CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0487 |
1.0514 |
0.0027 |
0.3% |
1.0469 |
| High |
1.0527 |
1.0551 |
0.0024 |
0.2% |
1.0531 |
| Low |
1.0464 |
1.0476 |
0.0012 |
0.1% |
1.0423 |
| Close |
1.0514 |
1.0511 |
-0.0003 |
0.0% |
1.0514 |
| Range |
0.0063 |
0.0075 |
0.0012 |
19.0% |
0.0108 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
15,851 |
16,784 |
933 |
5.9% |
89,264 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0738 |
1.0699 |
1.0552 |
|
| R3 |
1.0663 |
1.0624 |
1.0532 |
|
| R2 |
1.0588 |
1.0588 |
1.0525 |
|
| R1 |
1.0549 |
1.0549 |
1.0518 |
1.0531 |
| PP |
1.0513 |
1.0513 |
1.0513 |
1.0504 |
| S1 |
1.0474 |
1.0474 |
1.0504 |
1.0456 |
| S2 |
1.0438 |
1.0438 |
1.0497 |
|
| S3 |
1.0363 |
1.0399 |
1.0490 |
|
| S4 |
1.0288 |
1.0324 |
1.0470 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0772 |
1.0573 |
|
| R3 |
1.0705 |
1.0664 |
1.0544 |
|
| R2 |
1.0597 |
1.0597 |
1.0534 |
|
| R1 |
1.0556 |
1.0556 |
1.0524 |
1.0577 |
| PP |
1.0489 |
1.0489 |
1.0489 |
1.0500 |
| S1 |
1.0448 |
1.0448 |
1.0504 |
1.0469 |
| S2 |
1.0381 |
1.0381 |
1.0494 |
|
| S3 |
1.0273 |
1.0340 |
1.0484 |
|
| S4 |
1.0165 |
1.0232 |
1.0455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0551 |
1.0423 |
0.0128 |
1.2% |
0.0074 |
0.7% |
69% |
True |
False |
18,052 |
| 10 |
1.0551 |
1.0276 |
0.0275 |
2.6% |
0.0079 |
0.7% |
85% |
True |
False |
19,320 |
| 20 |
1.0551 |
1.0127 |
0.0424 |
4.0% |
0.0078 |
0.7% |
91% |
True |
False |
16,979 |
| 40 |
1.0551 |
0.9949 |
0.0602 |
5.7% |
0.0082 |
0.8% |
93% |
True |
False |
10,924 |
| 60 |
1.0551 |
0.9818 |
0.0733 |
7.0% |
0.0077 |
0.7% |
95% |
True |
False |
7,308 |
| 80 |
1.0551 |
0.9818 |
0.0733 |
7.0% |
0.0066 |
0.6% |
95% |
True |
False |
5,485 |
| 100 |
1.0551 |
0.9818 |
0.0733 |
7.0% |
0.0061 |
0.6% |
95% |
True |
False |
4,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0870 |
|
2.618 |
1.0747 |
|
1.618 |
1.0672 |
|
1.000 |
1.0626 |
|
0.618 |
1.0597 |
|
HIGH |
1.0551 |
|
0.618 |
1.0522 |
|
0.500 |
1.0514 |
|
0.382 |
1.0505 |
|
LOW |
1.0476 |
|
0.618 |
1.0430 |
|
1.000 |
1.0401 |
|
1.618 |
1.0355 |
|
2.618 |
1.0280 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0514 |
1.0510 |
| PP |
1.0513 |
1.0509 |
| S1 |
1.0512 |
1.0508 |
|