CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0333 |
1.0353 |
0.0020 |
0.2% |
1.0413 |
| High |
1.0333 |
1.0379 |
0.0046 |
0.4% |
1.0489 |
| Low |
1.0313 |
1.0330 |
0.0017 |
0.2% |
1.0283 |
| Close |
1.0313 |
1.0330 |
0.0017 |
0.2% |
1.0286 |
| Range |
0.0020 |
0.0049 |
0.0029 |
145.0% |
0.0206 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.8% |
0.0000 |
| Volume |
1 |
29 |
28 |
2,800.0% |
112 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0461 |
1.0357 |
|
| R3 |
1.0444 |
1.0412 |
1.0343 |
|
| R2 |
1.0395 |
1.0395 |
1.0339 |
|
| R1 |
1.0363 |
1.0363 |
1.0334 |
1.0355 |
| PP |
1.0346 |
1.0346 |
1.0346 |
1.0342 |
| S1 |
1.0314 |
1.0314 |
1.0326 |
1.0306 |
| S2 |
1.0297 |
1.0297 |
1.0321 |
|
| S3 |
1.0248 |
1.0265 |
1.0317 |
|
| S4 |
1.0199 |
1.0216 |
1.0303 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0834 |
1.0399 |
|
| R3 |
1.0765 |
1.0628 |
1.0343 |
|
| R2 |
1.0559 |
1.0559 |
1.0324 |
|
| R1 |
1.0422 |
1.0422 |
1.0305 |
1.0388 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0335 |
| S1 |
1.0216 |
1.0216 |
1.0267 |
1.0182 |
| S2 |
1.0147 |
1.0147 |
1.0248 |
|
| S3 |
0.9941 |
1.0010 |
1.0229 |
|
| S4 |
0.9735 |
0.9804 |
1.0173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0435 |
1.0283 |
0.0152 |
1.5% |
0.0058 |
0.6% |
31% |
False |
False |
25 |
| 10 |
1.0517 |
1.0283 |
0.0234 |
2.3% |
0.0046 |
0.4% |
20% |
False |
False |
16 |
| 20 |
1.0600 |
1.0283 |
0.0317 |
3.1% |
0.0037 |
0.4% |
15% |
False |
False |
12 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.8% |
0.0031 |
0.3% |
46% |
False |
False |
9 |
| 60 |
1.0600 |
0.9907 |
0.0693 |
6.7% |
0.0022 |
0.2% |
61% |
False |
False |
6 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
7.1% |
0.0018 |
0.2% |
63% |
False |
False |
4 |
| 100 |
1.0600 |
0.9868 |
0.0732 |
7.1% |
0.0015 |
0.1% |
63% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0587 |
|
2.618 |
1.0507 |
|
1.618 |
1.0458 |
|
1.000 |
1.0428 |
|
0.618 |
1.0409 |
|
HIGH |
1.0379 |
|
0.618 |
1.0360 |
|
0.500 |
1.0355 |
|
0.382 |
1.0349 |
|
LOW |
1.0330 |
|
0.618 |
1.0300 |
|
1.000 |
1.0281 |
|
1.618 |
1.0251 |
|
2.618 |
1.0202 |
|
4.250 |
1.0122 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0355 |
1.0331 |
| PP |
1.0346 |
1.0331 |
| S1 |
1.0338 |
1.0330 |
|