CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0328 |
1.0318 |
-0.0010 |
-0.1% |
1.0124 |
| High |
1.0405 |
1.0336 |
-0.0069 |
-0.7% |
1.0405 |
| Low |
1.0327 |
1.0274 |
-0.0053 |
-0.5% |
1.0113 |
| Close |
1.0341 |
1.0307 |
-0.0034 |
-0.3% |
1.0307 |
| Range |
0.0078 |
0.0062 |
-0.0016 |
-20.5% |
0.0292 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
250 |
69 |
-181 |
-72.4% |
666 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0461 |
1.0341 |
|
| R3 |
1.0430 |
1.0399 |
1.0324 |
|
| R2 |
1.0368 |
1.0368 |
1.0318 |
|
| R1 |
1.0337 |
1.0337 |
1.0313 |
1.0322 |
| PP |
1.0306 |
1.0306 |
1.0306 |
1.0298 |
| S1 |
1.0275 |
1.0275 |
1.0301 |
1.0260 |
| S2 |
1.0244 |
1.0244 |
1.0296 |
|
| S3 |
1.0182 |
1.0213 |
1.0290 |
|
| S4 |
1.0120 |
1.0151 |
1.0273 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1021 |
1.0468 |
|
| R3 |
1.0859 |
1.0729 |
1.0387 |
|
| R2 |
1.0567 |
1.0567 |
1.0361 |
|
| R1 |
1.0437 |
1.0437 |
1.0334 |
1.0502 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0308 |
| S1 |
1.0145 |
1.0145 |
1.0280 |
1.0210 |
| S2 |
0.9983 |
0.9983 |
1.0253 |
|
| S3 |
0.9691 |
0.9853 |
1.0227 |
|
| S4 |
0.9399 |
0.9561 |
1.0146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0405 |
1.0113 |
0.0292 |
2.8% |
0.0095 |
0.9% |
66% |
False |
False |
133 |
| 10 |
1.0405 |
0.9830 |
0.0575 |
5.6% |
0.0086 |
0.8% |
83% |
False |
False |
130 |
| 20 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0067 |
0.6% |
83% |
False |
False |
80 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0052 |
0.5% |
83% |
False |
False |
48 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0047 |
0.5% |
83% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0600 |
|
2.618 |
1.0498 |
|
1.618 |
1.0436 |
|
1.000 |
1.0398 |
|
0.618 |
1.0374 |
|
HIGH |
1.0336 |
|
0.618 |
1.0312 |
|
0.500 |
1.0305 |
|
0.382 |
1.0298 |
|
LOW |
1.0274 |
|
0.618 |
1.0236 |
|
1.000 |
1.0212 |
|
1.618 |
1.0174 |
|
2.618 |
1.0112 |
|
4.250 |
1.0011 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0306 |
1.0340 |
| PP |
1.0306 |
1.0329 |
| S1 |
1.0305 |
1.0318 |
|