CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0588 |
1.0559 |
-0.0029 |
-0.3% |
1.0511 |
| High |
1.0600 |
1.0559 |
-0.0041 |
-0.4% |
1.0564 |
| Low |
1.0557 |
1.0514 |
-0.0043 |
-0.4% |
1.0501 |
| Close |
1.0561 |
1.0549 |
-0.0012 |
-0.1% |
1.0564 |
| Range |
0.0043 |
0.0045 |
0.0002 |
4.7% |
0.0063 |
| ATR |
0.0041 |
0.0042 |
0.0000 |
1.0% |
0.0000 |
| Volume |
18 |
10 |
-8 |
-44.4% |
50 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0676 |
1.0657 |
1.0574 |
|
| R3 |
1.0631 |
1.0612 |
1.0561 |
|
| R2 |
1.0586 |
1.0586 |
1.0557 |
|
| R1 |
1.0567 |
1.0567 |
1.0553 |
1.0554 |
| PP |
1.0541 |
1.0541 |
1.0541 |
1.0534 |
| S1 |
1.0522 |
1.0522 |
1.0545 |
1.0509 |
| S2 |
1.0496 |
1.0496 |
1.0541 |
|
| S3 |
1.0451 |
1.0477 |
1.0537 |
|
| S4 |
1.0406 |
1.0432 |
1.0524 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0732 |
1.0711 |
1.0599 |
|
| R3 |
1.0669 |
1.0648 |
1.0581 |
|
| R2 |
1.0606 |
1.0606 |
1.0576 |
|
| R1 |
1.0585 |
1.0585 |
1.0570 |
1.0596 |
| PP |
1.0543 |
1.0543 |
1.0543 |
1.0548 |
| S1 |
1.0522 |
1.0522 |
1.0558 |
1.0533 |
| S2 |
1.0480 |
1.0480 |
1.0552 |
|
| S3 |
1.0417 |
1.0459 |
1.0547 |
|
| S4 |
1.0354 |
1.0396 |
1.0529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0600 |
1.0514 |
0.0086 |
0.8% |
0.0030 |
0.3% |
41% |
False |
True |
14 |
| 10 |
1.0600 |
1.0457 |
0.0143 |
1.4% |
0.0027 |
0.3% |
64% |
False |
False |
9 |
| 20 |
1.0600 |
1.0221 |
0.0379 |
3.6% |
0.0027 |
0.3% |
87% |
False |
False |
10 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.7% |
0.0020 |
0.2% |
90% |
False |
False |
5 |
| 60 |
1.0600 |
0.9868 |
0.0732 |
6.9% |
0.0014 |
0.1% |
93% |
False |
False |
3 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
6.9% |
0.0013 |
0.1% |
93% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0750 |
|
2.618 |
1.0677 |
|
1.618 |
1.0632 |
|
1.000 |
1.0604 |
|
0.618 |
1.0587 |
|
HIGH |
1.0559 |
|
0.618 |
1.0542 |
|
0.500 |
1.0537 |
|
0.382 |
1.0531 |
|
LOW |
1.0514 |
|
0.618 |
1.0486 |
|
1.000 |
1.0469 |
|
1.618 |
1.0441 |
|
2.618 |
1.0396 |
|
4.250 |
1.0323 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0545 |
1.0557 |
| PP |
1.0541 |
1.0554 |
| S1 |
1.0537 |
1.0552 |
|