CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9906 |
1.0019 |
0.0113 |
1.1% |
0.9926 |
| High |
1.0016 |
1.0130 |
0.0114 |
1.1% |
0.9956 |
| Low |
0.9906 |
1.0013 |
0.0107 |
1.1% |
0.9818 |
| Close |
1.0007 |
1.0128 |
0.0121 |
1.2% |
0.9818 |
| Range |
0.0110 |
0.0117 |
0.0007 |
6.4% |
0.0138 |
| ATR |
0.0066 |
0.0071 |
0.0004 |
6.1% |
0.0000 |
| Volume |
42 |
372 |
330 |
785.7% |
124 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0441 |
1.0402 |
1.0192 |
|
| R3 |
1.0324 |
1.0285 |
1.0160 |
|
| R2 |
1.0207 |
1.0207 |
1.0149 |
|
| R1 |
1.0168 |
1.0168 |
1.0139 |
1.0188 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0100 |
| S1 |
1.0051 |
1.0051 |
1.0117 |
1.0071 |
| S2 |
0.9973 |
0.9973 |
1.0107 |
|
| S3 |
0.9856 |
0.9934 |
1.0096 |
|
| S4 |
0.9739 |
0.9817 |
1.0064 |
|
|
| 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 |
1.0130 |
0.9818 |
0.0312 |
3.1% |
0.0079 |
0.8% |
99% |
True |
False |
116 |
| 10 |
1.0130 |
0.9818 |
0.0312 |
3.1% |
0.0057 |
0.6% |
99% |
True |
False |
70 |
| 20 |
1.0144 |
0.9818 |
0.0326 |
3.2% |
0.0053 |
0.5% |
95% |
False |
False |
48 |
| 40 |
1.0303 |
0.9818 |
0.0485 |
4.8% |
0.0042 |
0.4% |
64% |
False |
False |
32 |
| 60 |
1.0303 |
0.9818 |
0.0485 |
4.8% |
0.0042 |
0.4% |
64% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0627 |
|
2.618 |
1.0436 |
|
1.618 |
1.0319 |
|
1.000 |
1.0247 |
|
0.618 |
1.0202 |
|
HIGH |
1.0130 |
|
0.618 |
1.0085 |
|
0.500 |
1.0072 |
|
0.382 |
1.0058 |
|
LOW |
1.0013 |
|
0.618 |
0.9941 |
|
1.000 |
0.9896 |
|
1.618 |
0.9824 |
|
2.618 |
0.9707 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0081 |
| PP |
1.0090 |
1.0034 |
| S1 |
1.0072 |
0.9988 |
|