CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0240 |
1.0273 |
0.0033 |
0.3% |
1.0368 |
| High |
1.0291 |
1.0327 |
0.0036 |
0.3% |
1.0457 |
| Low |
1.0236 |
1.0258 |
0.0022 |
0.2% |
1.0227 |
| Close |
1.0265 |
1.0282 |
0.0017 |
0.2% |
1.0238 |
| Range |
0.0055 |
0.0069 |
0.0014 |
25.5% |
0.0230 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
15,598 |
18,483 |
2,885 |
18.5% |
107,103 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0458 |
1.0320 |
|
| R3 |
1.0427 |
1.0389 |
1.0301 |
|
| R2 |
1.0358 |
1.0358 |
1.0295 |
|
| R1 |
1.0320 |
1.0320 |
1.0288 |
1.0339 |
| PP |
1.0289 |
1.0289 |
1.0289 |
1.0299 |
| S1 |
1.0251 |
1.0251 |
1.0276 |
1.0270 |
| S2 |
1.0220 |
1.0220 |
1.0269 |
|
| S3 |
1.0151 |
1.0182 |
1.0263 |
|
| S4 |
1.0082 |
1.0113 |
1.0244 |
|
|
| 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 |
1.0436 |
1.0227 |
0.0209 |
2.0% |
0.0089 |
0.9% |
26% |
False |
False |
21,884 |
| 10 |
1.0498 |
1.0227 |
0.0271 |
2.6% |
0.0080 |
0.8% |
20% |
False |
False |
19,829 |
| 20 |
1.0556 |
1.0227 |
0.0329 |
3.2% |
0.0079 |
0.8% |
17% |
False |
False |
19,513 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.9% |
0.0085 |
0.8% |
55% |
False |
False |
16,291 |
| 60 |
1.0556 |
0.9830 |
0.0726 |
7.1% |
0.0083 |
0.8% |
62% |
False |
False |
10,910 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0075 |
0.7% |
63% |
False |
False |
8,189 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0067 |
0.7% |
63% |
False |
False |
6,553 |
| 120 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0062 |
0.6% |
63% |
False |
False |
5,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0620 |
|
2.618 |
1.0508 |
|
1.618 |
1.0439 |
|
1.000 |
1.0396 |
|
0.618 |
1.0370 |
|
HIGH |
1.0327 |
|
0.618 |
1.0301 |
|
0.500 |
1.0293 |
|
0.382 |
1.0284 |
|
LOW |
1.0258 |
|
0.618 |
1.0215 |
|
1.000 |
1.0189 |
|
1.618 |
1.0146 |
|
2.618 |
1.0077 |
|
4.250 |
0.9965 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0293 |
1.0280 |
| PP |
1.0289 |
1.0279 |
| S1 |
1.0286 |
1.0277 |
|