CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0353 |
1.0359 |
0.0006 |
0.1% |
1.0413 |
| High |
1.0379 |
1.0393 |
0.0014 |
0.1% |
1.0489 |
| Low |
1.0330 |
1.0359 |
0.0029 |
0.3% |
1.0283 |
| Close |
1.0330 |
1.0368 |
0.0038 |
0.4% |
1.0286 |
| Range |
0.0049 |
0.0034 |
-0.0015 |
-30.6% |
0.0206 |
| ATR |
0.0054 |
0.0054 |
0.0001 |
1.3% |
0.0000 |
| Volume |
29 |
3 |
-26 |
-89.7% |
112 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0475 |
1.0456 |
1.0387 |
|
| R3 |
1.0441 |
1.0422 |
1.0377 |
|
| R2 |
1.0407 |
1.0407 |
1.0374 |
|
| R1 |
1.0388 |
1.0388 |
1.0371 |
1.0398 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0378 |
| S1 |
1.0354 |
1.0354 |
1.0365 |
1.0364 |
| S2 |
1.0339 |
1.0339 |
1.0362 |
|
| S3 |
1.0305 |
1.0320 |
1.0359 |
|
| S4 |
1.0271 |
1.0286 |
1.0349 |
|
|
| 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 |
1.0430 |
1.0283 |
0.0147 |
1.4% |
0.0048 |
0.5% |
58% |
False |
False |
16 |
| 10 |
1.0489 |
1.0283 |
0.0206 |
2.0% |
0.0039 |
0.4% |
41% |
False |
False |
14 |
| 20 |
1.0600 |
1.0283 |
0.0317 |
3.1% |
0.0036 |
0.3% |
27% |
False |
False |
12 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.8% |
0.0031 |
0.3% |
53% |
False |
False |
9 |
| 60 |
1.0600 |
0.9907 |
0.0693 |
6.7% |
0.0022 |
0.2% |
67% |
False |
False |
6 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
7.1% |
0.0019 |
0.2% |
68% |
False |
False |
4 |
| 100 |
1.0600 |
0.9868 |
0.0732 |
7.1% |
0.0015 |
0.1% |
68% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0538 |
|
2.618 |
1.0482 |
|
1.618 |
1.0448 |
|
1.000 |
1.0427 |
|
0.618 |
1.0414 |
|
HIGH |
1.0393 |
|
0.618 |
1.0380 |
|
0.500 |
1.0376 |
|
0.382 |
1.0372 |
|
LOW |
1.0359 |
|
0.618 |
1.0338 |
|
1.000 |
1.0325 |
|
1.618 |
1.0304 |
|
2.618 |
1.0270 |
|
4.250 |
1.0215 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0376 |
1.0363 |
| PP |
1.0373 |
1.0358 |
| S1 |
1.0371 |
1.0353 |
|