CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0119 |
1.0101 |
-0.0018 |
-0.2% |
1.0099 |
| High |
1.0130 |
1.0030 |
-0.0100 |
-1.0% |
1.0157 |
| Low |
1.0053 |
1.0030 |
-0.0023 |
-0.2% |
1.0004 |
| Close |
1.0120 |
1.0030 |
-0.0090 |
-0.9% |
1.0030 |
| Range |
0.0077 |
0.0000 |
-0.0077 |
-100.0% |
0.0153 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
17,311 |
19,629 |
2,318 |
13.4% |
103,933 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0030 |
1.0030 |
1.0030 |
|
| R3 |
1.0030 |
1.0030 |
1.0030 |
|
| R2 |
1.0030 |
1.0030 |
1.0030 |
|
| R1 |
1.0030 |
1.0030 |
1.0030 |
1.0030 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0030 |
| S1 |
1.0030 |
1.0030 |
1.0030 |
1.0030 |
| S2 |
1.0030 |
1.0030 |
1.0030 |
|
| S3 |
1.0030 |
1.0030 |
1.0030 |
|
| S4 |
1.0030 |
1.0030 |
1.0030 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0523 |
1.0429 |
1.0114 |
|
| R3 |
1.0370 |
1.0276 |
1.0072 |
|
| R2 |
1.0217 |
1.0217 |
1.0058 |
|
| R1 |
1.0123 |
1.0123 |
1.0044 |
1.0094 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0049 |
| S1 |
0.9970 |
0.9970 |
1.0016 |
0.9941 |
| S2 |
0.9911 |
0.9911 |
1.0002 |
|
| S3 |
0.9758 |
0.9817 |
0.9988 |
|
| S4 |
0.9605 |
0.9664 |
0.9946 |
|
|
| 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% |
0.0078 |
0.8% |
17% |
False |
False |
20,786 |
| 10 |
1.0305 |
1.0004 |
0.0301 |
3.0% |
0.0083 |
0.8% |
9% |
False |
False |
21,258 |
| 20 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0106 |
1.1% |
44% |
False |
False |
28,537 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0103 |
1.0% |
44% |
False |
False |
24,090 |
| 60 |
1.0362 |
0.9762 |
0.0600 |
6.0% |
0.0102 |
1.0% |
45% |
False |
False |
20,564 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0094 |
0.9% |
46% |
False |
False |
15,483 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0093 |
0.9% |
33% |
False |
False |
12,392 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0090 |
0.9% |
33% |
False |
False |
10,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0030 |
|
2.618 |
1.0030 |
|
1.618 |
1.0030 |
|
1.000 |
1.0030 |
|
0.618 |
1.0030 |
|
HIGH |
1.0030 |
|
0.618 |
1.0030 |
|
0.500 |
1.0030 |
|
0.382 |
1.0030 |
|
LOW |
1.0030 |
|
0.618 |
1.0030 |
|
1.000 |
1.0030 |
|
1.618 |
1.0030 |
|
2.618 |
1.0030 |
|
4.250 |
1.0030 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0094 |
| PP |
1.0030 |
1.0072 |
| S1 |
1.0030 |
1.0051 |
|