CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0311 |
1.0274 |
-0.0037 |
-0.4% |
1.0368 |
| High |
1.0386 |
1.0295 |
-0.0091 |
-0.9% |
1.0457 |
| Low |
1.0274 |
1.0227 |
-0.0047 |
-0.5% |
1.0227 |
| Close |
1.0285 |
1.0238 |
-0.0047 |
-0.5% |
1.0238 |
| Range |
0.0112 |
0.0068 |
-0.0044 |
-39.3% |
0.0230 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
30,669 |
19,848 |
-10,821 |
-35.3% |
107,103 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0457 |
1.0416 |
1.0275 |
|
| R3 |
1.0389 |
1.0348 |
1.0257 |
|
| R2 |
1.0321 |
1.0321 |
1.0250 |
|
| R1 |
1.0280 |
1.0280 |
1.0244 |
1.0267 |
| PP |
1.0253 |
1.0253 |
1.0253 |
1.0247 |
| S1 |
1.0212 |
1.0212 |
1.0232 |
1.0199 |
| S2 |
1.0185 |
1.0185 |
1.0226 |
|
| S3 |
1.0117 |
1.0144 |
1.0219 |
|
| S4 |
1.0049 |
1.0076 |
1.0201 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0997 |
1.0848 |
1.0365 |
|
| R3 |
1.0767 |
1.0618 |
1.0301 |
|
| R2 |
1.0537 |
1.0537 |
1.0280 |
|
| R1 |
1.0388 |
1.0388 |
1.0259 |
1.0348 |
| PP |
1.0307 |
1.0307 |
1.0307 |
1.0287 |
| S1 |
1.0158 |
1.0158 |
1.0217 |
1.0118 |
| S2 |
1.0077 |
1.0077 |
1.0196 |
|
| S3 |
0.9847 |
0.9928 |
1.0175 |
|
| S4 |
0.9617 |
0.9698 |
1.0112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0457 |
1.0227 |
0.0230 |
2.2% |
0.0089 |
0.9% |
5% |
False |
True |
21,420 |
| 10 |
1.0556 |
1.0227 |
0.0329 |
3.2% |
0.0086 |
0.8% |
3% |
False |
True |
19,914 |
| 20 |
1.0556 |
1.0227 |
0.0329 |
3.2% |
0.0083 |
0.8% |
3% |
False |
True |
19,160 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.9% |
0.0086 |
0.8% |
48% |
False |
False |
15,466 |
| 60 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0083 |
0.8% |
57% |
False |
False |
10,343 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0074 |
0.7% |
57% |
False |
False |
7,763 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0066 |
0.6% |
57% |
False |
False |
6,212 |
| 120 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0061 |
0.6% |
57% |
False |
False |
5,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0584 |
|
2.618 |
1.0473 |
|
1.618 |
1.0405 |
|
1.000 |
1.0363 |
|
0.618 |
1.0337 |
|
HIGH |
1.0295 |
|
0.618 |
1.0269 |
|
0.500 |
1.0261 |
|
0.382 |
1.0253 |
|
LOW |
1.0227 |
|
0.618 |
1.0185 |
|
1.000 |
1.0159 |
|
1.618 |
1.0117 |
|
2.618 |
1.0049 |
|
4.250 |
0.9938 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0261 |
1.0332 |
| PP |
1.0253 |
1.0300 |
| S1 |
1.0246 |
1.0269 |
|