CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0318 |
1.0271 |
-0.0047 |
-0.5% |
1.0124 |
| High |
1.0336 |
1.0272 |
-0.0064 |
-0.6% |
1.0405 |
| Low |
1.0274 |
1.0164 |
-0.0110 |
-1.1% |
1.0113 |
| Close |
1.0307 |
1.0173 |
-0.0134 |
-1.3% |
1.0307 |
| Range |
0.0062 |
0.0108 |
0.0046 |
74.2% |
0.0292 |
| ATR |
0.0077 |
0.0082 |
0.0005 |
6.0% |
0.0000 |
| Volume |
69 |
109 |
40 |
58.0% |
666 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0527 |
1.0458 |
1.0232 |
|
| R3 |
1.0419 |
1.0350 |
1.0203 |
|
| R2 |
1.0311 |
1.0311 |
1.0193 |
|
| R1 |
1.0242 |
1.0242 |
1.0183 |
1.0223 |
| PP |
1.0203 |
1.0203 |
1.0203 |
1.0193 |
| S1 |
1.0134 |
1.0134 |
1.0163 |
1.0115 |
| S2 |
1.0095 |
1.0095 |
1.0153 |
|
| S3 |
0.9987 |
1.0026 |
1.0143 |
|
| S4 |
0.9879 |
0.9918 |
1.0114 |
|
|
| 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 |
1.0164 |
0.0241 |
2.4% |
0.0097 |
1.0% |
4% |
False |
True |
138 |
| 10 |
1.0405 |
0.9845 |
0.0560 |
5.5% |
0.0091 |
0.9% |
59% |
False |
False |
139 |
| 20 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0069 |
0.7% |
60% |
False |
False |
84 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0054 |
0.5% |
60% |
False |
False |
50 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0048 |
0.5% |
60% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0731 |
|
2.618 |
1.0555 |
|
1.618 |
1.0447 |
|
1.000 |
1.0380 |
|
0.618 |
1.0339 |
|
HIGH |
1.0272 |
|
0.618 |
1.0231 |
|
0.500 |
1.0218 |
|
0.382 |
1.0205 |
|
LOW |
1.0164 |
|
0.618 |
1.0097 |
|
1.000 |
1.0056 |
|
1.618 |
0.9989 |
|
2.618 |
0.9881 |
|
4.250 |
0.9705 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0218 |
1.0285 |
| PP |
1.0203 |
1.0247 |
| S1 |
1.0188 |
1.0210 |
|