CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0139 |
1.0078 |
-0.0061 |
-0.6% |
1.0271 |
| High |
1.0142 |
1.0152 |
0.0010 |
0.1% |
1.0272 |
| Low |
1.0060 |
1.0078 |
0.0018 |
0.2% |
1.0099 |
| Close |
1.0060 |
1.0130 |
0.0070 |
0.7% |
1.0163 |
| Range |
0.0082 |
0.0074 |
-0.0008 |
-9.8% |
0.0173 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
80 |
102 |
22 |
27.5% |
291 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0310 |
1.0171 |
|
| R3 |
1.0268 |
1.0236 |
1.0150 |
|
| R2 |
1.0194 |
1.0194 |
1.0144 |
|
| R1 |
1.0162 |
1.0162 |
1.0137 |
1.0178 |
| PP |
1.0120 |
1.0120 |
1.0120 |
1.0128 |
| S1 |
1.0088 |
1.0088 |
1.0123 |
1.0104 |
| S2 |
1.0046 |
1.0046 |
1.0116 |
|
| S3 |
0.9972 |
1.0014 |
1.0110 |
|
| S4 |
0.9898 |
0.9940 |
1.0089 |
|
|
| 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 |
1.0166 |
1.0060 |
0.0106 |
1.0% |
0.0059 |
0.6% |
66% |
False |
False |
72 |
| 10 |
1.0405 |
1.0060 |
0.0345 |
3.4% |
0.0078 |
0.8% |
20% |
False |
False |
105 |
| 20 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0073 |
0.7% |
53% |
False |
False |
93 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0058 |
0.6% |
53% |
False |
False |
58 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0050 |
0.5% |
53% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0467 |
|
2.618 |
1.0346 |
|
1.618 |
1.0272 |
|
1.000 |
1.0226 |
|
0.618 |
1.0198 |
|
HIGH |
1.0152 |
|
0.618 |
1.0124 |
|
0.500 |
1.0115 |
|
0.382 |
1.0106 |
|
LOW |
1.0078 |
|
0.618 |
1.0032 |
|
1.000 |
1.0004 |
|
1.618 |
0.9958 |
|
2.618 |
0.9884 |
|
4.250 |
0.9764 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0125 |
1.0124 |
| PP |
1.0120 |
1.0118 |
| S1 |
1.0115 |
1.0112 |
|