CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0503 |
1.0490 |
-0.0013 |
-0.1% |
1.0311 |
| High |
1.0513 |
1.0512 |
-0.0001 |
0.0% |
1.0513 |
| Low |
1.0495 |
1.0489 |
-0.0006 |
-0.1% |
1.0311 |
| Close |
1.0495 |
1.0512 |
0.0017 |
0.2% |
1.0512 |
| Range |
0.0018 |
0.0023 |
0.0005 |
27.8% |
0.0202 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
67 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0566 |
1.0525 |
|
| R3 |
1.0550 |
1.0543 |
1.0518 |
|
| R2 |
1.0527 |
1.0527 |
1.0516 |
|
| R1 |
1.0520 |
1.0520 |
1.0514 |
1.0524 |
| PP |
1.0504 |
1.0504 |
1.0504 |
1.0506 |
| S1 |
1.0497 |
1.0497 |
1.0510 |
1.0501 |
| S2 |
1.0481 |
1.0481 |
1.0508 |
|
| S3 |
1.0458 |
1.0474 |
1.0506 |
|
| S4 |
1.0435 |
1.0451 |
1.0499 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.0984 |
1.0623 |
|
| R3 |
1.0849 |
1.0782 |
1.0568 |
|
| R2 |
1.0647 |
1.0647 |
1.0549 |
|
| R1 |
1.0580 |
1.0580 |
1.0531 |
1.0614 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0462 |
| S1 |
1.0378 |
1.0378 |
1.0493 |
1.0412 |
| S2 |
1.0243 |
1.0243 |
1.0475 |
|
| S3 |
1.0041 |
1.0176 |
1.0456 |
|
| S4 |
0.9839 |
0.9974 |
1.0401 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0513 |
1.0311 |
0.0202 |
1.9% |
0.0045 |
0.4% |
100% |
False |
False |
13 |
| 10 |
1.0513 |
1.0311 |
0.0202 |
1.9% |
0.0033 |
0.3% |
100% |
False |
False |
10 |
| 20 |
1.0513 |
1.0102 |
0.0411 |
3.9% |
0.0028 |
0.3% |
100% |
False |
False |
6 |
| 40 |
1.0513 |
1.0102 |
0.0411 |
3.9% |
0.0016 |
0.2% |
100% |
False |
False |
3 |
| 60 |
1.0513 |
0.9868 |
0.0645 |
6.1% |
0.0012 |
0.1% |
100% |
False |
False |
2 |
| 80 |
1.0513 |
0.9868 |
0.0645 |
6.1% |
0.0010 |
0.1% |
100% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0610 |
|
2.618 |
1.0572 |
|
1.618 |
1.0549 |
|
1.000 |
1.0535 |
|
0.618 |
1.0526 |
|
HIGH |
1.0512 |
|
0.618 |
1.0503 |
|
0.500 |
1.0501 |
|
0.382 |
1.0498 |
|
LOW |
1.0489 |
|
0.618 |
1.0475 |
|
1.000 |
1.0466 |
|
1.618 |
1.0452 |
|
2.618 |
1.0429 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0508 |
1.0503 |
| PP |
1.0504 |
1.0494 |
| S1 |
1.0501 |
1.0485 |
|