CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0517 |
-0.0042 |
-0.4% |
1.0511 |
| High |
1.0559 |
1.0517 |
-0.0042 |
-0.4% |
1.0564 |
| Low |
1.0514 |
1.0417 |
-0.0097 |
-0.9% |
1.0501 |
| Close |
1.0549 |
1.0417 |
-0.0132 |
-1.3% |
1.0564 |
| Range |
0.0045 |
0.0100 |
0.0055 |
122.2% |
0.0063 |
| ATR |
0.0042 |
0.0048 |
0.0006 |
15.5% |
0.0000 |
| Volume |
10 |
17 |
7 |
70.0% |
50 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0750 |
1.0684 |
1.0472 |
|
| R3 |
1.0650 |
1.0584 |
1.0445 |
|
| R2 |
1.0550 |
1.0550 |
1.0435 |
|
| R1 |
1.0484 |
1.0484 |
1.0426 |
1.0467 |
| PP |
1.0450 |
1.0450 |
1.0450 |
1.0442 |
| S1 |
1.0384 |
1.0384 |
1.0408 |
1.0367 |
| S2 |
1.0350 |
1.0350 |
1.0399 |
|
| S3 |
1.0250 |
1.0284 |
1.0390 |
|
| S4 |
1.0150 |
1.0184 |
1.0362 |
|
|
| 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 |
1.0417 |
0.0183 |
1.8% |
0.0048 |
0.5% |
0% |
False |
True |
15 |
| 10 |
1.0600 |
1.0417 |
0.0183 |
1.8% |
0.0033 |
0.3% |
0% |
False |
True |
10 |
| 20 |
1.0600 |
1.0302 |
0.0298 |
2.9% |
0.0032 |
0.3% |
39% |
False |
False |
11 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.8% |
0.0023 |
0.2% |
63% |
False |
False |
5 |
| 60 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0016 |
0.2% |
75% |
False |
False |
4 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0014 |
0.1% |
75% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0942 |
|
2.618 |
1.0779 |
|
1.618 |
1.0679 |
|
1.000 |
1.0617 |
|
0.618 |
1.0579 |
|
HIGH |
1.0517 |
|
0.618 |
1.0479 |
|
0.500 |
1.0467 |
|
0.382 |
1.0455 |
|
LOW |
1.0417 |
|
0.618 |
1.0355 |
|
1.000 |
1.0317 |
|
1.618 |
1.0255 |
|
2.618 |
1.0155 |
|
4.250 |
0.9992 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0509 |
| PP |
1.0450 |
1.0478 |
| S1 |
1.0434 |
1.0448 |
|