CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0072 |
-0.0014 |
-0.1% |
1.0241 |
| High |
1.0105 |
1.0121 |
0.0016 |
0.2% |
1.0244 |
| Low |
1.0040 |
1.0042 |
0.0002 |
0.0% |
1.0040 |
| Close |
1.0061 |
1.0118 |
0.0057 |
0.6% |
1.0118 |
| Range |
0.0065 |
0.0079 |
0.0014 |
21.5% |
0.0204 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
15,846 |
18,438 |
2,592 |
16.4% |
82,899 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0303 |
1.0161 |
|
| R3 |
1.0252 |
1.0224 |
1.0140 |
|
| R2 |
1.0173 |
1.0173 |
1.0132 |
|
| R1 |
1.0145 |
1.0145 |
1.0125 |
1.0159 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0101 |
| S1 |
1.0066 |
1.0066 |
1.0111 |
1.0080 |
| S2 |
1.0015 |
1.0015 |
1.0104 |
|
| S3 |
0.9936 |
0.9987 |
1.0096 |
|
| S4 |
0.9857 |
0.9908 |
1.0075 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0746 |
1.0636 |
1.0230 |
|
| R3 |
1.0542 |
1.0432 |
1.0174 |
|
| R2 |
1.0338 |
1.0338 |
1.0155 |
|
| R1 |
1.0228 |
1.0228 |
1.0137 |
1.0181 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0111 |
| S1 |
1.0024 |
1.0024 |
1.0099 |
0.9977 |
| S2 |
0.9930 |
0.9930 |
1.0081 |
|
| S3 |
0.9726 |
0.9820 |
1.0062 |
|
| S4 |
0.9522 |
0.9616 |
1.0006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0305 |
1.0040 |
0.0265 |
2.6% |
0.0088 |
0.9% |
29% |
False |
False |
21,730 |
| 10 |
1.0362 |
1.0029 |
0.0333 |
3.3% |
0.0109 |
1.1% |
27% |
False |
False |
29,686 |
| 20 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0105 |
1.0% |
59% |
False |
False |
28,380 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0102 |
1.0% |
59% |
False |
False |
22,556 |
| 60 |
1.0362 |
0.9750 |
0.0612 |
6.0% |
0.0101 |
1.0% |
60% |
False |
False |
18,874 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.0% |
0.0094 |
0.9% |
60% |
False |
False |
14,187 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0093 |
0.9% |
43% |
False |
False |
11,353 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0089 |
0.9% |
43% |
False |
False |
9,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0457 |
|
2.618 |
1.0328 |
|
1.618 |
1.0249 |
|
1.000 |
1.0200 |
|
0.618 |
1.0170 |
|
HIGH |
1.0121 |
|
0.618 |
1.0091 |
|
0.500 |
1.0082 |
|
0.382 |
1.0072 |
|
LOW |
1.0042 |
|
0.618 |
0.9993 |
|
1.000 |
0.9963 |
|
1.618 |
0.9914 |
|
2.618 |
0.9835 |
|
4.250 |
0.9706 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0106 |
1.0112 |
| PP |
1.0094 |
1.0106 |
| S1 |
1.0082 |
1.0100 |
|