CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0107 |
1.0161 |
0.0054 |
0.5% |
1.0271 |
| High |
1.0196 |
1.0177 |
-0.0019 |
-0.2% |
1.0272 |
| Low |
1.0107 |
1.0104 |
-0.0003 |
0.0% |
1.0099 |
| Close |
1.0178 |
1.0168 |
-0.0010 |
-0.1% |
1.0163 |
| Range |
0.0089 |
0.0073 |
-0.0016 |
-18.0% |
0.0173 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
68 |
41 |
-27 |
-39.7% |
291 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0369 |
1.0341 |
1.0208 |
|
| R3 |
1.0296 |
1.0268 |
1.0188 |
|
| R2 |
1.0223 |
1.0223 |
1.0181 |
|
| R1 |
1.0195 |
1.0195 |
1.0175 |
1.0209 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0157 |
| S1 |
1.0122 |
1.0122 |
1.0161 |
1.0136 |
| S2 |
1.0077 |
1.0077 |
1.0155 |
|
| S3 |
1.0004 |
1.0049 |
1.0148 |
|
| S4 |
0.9931 |
0.9976 |
1.0128 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0603 |
1.0258 |
|
| R3 |
1.0524 |
1.0430 |
1.0211 |
|
| R2 |
1.0351 |
1.0351 |
1.0195 |
|
| R1 |
1.0257 |
1.0257 |
1.0179 |
1.0218 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0158 |
| S1 |
1.0084 |
1.0084 |
1.0147 |
1.0045 |
| S2 |
1.0005 |
1.0005 |
1.0131 |
|
| S3 |
0.9832 |
0.9911 |
1.0115 |
|
| S4 |
0.9659 |
0.9738 |
1.0068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0196 |
1.0060 |
0.0136 |
1.3% |
0.0076 |
0.8% |
79% |
False |
False |
68 |
| 10 |
1.0405 |
1.0060 |
0.0345 |
3.4% |
0.0071 |
0.7% |
31% |
False |
False |
90 |
| 20 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0077 |
0.8% |
60% |
False |
False |
96 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0061 |
0.6% |
60% |
False |
False |
60 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0052 |
0.5% |
60% |
False |
False |
43 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0048 |
0.5% |
60% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0487 |
|
2.618 |
1.0368 |
|
1.618 |
1.0295 |
|
1.000 |
1.0250 |
|
0.618 |
1.0222 |
|
HIGH |
1.0177 |
|
0.618 |
1.0149 |
|
0.500 |
1.0141 |
|
0.382 |
1.0132 |
|
LOW |
1.0104 |
|
0.618 |
1.0059 |
|
1.000 |
1.0031 |
|
1.618 |
0.9986 |
|
2.618 |
0.9913 |
|
4.250 |
0.9794 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0158 |
| PP |
1.0150 |
1.0147 |
| S1 |
1.0141 |
1.0137 |
|