CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0348 |
1.0328 |
-0.0020 |
-0.2% |
0.9831 |
| High |
1.0348 |
1.0405 |
0.0057 |
0.6% |
1.0143 |
| Low |
1.0283 |
1.0327 |
0.0044 |
0.4% |
0.9830 |
| Close |
1.0335 |
1.0341 |
0.0006 |
0.1% |
1.0141 |
| Range |
0.0065 |
0.0078 |
0.0013 |
20.0% |
0.0313 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.0% |
0.0000 |
| Volume |
143 |
250 |
107 |
74.8% |
634 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0592 |
1.0544 |
1.0384 |
|
| R3 |
1.0514 |
1.0466 |
1.0362 |
|
| R2 |
1.0436 |
1.0436 |
1.0355 |
|
| R1 |
1.0388 |
1.0388 |
1.0348 |
1.0412 |
| PP |
1.0358 |
1.0358 |
1.0358 |
1.0370 |
| S1 |
1.0310 |
1.0310 |
1.0334 |
1.0334 |
| S2 |
1.0280 |
1.0280 |
1.0327 |
|
| S3 |
1.0202 |
1.0232 |
1.0320 |
|
| S4 |
1.0124 |
1.0154 |
1.0298 |
|
|
| 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 |
1.0405 |
1.0075 |
0.0330 |
3.2% |
0.0096 |
0.9% |
81% |
True |
False |
133 |
| 10 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0087 |
0.8% |
89% |
True |
False |
125 |
| 20 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0065 |
0.6% |
89% |
True |
False |
77 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0050 |
0.5% |
89% |
True |
False |
46 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0046 |
0.4% |
89% |
True |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0737 |
|
2.618 |
1.0609 |
|
1.618 |
1.0531 |
|
1.000 |
1.0483 |
|
0.618 |
1.0453 |
|
HIGH |
1.0405 |
|
0.618 |
1.0375 |
|
0.500 |
1.0366 |
|
0.382 |
1.0357 |
|
LOW |
1.0327 |
|
0.618 |
1.0279 |
|
1.000 |
1.0249 |
|
1.618 |
1.0201 |
|
2.618 |
1.0123 |
|
4.250 |
0.9996 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0366 |
1.0329 |
| PP |
1.0358 |
1.0316 |
| S1 |
1.0349 |
1.0304 |
|