CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0274 |
1.0240 |
-0.0034 |
-0.3% |
1.0368 |
| High |
1.0295 |
1.0291 |
-0.0004 |
0.0% |
1.0457 |
| Low |
1.0227 |
1.0236 |
0.0009 |
0.1% |
1.0227 |
| Close |
1.0238 |
1.0265 |
0.0027 |
0.3% |
1.0238 |
| Range |
0.0068 |
0.0055 |
-0.0013 |
-19.1% |
0.0230 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
19,848 |
15,598 |
-4,250 |
-21.4% |
107,103 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0429 |
1.0402 |
1.0295 |
|
| R3 |
1.0374 |
1.0347 |
1.0280 |
|
| R2 |
1.0319 |
1.0319 |
1.0275 |
|
| R1 |
1.0292 |
1.0292 |
1.0270 |
1.0306 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0271 |
| S1 |
1.0237 |
1.0237 |
1.0260 |
1.0251 |
| S2 |
1.0209 |
1.0209 |
1.0255 |
|
| S3 |
1.0154 |
1.0182 |
1.0250 |
|
| S4 |
1.0099 |
1.0127 |
1.0235 |
|
|
| 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% |
17% |
False |
False |
21,651 |
| 10 |
1.0556 |
1.0227 |
0.0329 |
3.2% |
0.0084 |
0.8% |
12% |
False |
False |
19,795 |
| 20 |
1.0556 |
1.0227 |
0.0329 |
3.2% |
0.0081 |
0.8% |
12% |
False |
False |
19,557 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.9% |
0.0085 |
0.8% |
52% |
False |
False |
15,852 |
| 60 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0083 |
0.8% |
61% |
False |
False |
10,602 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0074 |
0.7% |
61% |
False |
False |
7,958 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0066 |
0.6% |
61% |
False |
False |
6,368 |
| 120 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0061 |
0.6% |
61% |
False |
False |
5,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0525 |
|
2.618 |
1.0435 |
|
1.618 |
1.0380 |
|
1.000 |
1.0346 |
|
0.618 |
1.0325 |
|
HIGH |
1.0291 |
|
0.618 |
1.0270 |
|
0.500 |
1.0264 |
|
0.382 |
1.0257 |
|
LOW |
1.0236 |
|
0.618 |
1.0202 |
|
1.000 |
1.0181 |
|
1.618 |
1.0147 |
|
2.618 |
1.0092 |
|
4.250 |
1.0002 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0265 |
1.0307 |
| PP |
1.0264 |
1.0293 |
| S1 |
1.0264 |
1.0279 |
|