CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9899 |
0.9917 |
0.0018 |
0.2% |
1.0010 |
| High |
0.9926 |
0.9956 |
0.0030 |
0.3% |
1.0045 |
| Low |
0.9892 |
0.9917 |
0.0025 |
0.3% |
0.9902 |
| Close |
0.9921 |
0.9927 |
0.0006 |
0.1% |
0.9902 |
| Range |
0.0034 |
0.0039 |
0.0005 |
14.7% |
0.0143 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
48 |
23 |
-25 |
-52.1% |
148 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0050 |
1.0028 |
0.9948 |
|
| R3 |
1.0011 |
0.9989 |
0.9938 |
|
| R2 |
0.9972 |
0.9972 |
0.9934 |
|
| R1 |
0.9950 |
0.9950 |
0.9931 |
0.9961 |
| PP |
0.9933 |
0.9933 |
0.9933 |
0.9939 |
| S1 |
0.9911 |
0.9911 |
0.9923 |
0.9922 |
| S2 |
0.9894 |
0.9894 |
0.9920 |
|
| S3 |
0.9855 |
0.9872 |
0.9916 |
|
| S4 |
0.9816 |
0.9833 |
0.9906 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0283 |
0.9981 |
|
| R3 |
1.0236 |
1.0140 |
0.9941 |
|
| R2 |
1.0093 |
1.0093 |
0.9928 |
|
| R1 |
0.9997 |
0.9997 |
0.9915 |
0.9974 |
| PP |
0.9950 |
0.9950 |
0.9950 |
0.9938 |
| S1 |
0.9854 |
0.9854 |
0.9889 |
0.9831 |
| S2 |
0.9807 |
0.9807 |
0.9876 |
|
| S3 |
0.9664 |
0.9711 |
0.9863 |
|
| S4 |
0.9521 |
0.9568 |
0.9823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9956 |
0.9872 |
0.0084 |
0.8% |
0.0035 |
0.4% |
65% |
True |
False |
24 |
| 10 |
1.0100 |
0.9872 |
0.0228 |
2.3% |
0.0043 |
0.4% |
24% |
False |
False |
30 |
| 20 |
1.0205 |
0.9872 |
0.0333 |
3.4% |
0.0047 |
0.5% |
17% |
False |
False |
25 |
| 40 |
1.0303 |
0.9846 |
0.0457 |
4.6% |
0.0040 |
0.4% |
18% |
False |
False |
18 |
| 60 |
1.0303 |
0.9825 |
0.0478 |
4.8% |
0.0039 |
0.4% |
21% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0122 |
|
2.618 |
1.0058 |
|
1.618 |
1.0019 |
|
1.000 |
0.9995 |
|
0.618 |
0.9980 |
|
HIGH |
0.9956 |
|
0.618 |
0.9941 |
|
0.500 |
0.9937 |
|
0.382 |
0.9932 |
|
LOW |
0.9917 |
|
0.618 |
0.9893 |
|
1.000 |
0.9878 |
|
1.618 |
0.9854 |
|
2.618 |
0.9815 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9937 |
0.9923 |
| PP |
0.9933 |
0.9918 |
| S1 |
0.9930 |
0.9914 |
|