CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0273 |
1.0290 |
0.0017 |
0.2% |
1.0368 |
| High |
1.0327 |
1.0351 |
0.0024 |
0.2% |
1.0457 |
| Low |
1.0258 |
1.0271 |
0.0013 |
0.1% |
1.0227 |
| Close |
1.0282 |
1.0320 |
0.0038 |
0.4% |
1.0238 |
| Range |
0.0069 |
0.0080 |
0.0011 |
15.9% |
0.0230 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
18,483 |
15,840 |
-2,643 |
-14.3% |
107,103 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0554 |
1.0517 |
1.0364 |
|
| R3 |
1.0474 |
1.0437 |
1.0342 |
|
| R2 |
1.0394 |
1.0394 |
1.0335 |
|
| R1 |
1.0357 |
1.0357 |
1.0327 |
1.0376 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0323 |
| S1 |
1.0277 |
1.0277 |
1.0313 |
1.0296 |
| S2 |
1.0234 |
1.0234 |
1.0305 |
|
| S3 |
1.0154 |
1.0197 |
1.0298 |
|
| S4 |
1.0074 |
1.0117 |
1.0276 |
|
|
| 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 |
1.0386 |
1.0227 |
0.0159 |
1.5% |
0.0077 |
0.7% |
58% |
False |
False |
20,087 |
| 10 |
1.0457 |
1.0227 |
0.0230 |
2.2% |
0.0075 |
0.7% |
40% |
False |
False |
19,178 |
| 20 |
1.0556 |
1.0227 |
0.0329 |
3.2% |
0.0079 |
0.8% |
28% |
False |
False |
19,099 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.9% |
0.0085 |
0.8% |
61% |
False |
False |
16,653 |
| 60 |
1.0556 |
0.9845 |
0.0711 |
6.9% |
0.0084 |
0.8% |
67% |
False |
False |
11,174 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0074 |
0.7% |
68% |
False |
False |
8,387 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0068 |
0.7% |
68% |
False |
False |
6,712 |
| 120 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0062 |
0.6% |
68% |
False |
False |
5,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0691 |
|
2.618 |
1.0560 |
|
1.618 |
1.0480 |
|
1.000 |
1.0431 |
|
0.618 |
1.0400 |
|
HIGH |
1.0351 |
|
0.618 |
1.0320 |
|
0.500 |
1.0311 |
|
0.382 |
1.0302 |
|
LOW |
1.0271 |
|
0.618 |
1.0222 |
|
1.000 |
1.0191 |
|
1.618 |
1.0142 |
|
2.618 |
1.0062 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0317 |
1.0311 |
| PP |
1.0314 |
1.0302 |
| S1 |
1.0311 |
1.0294 |
|