CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9861 |
0.9906 |
0.0045 |
0.5% |
0.9926 |
| High |
0.9881 |
1.0016 |
0.0135 |
1.4% |
0.9956 |
| Low |
0.9845 |
0.9906 |
0.0061 |
0.6% |
0.9818 |
| Close |
0.9861 |
1.0007 |
0.0146 |
1.5% |
0.9818 |
| Range |
0.0036 |
0.0110 |
0.0074 |
205.6% |
0.0138 |
| ATR |
0.0060 |
0.0066 |
0.0007 |
11.4% |
0.0000 |
| Volume |
132 |
42 |
-90 |
-68.2% |
124 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0267 |
1.0068 |
|
| R3 |
1.0196 |
1.0157 |
1.0037 |
|
| R2 |
1.0086 |
1.0086 |
1.0027 |
|
| R1 |
1.0047 |
1.0047 |
1.0017 |
1.0067 |
| PP |
0.9976 |
0.9976 |
0.9976 |
0.9986 |
| S1 |
0.9937 |
0.9937 |
0.9997 |
0.9957 |
| S2 |
0.9866 |
0.9866 |
0.9987 |
|
| S3 |
0.9756 |
0.9827 |
0.9977 |
|
| S4 |
0.9646 |
0.9717 |
0.9947 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0278 |
1.0186 |
0.9894 |
|
| R3 |
1.0140 |
1.0048 |
0.9856 |
|
| R2 |
1.0002 |
1.0002 |
0.9843 |
|
| R1 |
0.9910 |
0.9910 |
0.9831 |
0.9887 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9853 |
| S1 |
0.9772 |
0.9772 |
0.9805 |
0.9749 |
| S2 |
0.9726 |
0.9726 |
0.9793 |
|
| S3 |
0.9588 |
0.9634 |
0.9780 |
|
| S4 |
0.9450 |
0.9496 |
0.9742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0016 |
0.9818 |
0.0198 |
2.0% |
0.0063 |
0.6% |
95% |
True |
False |
47 |
| 10 |
1.0028 |
0.9818 |
0.0210 |
2.1% |
0.0054 |
0.5% |
90% |
False |
False |
38 |
| 20 |
1.0144 |
0.9818 |
0.0326 |
3.3% |
0.0049 |
0.5% |
58% |
False |
False |
32 |
| 40 |
1.0303 |
0.9818 |
0.0485 |
4.8% |
0.0039 |
0.4% |
39% |
False |
False |
22 |
| 60 |
1.0303 |
0.9818 |
0.0485 |
4.8% |
0.0041 |
0.4% |
39% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0484 |
|
2.618 |
1.0304 |
|
1.618 |
1.0194 |
|
1.000 |
1.0126 |
|
0.618 |
1.0084 |
|
HIGH |
1.0016 |
|
0.618 |
0.9974 |
|
0.500 |
0.9961 |
|
0.382 |
0.9948 |
|
LOW |
0.9906 |
|
0.618 |
0.9838 |
|
1.000 |
0.9796 |
|
1.618 |
0.9728 |
|
2.618 |
0.9618 |
|
4.250 |
0.9439 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9992 |
0.9979 |
| PP |
0.9976 |
0.9951 |
| S1 |
0.9961 |
0.9923 |
|