CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0072 |
1.0099 |
0.0027 |
0.3% |
1.0241 |
| High |
1.0121 |
1.0106 |
-0.0015 |
-0.1% |
1.0244 |
| Low |
1.0042 |
1.0004 |
-0.0038 |
-0.4% |
1.0040 |
| Close |
1.0118 |
1.0015 |
-0.0103 |
-1.0% |
1.0118 |
| Range |
0.0079 |
0.0102 |
0.0023 |
29.1% |
0.0204 |
| ATR |
0.0106 |
0.0106 |
0.0001 |
0.6% |
0.0000 |
| Volume |
18,438 |
21,789 |
3,351 |
18.2% |
82,899 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0283 |
1.0071 |
|
| R3 |
1.0246 |
1.0181 |
1.0043 |
|
| R2 |
1.0144 |
1.0144 |
1.0034 |
|
| R1 |
1.0079 |
1.0079 |
1.0024 |
1.0061 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0032 |
| S1 |
0.9977 |
0.9977 |
1.0006 |
0.9959 |
| S2 |
0.9940 |
0.9940 |
0.9996 |
|
| S3 |
0.9838 |
0.9875 |
0.9987 |
|
| S4 |
0.9736 |
0.9773 |
0.9959 |
|
|
| 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 |
1.0244 |
1.0004 |
0.0240 |
2.4% |
0.0093 |
0.9% |
5% |
False |
True |
20,937 |
| 10 |
1.0362 |
1.0004 |
0.0358 |
3.6% |
0.0109 |
1.1% |
3% |
False |
True |
28,344 |
| 20 |
1.0362 |
0.9766 |
0.0596 |
6.0% |
0.0106 |
1.1% |
42% |
False |
False |
28,439 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
6.0% |
0.0102 |
1.0% |
42% |
False |
False |
22,851 |
| 60 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0102 |
1.0% |
43% |
False |
False |
19,235 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0095 |
0.9% |
43% |
False |
False |
14,459 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0093 |
0.9% |
31% |
False |
False |
11,571 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.6% |
0.0089 |
0.9% |
31% |
False |
False |
9,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0540 |
|
2.618 |
1.0373 |
|
1.618 |
1.0271 |
|
1.000 |
1.0208 |
|
0.618 |
1.0169 |
|
HIGH |
1.0106 |
|
0.618 |
1.0067 |
|
0.500 |
1.0055 |
|
0.382 |
1.0043 |
|
LOW |
1.0004 |
|
0.618 |
0.9941 |
|
1.000 |
0.9902 |
|
1.618 |
0.9839 |
|
2.618 |
0.9737 |
|
4.250 |
0.9571 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0055 |
1.0063 |
| PP |
1.0042 |
1.0047 |
| S1 |
1.0028 |
1.0031 |
|