CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0009 |
1.0090 |
0.0081 |
0.8% |
1.0241 |
| High |
1.0113 |
1.0157 |
0.0044 |
0.4% |
1.0244 |
| Low |
1.0006 |
1.0055 |
0.0049 |
0.5% |
1.0040 |
| Close |
1.0082 |
1.0130 |
0.0048 |
0.5% |
1.0118 |
| Range |
0.0107 |
0.0102 |
-0.0005 |
-4.7% |
0.0204 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
21,295 |
23,909 |
2,614 |
12.3% |
82,899 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0420 |
1.0377 |
1.0186 |
|
| R3 |
1.0318 |
1.0275 |
1.0158 |
|
| R2 |
1.0216 |
1.0216 |
1.0149 |
|
| R1 |
1.0173 |
1.0173 |
1.0139 |
1.0195 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0125 |
| S1 |
1.0071 |
1.0071 |
1.0121 |
1.0093 |
| S2 |
1.0012 |
1.0012 |
1.0111 |
|
| S3 |
0.9910 |
0.9969 |
1.0102 |
|
| S4 |
0.9808 |
0.9867 |
1.0074 |
|
|
| 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 |
1.0157 |
1.0004 |
0.0153 |
1.5% |
0.0091 |
0.9% |
82% |
True |
False |
20,255 |
| 10 |
1.0362 |
1.0004 |
0.0358 |
3.5% |
0.0097 |
1.0% |
35% |
False |
False |
25,274 |
| 20 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0110 |
1.1% |
61% |
False |
False |
29,032 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0104 |
1.0% |
61% |
False |
False |
23,583 |
| 60 |
1.0362 |
0.9750 |
0.0612 |
6.0% |
0.0103 |
1.0% |
62% |
False |
False |
19,977 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.0% |
0.0095 |
0.9% |
62% |
False |
False |
15,022 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0094 |
0.9% |
44% |
False |
False |
12,023 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0090 |
0.9% |
44% |
False |
False |
10,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0591 |
|
2.618 |
1.0424 |
|
1.618 |
1.0322 |
|
1.000 |
1.0259 |
|
0.618 |
1.0220 |
|
HIGH |
1.0157 |
|
0.618 |
1.0118 |
|
0.500 |
1.0106 |
|
0.382 |
1.0094 |
|
LOW |
1.0055 |
|
0.618 |
0.9992 |
|
1.000 |
0.9953 |
|
1.618 |
0.9890 |
|
2.618 |
0.9788 |
|
4.250 |
0.9622 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0114 |
| PP |
1.0114 |
1.0097 |
| S1 |
1.0106 |
1.0081 |
|