CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0288 |
1.0267 |
-0.0021 |
-0.2% |
1.0352 |
| High |
1.0303 |
1.0319 |
0.0016 |
0.2% |
1.0372 |
| Low |
1.0265 |
1.0232 |
-0.0033 |
-0.3% |
1.0265 |
| Close |
1.0285 |
1.0304 |
0.0019 |
0.2% |
1.0285 |
| Range |
0.0038 |
0.0087 |
0.0049 |
128.9% |
0.0107 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.2% |
0.0000 |
| Volume |
9,509 |
7,655 |
-1,854 |
-19.5% |
49,581 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0546 |
1.0512 |
1.0352 |
|
| R3 |
1.0459 |
1.0425 |
1.0328 |
|
| R2 |
1.0372 |
1.0372 |
1.0320 |
|
| R1 |
1.0338 |
1.0338 |
1.0312 |
1.0355 |
| PP |
1.0285 |
1.0285 |
1.0285 |
1.0294 |
| S1 |
1.0251 |
1.0251 |
1.0296 |
1.0268 |
| S2 |
1.0198 |
1.0198 |
1.0288 |
|
| S3 |
1.0111 |
1.0164 |
1.0280 |
|
| S4 |
1.0024 |
1.0077 |
1.0256 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0628 |
1.0564 |
1.0344 |
|
| R3 |
1.0521 |
1.0457 |
1.0314 |
|
| R2 |
1.0414 |
1.0414 |
1.0305 |
|
| R1 |
1.0350 |
1.0350 |
1.0295 |
1.0329 |
| PP |
1.0307 |
1.0307 |
1.0307 |
1.0297 |
| S1 |
1.0243 |
1.0243 |
1.0275 |
1.0222 |
| S2 |
1.0200 |
1.0200 |
1.0265 |
|
| S3 |
1.0093 |
1.0136 |
1.0256 |
|
| S4 |
0.9986 |
1.0029 |
1.0226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0372 |
1.0232 |
0.0140 |
1.4% |
0.0055 |
0.5% |
51% |
False |
True |
11,447 |
| 10 |
1.0399 |
1.0127 |
0.0272 |
2.6% |
0.0077 |
0.7% |
65% |
False |
False |
14,639 |
| 20 |
1.0399 |
0.9949 |
0.0450 |
4.4% |
0.0088 |
0.9% |
79% |
False |
False |
12,147 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0084 |
0.8% |
83% |
False |
False |
6,125 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0072 |
0.7% |
83% |
False |
False |
4,092 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0062 |
0.6% |
83% |
False |
False |
3,071 |
| 100 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0057 |
0.6% |
83% |
False |
False |
2,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0689 |
|
2.618 |
1.0547 |
|
1.618 |
1.0460 |
|
1.000 |
1.0406 |
|
0.618 |
1.0373 |
|
HIGH |
1.0319 |
|
0.618 |
1.0286 |
|
0.500 |
1.0276 |
|
0.382 |
1.0265 |
|
LOW |
1.0232 |
|
0.618 |
1.0178 |
|
1.000 |
1.0145 |
|
1.618 |
1.0091 |
|
2.618 |
1.0004 |
|
4.250 |
0.9862 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0295 |
1.0295 |
| PP |
1.0285 |
1.0285 |
| S1 |
1.0276 |
1.0276 |
|