CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0506 |
1.0491 |
-0.0015 |
-0.1% |
1.0469 |
| High |
1.0556 |
1.0498 |
-0.0058 |
-0.5% |
1.0531 |
| Low |
1.0450 |
1.0365 |
-0.0085 |
-0.8% |
1.0423 |
| Close |
1.0499 |
1.0368 |
-0.0131 |
-1.2% |
1.0514 |
| Range |
0.0106 |
0.0133 |
0.0027 |
25.5% |
0.0108 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
4.5% |
0.0000 |
| Volume |
18,142 |
22,357 |
4,215 |
23.2% |
89,264 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0809 |
1.0722 |
1.0441 |
|
| R3 |
1.0676 |
1.0589 |
1.0405 |
|
| R2 |
1.0543 |
1.0543 |
1.0392 |
|
| R1 |
1.0456 |
1.0456 |
1.0380 |
1.0433 |
| PP |
1.0410 |
1.0410 |
1.0410 |
1.0399 |
| S1 |
1.0323 |
1.0323 |
1.0356 |
1.0300 |
| S2 |
1.0277 |
1.0277 |
1.0344 |
|
| S3 |
1.0144 |
1.0190 |
1.0331 |
|
| S4 |
1.0011 |
1.0057 |
1.0295 |
|
|
| 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 |
1.0365 |
0.0191 |
1.8% |
0.0089 |
0.9% |
2% |
False |
True |
18,711 |
| 10 |
1.0556 |
1.0365 |
0.0191 |
1.8% |
0.0083 |
0.8% |
2% |
False |
True |
19,021 |
| 20 |
1.0556 |
1.0127 |
0.0429 |
4.1% |
0.0084 |
0.8% |
56% |
False |
False |
17,728 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.9% |
0.0084 |
0.8% |
69% |
False |
False |
11,932 |
| 60 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0079 |
0.8% |
75% |
False |
False |
7,982 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0069 |
0.7% |
75% |
False |
False |
5,991 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0062 |
0.6% |
75% |
False |
False |
4,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1063 |
|
2.618 |
1.0846 |
|
1.618 |
1.0713 |
|
1.000 |
1.0631 |
|
0.618 |
1.0580 |
|
HIGH |
1.0498 |
|
0.618 |
1.0447 |
|
0.500 |
1.0432 |
|
0.382 |
1.0416 |
|
LOW |
1.0365 |
|
0.618 |
1.0283 |
|
1.000 |
1.0232 |
|
1.618 |
1.0150 |
|
2.618 |
1.0017 |
|
4.250 |
0.9800 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0432 |
1.0461 |
| PP |
1.0410 |
1.0430 |
| S1 |
1.0389 |
1.0399 |
|