CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0408 |
1.0413 |
0.0005 |
0.0% |
1.0588 |
| High |
1.0408 |
1.0440 |
0.0032 |
0.3% |
1.0600 |
| Low |
1.0406 |
1.0413 |
0.0007 |
0.1% |
1.0406 |
| Close |
1.0406 |
1.0440 |
0.0034 |
0.3% |
1.0406 |
| Range |
0.0002 |
0.0027 |
0.0025 |
1,250.0% |
0.0194 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
49 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0512 |
1.0503 |
1.0455 |
|
| R3 |
1.0485 |
1.0476 |
1.0447 |
|
| R2 |
1.0458 |
1.0458 |
1.0445 |
|
| R1 |
1.0449 |
1.0449 |
1.0442 |
1.0454 |
| PP |
1.0431 |
1.0431 |
1.0431 |
1.0433 |
| S1 |
1.0422 |
1.0422 |
1.0438 |
1.0427 |
| S2 |
1.0404 |
1.0404 |
1.0435 |
|
| S3 |
1.0377 |
1.0395 |
1.0433 |
|
| S4 |
1.0350 |
1.0368 |
1.0425 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.0923 |
1.0513 |
|
| R3 |
1.0859 |
1.0729 |
1.0459 |
|
| R2 |
1.0665 |
1.0665 |
1.0442 |
|
| R1 |
1.0535 |
1.0535 |
1.0424 |
1.0503 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0455 |
| S1 |
1.0341 |
1.0341 |
1.0388 |
1.0309 |
| S2 |
1.0277 |
1.0277 |
1.0370 |
|
| S3 |
1.0083 |
1.0147 |
1.0353 |
|
| S4 |
0.9889 |
0.9953 |
1.0299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0559 |
1.0406 |
0.0153 |
1.5% |
0.0035 |
0.3% |
22% |
False |
False |
6 |
| 10 |
1.0600 |
1.0406 |
0.0194 |
1.9% |
0.0032 |
0.3% |
18% |
False |
False |
10 |
| 20 |
1.0600 |
1.0311 |
0.0289 |
2.8% |
0.0032 |
0.3% |
45% |
False |
False |
10 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.8% |
0.0023 |
0.2% |
68% |
False |
False |
6 |
| 60 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0016 |
0.2% |
78% |
False |
False |
4 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0014 |
0.1% |
78% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0555 |
|
2.618 |
1.0511 |
|
1.618 |
1.0484 |
|
1.000 |
1.0467 |
|
0.618 |
1.0457 |
|
HIGH |
1.0440 |
|
0.618 |
1.0430 |
|
0.500 |
1.0427 |
|
0.382 |
1.0423 |
|
LOW |
1.0413 |
|
0.618 |
1.0396 |
|
1.000 |
1.0386 |
|
1.618 |
1.0369 |
|
2.618 |
1.0342 |
|
4.250 |
1.0298 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0434 |
| PP |
1.0431 |
1.0429 |
| S1 |
1.0427 |
1.0423 |
|