CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0368 |
1.0394 |
0.0026 |
0.3% |
1.0514 |
| High |
1.0411 |
1.0457 |
0.0046 |
0.4% |
1.0556 |
| Low |
1.0356 |
1.0386 |
0.0030 |
0.3% |
1.0345 |
| Close |
1.0391 |
1.0435 |
0.0044 |
0.4% |
1.0356 |
| Range |
0.0055 |
0.0071 |
0.0016 |
29.1% |
0.0211 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
14,445 |
17,318 |
2,873 |
19.9% |
92,039 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0639 |
1.0608 |
1.0474 |
|
| R3 |
1.0568 |
1.0537 |
1.0455 |
|
| R2 |
1.0497 |
1.0497 |
1.0448 |
|
| R1 |
1.0466 |
1.0466 |
1.0442 |
1.0482 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0434 |
| S1 |
1.0395 |
1.0395 |
1.0428 |
1.0411 |
| S2 |
1.0355 |
1.0355 |
1.0422 |
|
| S3 |
1.0284 |
1.0324 |
1.0415 |
|
| S4 |
1.0213 |
1.0253 |
1.0396 |
|
|
| 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 |
1.0498 |
1.0345 |
0.0153 |
1.5% |
0.0071 |
0.7% |
59% |
False |
False |
17,775 |
| 10 |
1.0556 |
1.0345 |
0.0211 |
2.0% |
0.0077 |
0.7% |
43% |
False |
False |
18,116 |
| 20 |
1.0556 |
1.0232 |
0.0324 |
3.1% |
0.0073 |
0.7% |
63% |
False |
False |
17,205 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.8% |
0.0084 |
0.8% |
80% |
False |
False |
13,588 |
| 60 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0079 |
0.8% |
84% |
False |
False |
9,088 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0071 |
0.7% |
84% |
False |
False |
6,822 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0063 |
0.6% |
84% |
False |
False |
5,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0643 |
|
1.618 |
1.0572 |
|
1.000 |
1.0528 |
|
0.618 |
1.0501 |
|
HIGH |
1.0457 |
|
0.618 |
1.0430 |
|
0.500 |
1.0422 |
|
0.382 |
1.0413 |
|
LOW |
1.0386 |
|
0.618 |
1.0342 |
|
1.000 |
1.0315 |
|
1.618 |
1.0271 |
|
2.618 |
1.0200 |
|
4.250 |
1.0084 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0431 |
1.0424 |
| PP |
1.0426 |
1.0413 |
| S1 |
1.0422 |
1.0402 |
|