CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0028 |
1.0023 |
-0.0005 |
0.0% |
1.0099 |
| High |
1.0057 |
1.0045 |
-0.0012 |
-0.1% |
1.0157 |
| Low |
0.9968 |
0.9996 |
0.0028 |
0.3% |
1.0004 |
| Close |
1.0020 |
1.0034 |
0.0014 |
0.1% |
1.0030 |
| Range |
0.0089 |
0.0049 |
-0.0040 |
-44.9% |
0.0153 |
| ATR |
0.0102 |
0.0098 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
23,720 |
16,660 |
-7,060 |
-29.8% |
103,933 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0172 |
1.0152 |
1.0061 |
|
| R3 |
1.0123 |
1.0103 |
1.0047 |
|
| R2 |
1.0074 |
1.0074 |
1.0043 |
|
| R1 |
1.0054 |
1.0054 |
1.0038 |
1.0064 |
| PP |
1.0025 |
1.0025 |
1.0025 |
1.0030 |
| S1 |
1.0005 |
1.0005 |
1.0030 |
1.0015 |
| S2 |
0.9976 |
0.9976 |
1.0025 |
|
| S3 |
0.9927 |
0.9956 |
1.0021 |
|
| S4 |
0.9878 |
0.9907 |
1.0007 |
|
|
| 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 |
0.9968 |
0.0189 |
1.9% |
0.0063 |
0.6% |
35% |
False |
False |
20,245 |
| 10 |
1.0159 |
0.9968 |
0.0191 |
1.9% |
0.0076 |
0.8% |
35% |
False |
False |
19,803 |
| 20 |
1.0362 |
0.9769 |
0.0593 |
5.9% |
0.0103 |
1.0% |
45% |
False |
False |
27,382 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0100 |
1.0% |
45% |
False |
False |
24,482 |
| 60 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0102 |
1.0% |
45% |
False |
False |
21,143 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0094 |
0.9% |
46% |
False |
False |
15,987 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
33% |
False |
False |
12,795 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0091 |
0.9% |
33% |
False |
False |
10,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0173 |
|
1.618 |
1.0124 |
|
1.000 |
1.0094 |
|
0.618 |
1.0075 |
|
HIGH |
1.0045 |
|
0.618 |
1.0026 |
|
0.500 |
1.0021 |
|
0.382 |
1.0015 |
|
LOW |
0.9996 |
|
0.618 |
0.9966 |
|
1.000 |
0.9947 |
|
1.618 |
0.9917 |
|
2.618 |
0.9868 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0027 |
| PP |
1.0025 |
1.0020 |
| S1 |
1.0021 |
1.0013 |
|