CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0019 |
1.0123 |
0.0104 |
1.0% |
0.9831 |
| High |
1.0130 |
1.0143 |
0.0013 |
0.1% |
1.0143 |
| Low |
1.0013 |
1.0075 |
0.0062 |
0.6% |
0.9830 |
| Close |
1.0128 |
1.0141 |
0.0013 |
0.1% |
1.0141 |
| Range |
0.0117 |
0.0068 |
-0.0049 |
-41.9% |
0.0313 |
| ATR |
0.0071 |
0.0070 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
372 |
69 |
-303 |
-81.5% |
634 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0324 |
1.0300 |
1.0178 |
|
| R3 |
1.0256 |
1.0232 |
1.0160 |
|
| R2 |
1.0188 |
1.0188 |
1.0153 |
|
| R1 |
1.0164 |
1.0164 |
1.0147 |
1.0176 |
| PP |
1.0120 |
1.0120 |
1.0120 |
1.0126 |
| S1 |
1.0096 |
1.0096 |
1.0135 |
1.0108 |
| S2 |
1.0052 |
1.0052 |
1.0129 |
|
| S3 |
0.9984 |
1.0028 |
1.0122 |
|
| S4 |
0.9916 |
0.9960 |
1.0104 |
|
|
| 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 |
1.0143 |
0.9830 |
0.0313 |
3.1% |
0.0078 |
0.8% |
99% |
True |
False |
126 |
| 10 |
1.0143 |
0.9818 |
0.0325 |
3.2% |
0.0060 |
0.6% |
99% |
True |
False |
75 |
| 20 |
1.0143 |
0.9818 |
0.0325 |
3.2% |
0.0049 |
0.5% |
99% |
True |
False |
51 |
| 40 |
1.0303 |
0.9818 |
0.0485 |
4.8% |
0.0044 |
0.4% |
67% |
False |
False |
33 |
| 60 |
1.0303 |
0.9818 |
0.0485 |
4.8% |
0.0042 |
0.4% |
67% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0432 |
|
2.618 |
1.0321 |
|
1.618 |
1.0253 |
|
1.000 |
1.0211 |
|
0.618 |
1.0185 |
|
HIGH |
1.0143 |
|
0.618 |
1.0117 |
|
0.500 |
1.0109 |
|
0.382 |
1.0101 |
|
LOW |
1.0075 |
|
0.618 |
1.0033 |
|
1.000 |
1.0007 |
|
1.618 |
0.9965 |
|
2.618 |
0.9897 |
|
4.250 |
0.9786 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0102 |
| PP |
1.0120 |
1.0063 |
| S1 |
1.0109 |
1.0025 |
|