CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0514 |
1.0506 |
-0.0008 |
-0.1% |
1.0469 |
| High |
1.0551 |
1.0556 |
0.0005 |
0.0% |
1.0531 |
| Low |
1.0476 |
1.0450 |
-0.0026 |
-0.2% |
1.0423 |
| Close |
1.0511 |
1.0499 |
-0.0012 |
-0.1% |
1.0514 |
| Range |
0.0075 |
0.0106 |
0.0031 |
41.3% |
0.0108 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.3% |
0.0000 |
| Volume |
16,784 |
18,142 |
1,358 |
8.1% |
89,264 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0820 |
1.0765 |
1.0557 |
|
| R3 |
1.0714 |
1.0659 |
1.0528 |
|
| R2 |
1.0608 |
1.0608 |
1.0518 |
|
| R1 |
1.0553 |
1.0553 |
1.0509 |
1.0528 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0489 |
| S1 |
1.0447 |
1.0447 |
1.0489 |
1.0422 |
| S2 |
1.0396 |
1.0396 |
1.0480 |
|
| S3 |
1.0290 |
1.0341 |
1.0470 |
|
| S4 |
1.0184 |
1.0235 |
1.0441 |
|
|
| 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 |
1.0556 |
1.0423 |
0.0133 |
1.3% |
0.0082 |
0.8% |
57% |
True |
False |
18,458 |
| 10 |
1.0556 |
1.0375 |
0.0181 |
1.7% |
0.0078 |
0.7% |
69% |
True |
False |
19,197 |
| 20 |
1.0556 |
1.0127 |
0.0429 |
4.1% |
0.0080 |
0.8% |
87% |
True |
False |
17,145 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.8% |
0.0083 |
0.8% |
91% |
True |
False |
11,375 |
| 60 |
1.0556 |
0.9818 |
0.0738 |
7.0% |
0.0078 |
0.7% |
92% |
True |
False |
7,610 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.0% |
0.0068 |
0.6% |
92% |
True |
False |
5,711 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.0% |
0.0061 |
0.6% |
92% |
True |
False |
4,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0834 |
|
1.618 |
1.0728 |
|
1.000 |
1.0662 |
|
0.618 |
1.0622 |
|
HIGH |
1.0556 |
|
0.618 |
1.0516 |
|
0.500 |
1.0503 |
|
0.382 |
1.0490 |
|
LOW |
1.0450 |
|
0.618 |
1.0384 |
|
1.000 |
1.0344 |
|
1.618 |
1.0278 |
|
2.618 |
1.0172 |
|
4.250 |
1.0000 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0503 |
1.0503 |
| PP |
1.0502 |
1.0502 |
| S1 |
1.0500 |
1.0500 |
|