% |
39% |
False |
False |
7,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0750 |
|
2.618 |
1.0529 |
|
1.618 |
1.0394 |
|
1.000 |
1.0311 |
|
0.618 |
1.0259 |
|
HIGH |
1.0176 |
|
0.618 |
1.0124 |
|
0.500 |
1.0109 |
|
0.382 |
1.0093 |
|
LOW |
1.0041 |
|
0.618 |
0.9958 |
|
1.000 |
0.9906 |
|
1.618 |
0.9823 |
|
2.618 |
0.9688 |
|
4.250 |
0.9467 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0130 |
| PP |
1.0127 |
1.0094 |
| S1 |
1.0109 |
1.0059 |
|