CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0293 |
1.0287 |
-0.0006 |
-0.1% |
0.9780 |
| High |
1.0312 |
1.0362 |
0.0050 |
0.5% |
1.0133 |
| Low |
1.0197 |
1.0256 |
0.0059 |
0.6% |
0.9769 |
| Close |
1.0290 |
1.0294 |
0.0004 |
0.0% |
1.0099 |
| Range |
0.0115 |
0.0106 |
-0.0009 |
-7.8% |
0.0364 |
| ATR |
0.0113 |
0.0113 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
35,608 |
41,488 |
5,880 |
16.5% |
167,307 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0622 |
1.0564 |
1.0352 |
|
| R3 |
1.0516 |
1.0458 |
1.0323 |
|
| R2 |
1.0410 |
1.0410 |
1.0313 |
|
| R1 |
1.0352 |
1.0352 |
1.0304 |
1.0381 |
| PP |
1.0304 |
1.0304 |
1.0304 |
1.0319 |
| S1 |
1.0246 |
1.0246 |
1.0284 |
1.0275 |
| S2 |
1.0198 |
1.0198 |
1.0275 |
|
| S3 |
1.0092 |
1.0140 |
1.0265 |
|
| S4 |
0.9986 |
1.0034 |
1.0236 |
|
|
| 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 |
1.0362 |
1.0029 |
0.0333 |
3.2% |
0.0130 |
1.3% |
80% |
True |
False |
37,641 |
| 10 |
1.0362 |
0.9766 |
0.0596 |
5.8% |
0.0130 |
1.3% |
89% |
True |
False |
35,816 |
| 20 |
1.0362 |
0.9766 |
0.0596 |
5.8% |
0.0106 |
1.0% |
89% |
True |
False |
28,891 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.8% |
0.0103 |
1.0% |
89% |
True |
False |
22,300 |
| 60 |
1.0362 |
0.9750 |
0.0612 |
5.9% |
0.0100 |
1.0% |
89% |
True |
False |
17,078 |
| 80 |
1.0589 |
0.9750 |
0.0839 |
8.2% |
0.0095 |
0.9% |
65% |
False |
False |
12,830 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.3% |
0.0092 |
0.9% |
63% |
False |
False |
10,266 |
| 120 |
1.0820 |
0.9750 |
0.1070 |
10.4% |
0.0086 |
0.8% |
51% |
False |
False |
8,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0813 |
|
2.618 |
1.0640 |
|
1.618 |
1.0534 |
|
1.000 |
1.0468 |
|
0.618 |
1.0428 |
|
HIGH |
1.0362 |
|
0.618 |
1.0322 |
|
0.500 |
1.0309 |
|
0.382 |
1.0296 |
|
LOW |
1.0256 |
|
0.618 |
1.0190 |
|
1.000 |
1.0150 |
|
1.618 |
1.0084 |
|
2.618 |
0.9978 |
|
4.250 |
0.9806 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0280 |
| PP |
1.0304 |
1.0265 |
| S1 |
1.0299 |
1.0251 |
|