CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0487 |
1.0490 |
0.0003 |
0.0% |
1.0267 |
| High |
1.0523 |
1.0531 |
0.0008 |
0.1% |
1.0498 |
| Low |
1.0423 |
1.0465 |
0.0042 |
0.4% |
1.0232 |
| Close |
1.0495 |
1.0495 |
0.0000 |
0.0% |
1.0462 |
| Range |
0.0100 |
0.0066 |
-0.0034 |
-34.0% |
0.0266 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
21,090 |
20,425 |
-665 |
-3.2% |
94,810 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0695 |
1.0661 |
1.0531 |
|
| R3 |
1.0629 |
1.0595 |
1.0513 |
|
| R2 |
1.0563 |
1.0563 |
1.0507 |
|
| R1 |
1.0529 |
1.0529 |
1.0501 |
1.0546 |
| PP |
1.0497 |
1.0497 |
1.0497 |
1.0506 |
| S1 |
1.0463 |
1.0463 |
1.0489 |
1.0480 |
| S2 |
1.0431 |
1.0431 |
1.0483 |
|
| S3 |
1.0365 |
1.0397 |
1.0477 |
|
| S4 |
1.0299 |
1.0331 |
1.0459 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1095 |
1.0608 |
|
| R3 |
1.0929 |
1.0829 |
1.0535 |
|
| R2 |
1.0663 |
1.0663 |
1.0511 |
|
| R1 |
1.0563 |
1.0563 |
1.0486 |
1.0613 |
| PP |
1.0397 |
1.0397 |
1.0397 |
1.0423 |
| S1 |
1.0297 |
1.0297 |
1.0438 |
1.0347 |
| S2 |
1.0131 |
1.0131 |
1.0413 |
|
| S3 |
0.9865 |
1.0031 |
1.0389 |
|
| S4 |
0.9599 |
0.9765 |
1.0316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0531 |
1.0421 |
0.0110 |
1.0% |
0.0071 |
0.7% |
67% |
True |
False |
18,464 |
| 10 |
1.0531 |
1.0232 |
0.0299 |
2.8% |
0.0078 |
0.7% |
88% |
True |
False |
17,773 |
| 20 |
1.0531 |
0.9949 |
0.0582 |
5.5% |
0.0090 |
0.9% |
94% |
True |
False |
18,642 |
| 40 |
1.0531 |
0.9949 |
0.0582 |
5.5% |
0.0082 |
0.8% |
94% |
True |
False |
10,117 |
| 60 |
1.0531 |
0.9818 |
0.0713 |
6.8% |
0.0074 |
0.7% |
95% |
True |
False |
6,765 |
| 80 |
1.0531 |
0.9818 |
0.0713 |
6.8% |
0.0066 |
0.6% |
95% |
True |
False |
5,077 |
| 100 |
1.0531 |
0.9818 |
0.0713 |
6.8% |
0.0061 |
0.6% |
95% |
True |
False |
4,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0812 |
|
2.618 |
1.0704 |
|
1.618 |
1.0638 |
|
1.000 |
1.0597 |
|
0.618 |
1.0572 |
|
HIGH |
1.0531 |
|
0.618 |
1.0506 |
|
0.500 |
1.0498 |
|
0.382 |
1.0490 |
|
LOW |
1.0465 |
|
0.618 |
1.0424 |
|
1.000 |
1.0399 |
|
1.618 |
1.0358 |
|
2.618 |
1.0292 |
|
4.250 |
1.0185 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0498 |
1.0489 |
| PP |
1.0497 |
1.0483 |
| S1 |
1.0496 |
1.0477 |
|