CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0290 |
1.0314 |
0.0024 |
0.2% |
1.0368 |
| High |
1.0351 |
1.0373 |
0.0022 |
0.2% |
1.0457 |
| Low |
1.0271 |
1.0292 |
0.0021 |
0.2% |
1.0227 |
| Close |
1.0320 |
1.0364 |
0.0044 |
0.4% |
1.0238 |
| Range |
0.0080 |
0.0081 |
0.0001 |
1.3% |
0.0230 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.0% |
0.0000 |
| Volume |
15,840 |
17,918 |
2,078 |
13.1% |
107,103 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0586 |
1.0556 |
1.0409 |
|
| R3 |
1.0505 |
1.0475 |
1.0386 |
|
| R2 |
1.0424 |
1.0424 |
1.0379 |
|
| R1 |
1.0394 |
1.0394 |
1.0371 |
1.0409 |
| PP |
1.0343 |
1.0343 |
1.0343 |
1.0351 |
| S1 |
1.0313 |
1.0313 |
1.0357 |
1.0328 |
| S2 |
1.0262 |
1.0262 |
1.0349 |
|
| S3 |
1.0181 |
1.0232 |
1.0342 |
|
| S4 |
1.0100 |
1.0151 |
1.0319 |
|
|
| 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 |
1.0373 |
1.0227 |
0.0146 |
1.4% |
0.0071 |
0.7% |
94% |
True |
False |
17,537 |
| 10 |
1.0457 |
1.0227 |
0.0230 |
2.2% |
0.0077 |
0.7% |
60% |
False |
False |
19,120 |
| 20 |
1.0556 |
1.0227 |
0.0329 |
3.2% |
0.0078 |
0.8% |
42% |
False |
False |
18,757 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.9% |
0.0086 |
0.8% |
68% |
False |
False |
17,080 |
| 60 |
1.0556 |
0.9906 |
0.0650 |
6.3% |
0.0084 |
0.8% |
70% |
False |
False |
11,470 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0074 |
0.7% |
74% |
False |
False |
8,611 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0065 |
0.6% |
74% |
False |
False |
6,891 |
| 120 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0062 |
0.6% |
74% |
False |
False |
5,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0717 |
|
2.618 |
1.0585 |
|
1.618 |
1.0504 |
|
1.000 |
1.0454 |
|
0.618 |
1.0423 |
|
HIGH |
1.0373 |
|
0.618 |
1.0342 |
|
0.500 |
1.0333 |
|
0.382 |
1.0323 |
|
LOW |
1.0292 |
|
0.618 |
1.0242 |
|
1.000 |
1.0211 |
|
1.618 |
1.0161 |
|
2.618 |
1.0080 |
|
4.250 |
0.9948 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0348 |
| PP |
1.0343 |
1.0332 |
| S1 |
1.0333 |
1.0316 |
|