CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0090 |
1.0119 |
0.0029 |
0.3% |
1.0241 |
| High |
1.0157 |
1.0130 |
-0.0027 |
-0.3% |
1.0244 |
| Low |
1.0055 |
1.0053 |
-0.0002 |
0.0% |
1.0040 |
| Close |
1.0130 |
1.0120 |
-0.0010 |
-0.1% |
1.0118 |
| Range |
0.0102 |
0.0077 |
-0.0025 |
-24.5% |
0.0204 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
23,909 |
17,311 |
-6,598 |
-27.6% |
82,899 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0332 |
1.0303 |
1.0162 |
|
| R3 |
1.0255 |
1.0226 |
1.0141 |
|
| R2 |
1.0178 |
1.0178 |
1.0134 |
|
| R1 |
1.0149 |
1.0149 |
1.0127 |
1.0164 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0108 |
| S1 |
1.0072 |
1.0072 |
1.0113 |
1.0087 |
| S2 |
1.0024 |
1.0024 |
1.0106 |
|
| S3 |
0.9947 |
0.9995 |
1.0099 |
|
| S4 |
0.9870 |
0.9918 |
1.0078 |
|
|
| 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% |
0.0093 |
0.9% |
76% |
False |
False |
20,548 |
| 10 |
1.0362 |
1.0004 |
0.0358 |
3.5% |
0.0094 |
0.9% |
32% |
False |
False |
23,444 |
| 20 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0111 |
1.1% |
59% |
False |
False |
28,664 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0105 |
1.0% |
59% |
False |
False |
23,838 |
| 60 |
1.0362 |
0.9750 |
0.0612 |
6.0% |
0.0103 |
1.0% |
60% |
False |
False |
20,263 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.0% |
0.0095 |
0.9% |
60% |
False |
False |
15,238 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0095 |
0.9% |
43% |
False |
False |
12,196 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0090 |
0.9% |
43% |
False |
False |
10,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0457 |
|
2.618 |
1.0332 |
|
1.618 |
1.0255 |
|
1.000 |
1.0207 |
|
0.618 |
1.0178 |
|
HIGH |
1.0130 |
|
0.618 |
1.0101 |
|
0.500 |
1.0092 |
|
0.382 |
1.0082 |
|
LOW |
1.0053 |
|
0.618 |
1.0005 |
|
1.000 |
0.9976 |
|
1.618 |
0.9928 |
|
2.618 |
0.9851 |
|
4.250 |
0.9726 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0107 |
| PP |
1.0101 |
1.0094 |
| S1 |
1.0092 |
1.0082 |
|