CME Swiss Franc Future September 2016
Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1.0517 |
1.0417 |
-0.0100 |
-1.0% |
1.0511 |
High |
1.0517 |
1.0417 |
-0.0100 |
-1.0% |
1.0564 |
Low |
1.0417 |
1.0417 |
0.0000 |
0.0% |
1.0501 |
Close |
1.0417 |
1.0417 |
0.0000 |
0.0% |
1.0564 |
Range |
0.0100 |
0.0000 |
-0.0100 |
-100.0% |
0.0063 |
ATR |
0.0048 |
0.0045 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
17 |
0 |
-17 |
-100.0% |
50 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0417 |
1.0417 |
1.0417 |
|
R3 |
1.0417 |
1.0417 |
1.0417 |
|
R2 |
1.0417 |
1.0417 |
1.0417 |
|
R1 |
1.0417 |
1.0417 |
1.0417 |
1.0417 |
PP |
1.0417 |
1.0417 |
1.0417 |
1.0417 |
S1 |
1.0417 |
1.0417 |
1.0417 |
1.0417 |
S2 |
1.0417 |
1.0417 |
1.0417 |
|
S3 |
1.0417 |
1.0417 |
1.0417 |
|
S4 |
1.0417 |
1.0417 |
1.0417 |
|
|
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% |
0.0045 |
0.4% |
0% |
False |
True |
9 |
10 |
1.0600 |
1.0417 |
0.0183 |
1.8% |
0.0031 |
0.3% |
0% |
False |
True |
10 |
20 |
1.0600 |
1.0311 |
0.0289 |
2.8% |
0.0032 |
0.3% |
37% |
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 |
1.0417 |
2.618 |
1.0417 |
1.618 |
1.0417 |
1.000 |
1.0417 |
0.618 |
1.0417 |
HIGH |
1.0417 |
0.618 |
1.0417 |
0.500 |
1.0417 |
0.382 |
1.0417 |
LOW |
1.0417 |
0.618 |
1.0417 |
1.000 |
1.0417 |
1.618 |
1.0417 |
2.618 |
1.0417 |
4.250 |
1.0417 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0417 |
1.0488 |
PP |
1.0417 |
1.0464 |
S1 |
1.0417 |
1.0441 |
|