CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0491 |
1.0367 |
-0.0124 |
-1.2% |
1.0469 |
| High |
1.0498 |
1.0400 |
-0.0098 |
-0.9% |
1.0531 |
| Low |
1.0365 |
1.0345 |
-0.0020 |
-0.2% |
1.0423 |
| Close |
1.0368 |
1.0367 |
-0.0001 |
0.0% |
1.0514 |
| Range |
0.0133 |
0.0055 |
-0.0078 |
-58.6% |
0.0108 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
22,357 |
18,491 |
-3,866 |
-17.3% |
89,264 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0536 |
1.0506 |
1.0397 |
|
| R3 |
1.0481 |
1.0451 |
1.0382 |
|
| R2 |
1.0426 |
1.0426 |
1.0377 |
|
| R1 |
1.0396 |
1.0396 |
1.0372 |
1.0395 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0370 |
| S1 |
1.0341 |
1.0341 |
1.0362 |
1.0340 |
| S2 |
1.0316 |
1.0316 |
1.0357 |
|
| S3 |
1.0261 |
1.0286 |
1.0352 |
|
| S4 |
1.0206 |
1.0231 |
1.0337 |
|
|
| 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 |
1.0345 |
0.0211 |
2.0% |
0.0086 |
0.8% |
10% |
False |
True |
18,325 |
| 10 |
1.0556 |
1.0345 |
0.0211 |
2.0% |
0.0079 |
0.8% |
10% |
False |
True |
18,394 |
| 20 |
1.0556 |
1.0232 |
0.0324 |
3.1% |
0.0078 |
0.8% |
42% |
False |
False |
17,593 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.9% |
0.0084 |
0.8% |
69% |
False |
False |
12,392 |
| 60 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0079 |
0.8% |
74% |
False |
False |
8,289 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0070 |
0.7% |
74% |
False |
False |
6,222 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0062 |
0.6% |
74% |
False |
False |
4,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0634 |
|
2.618 |
1.0544 |
|
1.618 |
1.0489 |
|
1.000 |
1.0455 |
|
0.618 |
1.0434 |
|
HIGH |
1.0400 |
|
0.618 |
1.0379 |
|
0.500 |
1.0373 |
|
0.382 |
1.0366 |
|
LOW |
1.0345 |
|
0.618 |
1.0311 |
|
1.000 |
1.0290 |
|
1.618 |
1.0256 |
|
2.618 |
1.0201 |
|
4.250 |
1.0111 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0373 |
1.0451 |
| PP |
1.0371 |
1.0423 |
| S1 |
1.0369 |
1.0395 |
|