CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0115 |
1.0139 |
0.0024 |
0.2% |
1.0271 |
| High |
1.0163 |
1.0142 |
-0.0021 |
-0.2% |
1.0272 |
| Low |
1.0099 |
1.0060 |
-0.0039 |
-0.4% |
1.0099 |
| Close |
1.0163 |
1.0060 |
-0.0103 |
-1.0% |
1.0163 |
| Range |
0.0064 |
0.0082 |
0.0018 |
28.1% |
0.0173 |
| ATR |
0.0077 |
0.0078 |
0.0002 |
2.5% |
0.0000 |
| Volume |
51 |
80 |
29 |
56.9% |
291 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0279 |
1.0105 |
|
| R3 |
1.0251 |
1.0197 |
1.0083 |
|
| R2 |
1.0169 |
1.0169 |
1.0075 |
|
| R1 |
1.0115 |
1.0115 |
1.0068 |
1.0101 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0081 |
| S1 |
1.0033 |
1.0033 |
1.0052 |
1.0019 |
| S2 |
1.0005 |
1.0005 |
1.0045 |
|
| S3 |
0.9923 |
0.9951 |
1.0037 |
|
| S4 |
0.9841 |
0.9869 |
1.0015 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0603 |
1.0258 |
|
| R3 |
1.0524 |
1.0430 |
1.0211 |
|
| R2 |
1.0351 |
1.0351 |
1.0195 |
|
| R1 |
1.0257 |
1.0257 |
1.0179 |
1.0218 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0158 |
| S1 |
1.0084 |
1.0084 |
1.0147 |
1.0045 |
| S2 |
1.0005 |
1.0005 |
1.0131 |
|
| S3 |
0.9832 |
0.9911 |
1.0115 |
|
| S4 |
0.9659 |
0.9738 |
1.0068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0272 |
1.0060 |
0.0212 |
2.1% |
0.0066 |
0.7% |
0% |
False |
True |
74 |
| 10 |
1.0405 |
1.0060 |
0.0345 |
3.4% |
0.0080 |
0.8% |
0% |
False |
True |
103 |
| 20 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0070 |
0.7% |
41% |
False |
False |
89 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0057 |
0.6% |
41% |
False |
False |
57 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0048 |
0.5% |
41% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0491 |
|
2.618 |
1.0357 |
|
1.618 |
1.0275 |
|
1.000 |
1.0224 |
|
0.618 |
1.0193 |
|
HIGH |
1.0142 |
|
0.618 |
1.0111 |
|
0.500 |
1.0101 |
|
0.382 |
1.0091 |
|
LOW |
1.0060 |
|
0.618 |
1.0009 |
|
1.000 |
0.9978 |
|
1.618 |
0.9927 |
|
2.618 |
0.9845 |
|
4.250 |
0.9712 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0101 |
1.0112 |
| PP |
1.0087 |
1.0094 |
| S1 |
1.0074 |
1.0077 |
|