CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0063 |
-0.0023 |
-0.2% |
1.0028 |
| High |
1.0125 |
1.0074 |
-0.0051 |
-0.5% |
1.0125 |
| Low |
1.0014 |
0.9990 |
-0.0024 |
-0.2% |
0.9968 |
| Close |
1.0053 |
1.0055 |
0.0002 |
0.0% |
1.0053 |
| Range |
0.0111 |
0.0084 |
-0.0027 |
-24.3% |
0.0157 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
24,210 |
17,267 |
-6,943 |
-28.7% |
101,440 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0292 |
1.0257 |
1.0101 |
|
| R3 |
1.0208 |
1.0173 |
1.0078 |
|
| R2 |
1.0124 |
1.0124 |
1.0070 |
|
| R1 |
1.0089 |
1.0089 |
1.0063 |
1.0065 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0027 |
| S1 |
1.0005 |
1.0005 |
1.0047 |
0.9981 |
| S2 |
0.9956 |
0.9956 |
1.0040 |
|
| S3 |
0.9872 |
0.9921 |
1.0032 |
|
| S4 |
0.9788 |
0.9837 |
1.0009 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0443 |
1.0139 |
|
| R3 |
1.0363 |
1.0286 |
1.0096 |
|
| R2 |
1.0206 |
1.0206 |
1.0082 |
|
| R1 |
1.0129 |
1.0129 |
1.0067 |
1.0168 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0068 |
| S1 |
0.9972 |
0.9972 |
1.0039 |
1.0011 |
| S2 |
0.9892 |
0.9892 |
1.0024 |
|
| S3 |
0.9735 |
0.9815 |
1.0010 |
|
| S4 |
0.9578 |
0.9658 |
0.9967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0125 |
0.9990 |
0.0135 |
1.3% |
0.0077 |
0.8% |
48% |
False |
True |
18,997 |
| 10 |
1.0157 |
0.9968 |
0.0189 |
1.9% |
0.0076 |
0.8% |
46% |
False |
False |
20,085 |
| 20 |
1.0362 |
0.9968 |
0.0394 |
3.9% |
0.0093 |
0.9% |
22% |
False |
False |
24,214 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0097 |
1.0% |
48% |
False |
False |
24,401 |
| 60 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0097 |
1.0% |
48% |
False |
False |
21,914 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0095 |
0.9% |
50% |
False |
False |
16,957 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
36% |
False |
False |
13,577 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
36% |
False |
False |
11,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0431 |
|
2.618 |
1.0294 |
|
1.618 |
1.0210 |
|
1.000 |
1.0158 |
|
0.618 |
1.0126 |
|
HIGH |
1.0074 |
|
0.618 |
1.0042 |
|
0.500 |
1.0032 |
|
0.382 |
1.0022 |
|
LOW |
0.9990 |
|
0.618 |
0.9938 |
|
1.000 |
0.9906 |
|
1.618 |
0.9854 |
|
2.618 |
0.9770 |
|
4.250 |
0.9633 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0047 |
1.0058 |
| PP |
1.0040 |
1.0057 |
| S1 |
1.0032 |
1.0056 |
|