CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0099 |
1.0009 |
-0.0090 |
-0.9% |
1.0241 |
| High |
1.0106 |
1.0113 |
0.0007 |
0.1% |
1.0244 |
| Low |
1.0004 |
1.0006 |
0.0002 |
0.0% |
1.0040 |
| Close |
1.0015 |
1.0082 |
0.0067 |
0.7% |
1.0118 |
| Range |
0.0102 |
0.0107 |
0.0005 |
4.9% |
0.0204 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.0% |
0.0000 |
| Volume |
21,789 |
21,295 |
-494 |
-2.3% |
82,899 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0388 |
1.0342 |
1.0141 |
|
| R3 |
1.0281 |
1.0235 |
1.0111 |
|
| R2 |
1.0174 |
1.0174 |
1.0102 |
|
| R1 |
1.0128 |
1.0128 |
1.0092 |
1.0151 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0079 |
| S1 |
1.0021 |
1.0021 |
1.0072 |
1.0044 |
| S2 |
0.9960 |
0.9960 |
1.0062 |
|
| S3 |
0.9853 |
0.9914 |
1.0053 |
|
| S4 |
0.9746 |
0.9807 |
1.0023 |
|
|
| 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 |
1.0159 |
1.0004 |
0.0155 |
1.5% |
0.0089 |
0.9% |
50% |
False |
False |
19,360 |
| 10 |
1.0362 |
1.0004 |
0.0358 |
3.6% |
0.0106 |
1.1% |
22% |
False |
False |
27,324 |
| 20 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0109 |
1.1% |
53% |
False |
False |
28,705 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0103 |
1.0% |
53% |
False |
False |
23,096 |
| 60 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0103 |
1.0% |
54% |
False |
False |
19,587 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0095 |
0.9% |
54% |
False |
False |
14,724 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0094 |
0.9% |
39% |
False |
False |
11,784 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0090 |
0.9% |
39% |
False |
False |
9,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0568 |
|
2.618 |
1.0393 |
|
1.618 |
1.0286 |
|
1.000 |
1.0220 |
|
0.618 |
1.0179 |
|
HIGH |
1.0113 |
|
0.618 |
1.0072 |
|
0.500 |
1.0060 |
|
0.382 |
1.0047 |
|
LOW |
1.0006 |
|
0.618 |
0.9940 |
|
1.000 |
0.9899 |
|
1.618 |
0.9833 |
|
2.618 |
0.9726 |
|
4.250 |
0.9551 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0075 |
1.0076 |
| PP |
1.0067 |
1.0069 |
| S1 |
1.0060 |
1.0063 |
|