CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0047 |
1.0039 |
-0.0008 |
-0.1% |
1.0028 |
| High |
1.0102 |
1.0064 |
-0.0038 |
-0.4% |
1.0125 |
| Low |
1.0033 |
0.9958 |
-0.0075 |
-0.7% |
0.9968 |
| Close |
1.0038 |
1.0027 |
-0.0011 |
-0.1% |
1.0053 |
| Range |
0.0069 |
0.0106 |
0.0037 |
53.6% |
0.0157 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.0% |
0.0000 |
| Volume |
21,416 |
31,865 |
10,449 |
48.8% |
101,440 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0334 |
1.0287 |
1.0085 |
|
| R3 |
1.0228 |
1.0181 |
1.0056 |
|
| R2 |
1.0122 |
1.0122 |
1.0046 |
|
| R1 |
1.0075 |
1.0075 |
1.0037 |
1.0046 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0002 |
| S1 |
0.9969 |
0.9969 |
1.0017 |
0.9940 |
| S2 |
0.9910 |
0.9910 |
1.0008 |
|
| S3 |
0.9804 |
0.9863 |
0.9998 |
|
| S4 |
0.9698 |
0.9757 |
0.9969 |
|
|
| 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 |
0.9958 |
0.0167 |
1.7% |
0.0092 |
0.9% |
41% |
False |
True |
23,078 |
| 10 |
1.0130 |
0.9958 |
0.0172 |
1.7% |
0.0073 |
0.7% |
40% |
False |
True |
20,892 |
| 20 |
1.0362 |
0.9958 |
0.0404 |
4.0% |
0.0085 |
0.8% |
17% |
False |
True |
23,083 |
| 40 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0094 |
0.9% |
44% |
False |
False |
24,834 |
| 60 |
1.0362 |
0.9766 |
0.0596 |
5.9% |
0.0096 |
1.0% |
44% |
False |
False |
21,986 |
| 80 |
1.0362 |
0.9750 |
0.0612 |
6.1% |
0.0095 |
1.0% |
45% |
False |
False |
17,619 |
| 100 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
32% |
False |
False |
14,110 |
| 120 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0092 |
0.9% |
32% |
False |
False |
11,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0515 |
|
2.618 |
1.0342 |
|
1.618 |
1.0236 |
|
1.000 |
1.0170 |
|
0.618 |
1.0130 |
|
HIGH |
1.0064 |
|
0.618 |
1.0024 |
|
0.500 |
1.0011 |
|
0.382 |
0.9998 |
|
LOW |
0.9958 |
|
0.618 |
0.9892 |
|
1.000 |
0.9852 |
|
1.618 |
0.9786 |
|
2.618 |
0.9680 |
|
4.250 |
0.9508 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0022 |
1.0030 |
| PP |
1.0016 |
1.0029 |
| S1 |
1.0011 |
1.0028 |
|