CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0530 |
1.0373 |
-0.0157 |
-1.5% |
1.0615 |
| High |
1.0530 |
1.0386 |
-0.0144 |
-1.4% |
1.0615 |
| Low |
1.0421 |
1.0373 |
-0.0048 |
-0.5% |
1.0458 |
| Close |
1.0421 |
1.0386 |
-0.0035 |
-0.3% |
1.0458 |
| Range |
0.0109 |
0.0013 |
-0.0096 |
-88.1% |
0.0157 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
2.2% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
4 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0416 |
1.0393 |
|
| R3 |
1.0408 |
1.0403 |
1.0390 |
|
| R2 |
1.0395 |
1.0395 |
1.0388 |
|
| R1 |
1.0390 |
1.0390 |
1.0387 |
1.0393 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0383 |
| S1 |
1.0377 |
1.0377 |
1.0385 |
1.0380 |
| S2 |
1.0369 |
1.0369 |
1.0384 |
|
| S3 |
1.0356 |
1.0364 |
1.0382 |
|
| S4 |
1.0343 |
1.0351 |
1.0379 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0877 |
1.0544 |
|
| R3 |
1.0824 |
1.0720 |
1.0501 |
|
| R2 |
1.0667 |
1.0667 |
1.0487 |
|
| R1 |
1.0563 |
1.0563 |
1.0472 |
1.0537 |
| PP |
1.0510 |
1.0510 |
1.0510 |
1.0497 |
| S1 |
1.0406 |
1.0406 |
1.0444 |
1.0380 |
| S2 |
1.0353 |
1.0353 |
1.0429 |
|
| S3 |
1.0196 |
1.0249 |
1.0415 |
|
| S4 |
1.0039 |
1.0092 |
1.0372 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0441 |
|
2.618 |
1.0420 |
|
1.618 |
1.0407 |
|
1.000 |
1.0399 |
|
0.618 |
1.0394 |
|
HIGH |
1.0386 |
|
0.618 |
1.0381 |
|
0.500 |
1.0380 |
|
0.382 |
1.0378 |
|
LOW |
1.0373 |
|
0.618 |
1.0365 |
|
1.000 |
1.0360 |
|
1.618 |
1.0352 |
|
2.618 |
1.0339 |
|
4.250 |
1.0318 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0455 |
| PP |
1.0382 |
1.0432 |
| S1 |
1.0380 |
1.0409 |
|