CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0166 |
-0.0105 |
-1.0% |
1.0124 |
| High |
1.0272 |
1.0166 |
-0.0106 |
-1.0% |
1.0405 |
| Low |
1.0164 |
1.0122 |
-0.0042 |
-0.4% |
1.0113 |
| Close |
1.0173 |
1.0146 |
-0.0027 |
-0.3% |
1.0307 |
| Range |
0.0108 |
0.0044 |
-0.0064 |
-59.3% |
0.0292 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
109 |
83 |
-26 |
-23.9% |
666 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0277 |
1.0255 |
1.0170 |
|
| R3 |
1.0233 |
1.0211 |
1.0158 |
|
| R2 |
1.0189 |
1.0189 |
1.0154 |
|
| R1 |
1.0167 |
1.0167 |
1.0150 |
1.0156 |
| PP |
1.0145 |
1.0145 |
1.0145 |
1.0139 |
| S1 |
1.0123 |
1.0123 |
1.0142 |
1.0112 |
| S2 |
1.0101 |
1.0101 |
1.0138 |
|
| S3 |
1.0057 |
1.0079 |
1.0134 |
|
| S4 |
1.0013 |
1.0035 |
1.0122 |
|
|
| 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 |
1.0122 |
0.0283 |
2.8% |
0.0071 |
0.7% |
8% |
False |
True |
130 |
| 10 |
1.0405 |
0.9906 |
0.0499 |
4.9% |
0.0092 |
0.9% |
48% |
False |
False |
134 |
| 20 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0069 |
0.7% |
56% |
False |
False |
85 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0055 |
0.5% |
56% |
False |
False |
52 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0048 |
0.5% |
56% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0353 |
|
2.618 |
1.0281 |
|
1.618 |
1.0237 |
|
1.000 |
1.0210 |
|
0.618 |
1.0193 |
|
HIGH |
1.0166 |
|
0.618 |
1.0149 |
|
0.500 |
1.0144 |
|
0.382 |
1.0139 |
|
LOW |
1.0122 |
|
0.618 |
1.0095 |
|
1.000 |
1.0078 |
|
1.618 |
1.0051 |
|
2.618 |
1.0007 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0145 |
1.0229 |
| PP |
1.0145 |
1.0201 |
| S1 |
1.0144 |
1.0174 |
|