CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0367 |
1.0366 |
-0.0001 |
0.0% |
1.0514 |
| High |
1.0400 |
1.0389 |
-0.0011 |
-0.1% |
1.0556 |
| Low |
1.0345 |
1.0346 |
0.0001 |
0.0% |
1.0345 |
| Close |
1.0367 |
1.0356 |
-0.0011 |
-0.1% |
1.0356 |
| Range |
0.0055 |
0.0043 |
-0.0012 |
-21.8% |
0.0211 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
18,491 |
16,265 |
-2,226 |
-12.0% |
92,039 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0467 |
1.0380 |
|
| R3 |
1.0450 |
1.0424 |
1.0368 |
|
| R2 |
1.0407 |
1.0407 |
1.0364 |
|
| R1 |
1.0381 |
1.0381 |
1.0360 |
1.0373 |
| PP |
1.0364 |
1.0364 |
1.0364 |
1.0359 |
| S1 |
1.0338 |
1.0338 |
1.0352 |
1.0330 |
| S2 |
1.0321 |
1.0321 |
1.0348 |
|
| S3 |
1.0278 |
1.0295 |
1.0344 |
|
| S4 |
1.0235 |
1.0252 |
1.0332 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.0915 |
1.0472 |
|
| R3 |
1.0841 |
1.0704 |
1.0414 |
|
| R2 |
1.0630 |
1.0630 |
1.0395 |
|
| R1 |
1.0493 |
1.0493 |
1.0375 |
1.0456 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0401 |
| S1 |
1.0282 |
1.0282 |
1.0337 |
1.0245 |
| S2 |
1.0208 |
1.0208 |
1.0317 |
|
| S3 |
0.9997 |
1.0071 |
1.0298 |
|
| S4 |
0.9786 |
0.9860 |
1.0240 |
|
|
| 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% |
0.0082 |
0.8% |
5% |
False |
False |
18,407 |
| 10 |
1.0556 |
1.0345 |
0.0211 |
2.0% |
0.0075 |
0.7% |
5% |
False |
False |
18,130 |
| 20 |
1.0556 |
1.0232 |
0.0324 |
3.1% |
0.0073 |
0.7% |
38% |
False |
False |
17,175 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.9% |
0.0085 |
0.8% |
67% |
False |
False |
12,797 |
| 60 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0079 |
0.8% |
73% |
False |
False |
8,560 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0070 |
0.7% |
73% |
False |
False |
6,425 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0062 |
0.6% |
73% |
False |
False |
5,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0572 |
|
2.618 |
1.0502 |
|
1.618 |
1.0459 |
|
1.000 |
1.0432 |
|
0.618 |
1.0416 |
|
HIGH |
1.0389 |
|
0.618 |
1.0373 |
|
0.500 |
1.0368 |
|
0.382 |
1.0362 |
|
LOW |
1.0346 |
|
0.618 |
1.0319 |
|
1.000 |
1.0303 |
|
1.618 |
1.0276 |
|
2.618 |
1.0233 |
|
4.250 |
1.0163 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0368 |
1.0422 |
| PP |
1.0364 |
1.0400 |
| S1 |
1.0360 |
1.0378 |
|