CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0124 |
1.0223 |
0.0099 |
1.0% |
0.9831 |
| High |
1.0210 |
1.0373 |
0.0163 |
1.6% |
1.0143 |
| Low |
1.0113 |
1.0202 |
0.0089 |
0.9% |
0.9830 |
| Close |
1.0210 |
1.0345 |
0.0135 |
1.3% |
1.0141 |
| Range |
0.0097 |
0.0171 |
0.0074 |
76.3% |
0.0313 |
| ATR |
0.0072 |
0.0079 |
0.0007 |
9.8% |
0.0000 |
| Volume |
81 |
123 |
42 |
51.9% |
634 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0820 |
1.0753 |
1.0439 |
|
| R3 |
1.0649 |
1.0582 |
1.0392 |
|
| R2 |
1.0478 |
1.0478 |
1.0376 |
|
| R1 |
1.0411 |
1.0411 |
1.0361 |
1.0445 |
| PP |
1.0307 |
1.0307 |
1.0307 |
1.0323 |
| S1 |
1.0240 |
1.0240 |
1.0329 |
1.0274 |
| S2 |
1.0136 |
1.0136 |
1.0314 |
|
| S3 |
0.9965 |
1.0069 |
1.0298 |
|
| S4 |
0.9794 |
0.9898 |
1.0251 |
|
|
| 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 |
0.9906 |
0.0467 |
4.5% |
0.0113 |
1.1% |
94% |
True |
False |
137 |
| 10 |
1.0373 |
0.9818 |
0.0555 |
5.4% |
0.0080 |
0.8% |
95% |
True |
False |
92 |
| 20 |
1.0373 |
0.9818 |
0.0555 |
5.4% |
0.0058 |
0.6% |
95% |
True |
False |
59 |
| 40 |
1.0373 |
0.9818 |
0.0555 |
5.4% |
0.0049 |
0.5% |
95% |
True |
False |
37 |
| 60 |
1.0373 |
0.9818 |
0.0555 |
5.4% |
0.0046 |
0.4% |
95% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1100 |
|
2.618 |
1.0821 |
|
1.618 |
1.0650 |
|
1.000 |
1.0544 |
|
0.618 |
1.0479 |
|
HIGH |
1.0373 |
|
0.618 |
1.0308 |
|
0.500 |
1.0288 |
|
0.382 |
1.0267 |
|
LOW |
1.0202 |
|
0.618 |
1.0096 |
|
1.000 |
1.0031 |
|
1.618 |
0.9925 |
|
2.618 |
0.9754 |
|
4.250 |
0.9475 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0326 |
1.0305 |
| PP |
1.0307 |
1.0264 |
| S1 |
1.0288 |
1.0224 |
|