CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0078 |
1.0107 |
0.0029 |
0.3% |
1.0271 |
| High |
1.0152 |
1.0196 |
0.0044 |
0.4% |
1.0272 |
| Low |
1.0078 |
1.0107 |
0.0029 |
0.3% |
1.0099 |
| Close |
1.0130 |
1.0178 |
0.0048 |
0.5% |
1.0163 |
| Range |
0.0074 |
0.0089 |
0.0015 |
20.3% |
0.0173 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.9% |
0.0000 |
| Volume |
102 |
68 |
-34 |
-33.3% |
291 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0427 |
1.0392 |
1.0227 |
|
| R3 |
1.0338 |
1.0303 |
1.0202 |
|
| R2 |
1.0249 |
1.0249 |
1.0194 |
|
| R1 |
1.0214 |
1.0214 |
1.0186 |
1.0232 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0169 |
| S1 |
1.0125 |
1.0125 |
1.0170 |
1.0143 |
| S2 |
1.0071 |
1.0071 |
1.0162 |
|
| S3 |
0.9982 |
1.0036 |
1.0154 |
|
| S4 |
0.9893 |
0.9947 |
1.0129 |
|
|
| 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 |
1.0196 |
1.0060 |
0.0136 |
1.3% |
0.0068 |
0.7% |
87% |
True |
False |
69 |
| 10 |
1.0405 |
1.0060 |
0.0345 |
3.4% |
0.0070 |
0.7% |
34% |
False |
False |
100 |
| 20 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0075 |
0.7% |
61% |
False |
False |
96 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0060 |
0.6% |
61% |
False |
False |
59 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0051 |
0.5% |
61% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0574 |
|
2.618 |
1.0429 |
|
1.618 |
1.0340 |
|
1.000 |
1.0285 |
|
0.618 |
1.0251 |
|
HIGH |
1.0196 |
|
0.618 |
1.0162 |
|
0.500 |
1.0152 |
|
0.382 |
1.0141 |
|
LOW |
1.0107 |
|
0.618 |
1.0052 |
|
1.000 |
1.0018 |
|
1.618 |
0.9963 |
|
2.618 |
0.9874 |
|
4.250 |
0.9729 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0169 |
1.0161 |
| PP |
1.0160 |
1.0145 |
| S1 |
1.0152 |
1.0128 |
|