CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0223 |
1.0348 |
0.0125 |
1.2% |
0.9831 |
| High |
1.0373 |
1.0348 |
-0.0025 |
-0.2% |
1.0143 |
| Low |
1.0202 |
1.0283 |
0.0081 |
0.8% |
0.9830 |
| Close |
1.0345 |
1.0335 |
-0.0010 |
-0.1% |
1.0141 |
| Range |
0.0171 |
0.0065 |
-0.0106 |
-62.0% |
0.0313 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
123 |
143 |
20 |
16.3% |
634 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0491 |
1.0371 |
|
| R3 |
1.0452 |
1.0426 |
1.0353 |
|
| R2 |
1.0387 |
1.0387 |
1.0347 |
|
| R1 |
1.0361 |
1.0361 |
1.0341 |
1.0342 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0312 |
| S1 |
1.0296 |
1.0296 |
1.0329 |
1.0277 |
| S2 |
1.0257 |
1.0257 |
1.0323 |
|
| S3 |
1.0192 |
1.0231 |
1.0317 |
|
| S4 |
1.0127 |
1.0166 |
1.0299 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0977 |
1.0872 |
1.0313 |
|
| R3 |
1.0664 |
1.0559 |
1.0227 |
|
| R2 |
1.0351 |
1.0351 |
1.0198 |
|
| R1 |
1.0246 |
1.0246 |
1.0170 |
1.0299 |
| PP |
1.0038 |
1.0038 |
1.0038 |
1.0064 |
| S1 |
0.9933 |
0.9933 |
1.0112 |
0.9986 |
| S2 |
0.9725 |
0.9725 |
1.0084 |
|
| S3 |
0.9412 |
0.9620 |
1.0055 |
|
| S4 |
0.9099 |
0.9307 |
0.9969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0373 |
1.0013 |
0.0360 |
3.5% |
0.0104 |
1.0% |
89% |
False |
False |
157 |
| 10 |
1.0373 |
0.9818 |
0.0555 |
5.4% |
0.0083 |
0.8% |
93% |
False |
False |
102 |
| 20 |
1.0373 |
0.9818 |
0.0555 |
5.4% |
0.0061 |
0.6% |
93% |
False |
False |
65 |
| 40 |
1.0373 |
0.9818 |
0.0555 |
5.4% |
0.0050 |
0.5% |
93% |
False |
False |
41 |
| 60 |
1.0373 |
0.9818 |
0.0555 |
5.4% |
0.0046 |
0.4% |
93% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0624 |
|
2.618 |
1.0518 |
|
1.618 |
1.0453 |
|
1.000 |
1.0413 |
|
0.618 |
1.0388 |
|
HIGH |
1.0348 |
|
0.618 |
1.0323 |
|
0.500 |
1.0316 |
|
0.382 |
1.0308 |
|
LOW |
1.0283 |
|
0.618 |
1.0243 |
|
1.000 |
1.0218 |
|
1.618 |
1.0178 |
|
2.618 |
1.0113 |
|
4.250 |
1.0007 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0329 |
1.0304 |
| PP |
1.0322 |
1.0274 |
| S1 |
1.0316 |
1.0243 |
|