CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0359 |
1.0379 |
0.0020 |
0.2% |
1.0413 |
| High |
1.0393 |
1.0412 |
0.0019 |
0.2% |
1.0489 |
| Low |
1.0359 |
1.0379 |
0.0020 |
0.2% |
1.0283 |
| Close |
1.0368 |
1.0412 |
0.0044 |
0.4% |
1.0286 |
| Range |
0.0034 |
0.0033 |
-0.0001 |
-2.9% |
0.0206 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
3 |
8 |
5 |
166.7% |
112 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0500 |
1.0489 |
1.0430 |
|
| R3 |
1.0467 |
1.0456 |
1.0421 |
|
| R2 |
1.0434 |
1.0434 |
1.0418 |
|
| R1 |
1.0423 |
1.0423 |
1.0415 |
1.0429 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0404 |
| S1 |
1.0390 |
1.0390 |
1.0409 |
1.0396 |
| S2 |
1.0368 |
1.0368 |
1.0406 |
|
| S3 |
1.0335 |
1.0357 |
1.0403 |
|
| S4 |
1.0302 |
1.0324 |
1.0394 |
|
|
| 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 |
1.0412 |
1.0283 |
0.0129 |
1.2% |
0.0033 |
0.3% |
100% |
True |
False |
9 |
| 10 |
1.0489 |
1.0283 |
0.0206 |
2.0% |
0.0043 |
0.4% |
63% |
False |
False |
15 |
| 20 |
1.0600 |
1.0283 |
0.0317 |
3.0% |
0.0037 |
0.4% |
41% |
False |
False |
12 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.8% |
0.0032 |
0.3% |
62% |
False |
False |
9 |
| 60 |
1.0600 |
1.0058 |
0.0542 |
5.2% |
0.0023 |
0.2% |
65% |
False |
False |
6 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0018 |
0.2% |
74% |
False |
False |
5 |
| 100 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0016 |
0.1% |
74% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0552 |
|
2.618 |
1.0498 |
|
1.618 |
1.0465 |
|
1.000 |
1.0445 |
|
0.618 |
1.0432 |
|
HIGH |
1.0412 |
|
0.618 |
1.0399 |
|
0.500 |
1.0396 |
|
0.382 |
1.0392 |
|
LOW |
1.0379 |
|
0.618 |
1.0359 |
|
1.000 |
1.0346 |
|
1.618 |
1.0326 |
|
2.618 |
1.0293 |
|
4.250 |
1.0239 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0398 |
| PP |
1.0401 |
1.0385 |
| S1 |
1.0396 |
1.0371 |
|