CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0314 |
1.0362 |
0.0048 |
0.5% |
1.0240 |
| High |
1.0373 |
1.0470 |
0.0097 |
0.9% |
1.0470 |
| Low |
1.0292 |
1.0356 |
0.0064 |
0.6% |
1.0236 |
| Close |
1.0364 |
1.0444 |
0.0080 |
0.8% |
1.0444 |
| Range |
0.0081 |
0.0114 |
0.0033 |
40.7% |
0.0234 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.9% |
0.0000 |
| Volume |
17,918 |
23,842 |
5,924 |
33.1% |
91,681 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0765 |
1.0719 |
1.0507 |
|
| R3 |
1.0651 |
1.0605 |
1.0475 |
|
| R2 |
1.0537 |
1.0537 |
1.0465 |
|
| R1 |
1.0491 |
1.0491 |
1.0454 |
1.0514 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0435 |
| S1 |
1.0377 |
1.0377 |
1.0434 |
1.0400 |
| S2 |
1.0309 |
1.0309 |
1.0423 |
|
| S3 |
1.0195 |
1.0263 |
1.0413 |
|
| S4 |
1.0081 |
1.0149 |
1.0381 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.0999 |
1.0573 |
|
| R3 |
1.0851 |
1.0765 |
1.0508 |
|
| R2 |
1.0617 |
1.0617 |
1.0487 |
|
| R1 |
1.0531 |
1.0531 |
1.0465 |
1.0574 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0405 |
| S1 |
1.0297 |
1.0297 |
1.0423 |
1.0340 |
| S2 |
1.0149 |
1.0149 |
1.0401 |
|
| S3 |
0.9915 |
1.0063 |
1.0380 |
|
| S4 |
0.9681 |
0.9829 |
1.0315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0470 |
1.0236 |
0.0234 |
2.2% |
0.0080 |
0.8% |
89% |
True |
False |
18,336 |
| 10 |
1.0470 |
1.0227 |
0.0243 |
2.3% |
0.0085 |
0.8% |
89% |
True |
False |
19,878 |
| 20 |
1.0556 |
1.0227 |
0.0329 |
3.2% |
0.0080 |
0.8% |
66% |
False |
False |
19,004 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.8% |
0.0087 |
0.8% |
82% |
False |
False |
17,660 |
| 60 |
1.0556 |
0.9949 |
0.0607 |
5.8% |
0.0084 |
0.8% |
82% |
False |
False |
11,867 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0076 |
0.7% |
85% |
False |
False |
8,908 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0066 |
0.6% |
85% |
False |
False |
7,129 |
| 120 |
1.0556 |
0.9818 |
0.0738 |
7.1% |
0.0063 |
0.6% |
85% |
False |
False |
5,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0955 |
|
2.618 |
1.0768 |
|
1.618 |
1.0654 |
|
1.000 |
1.0584 |
|
0.618 |
1.0540 |
|
HIGH |
1.0470 |
|
0.618 |
1.0426 |
|
0.500 |
1.0413 |
|
0.382 |
1.0400 |
|
LOW |
1.0356 |
|
0.618 |
1.0286 |
|
1.000 |
1.0242 |
|
1.618 |
1.0172 |
|
2.618 |
1.0058 |
|
4.250 |
0.9872 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0434 |
1.0420 |
| PP |
1.0423 |
1.0395 |
| S1 |
1.0413 |
1.0371 |
|