CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0161 |
1.0166 |
0.0005 |
0.0% |
1.0139 |
| High |
1.0177 |
1.0183 |
0.0006 |
0.1% |
1.0196 |
| Low |
1.0104 |
1.0077 |
-0.0027 |
-0.3% |
1.0060 |
| Close |
1.0168 |
1.0077 |
-0.0091 |
-0.9% |
1.0077 |
| Range |
0.0073 |
0.0106 |
0.0033 |
45.2% |
0.0136 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.4% |
0.0000 |
| Volume |
41 |
149 |
108 |
263.4% |
440 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0430 |
1.0360 |
1.0135 |
|
| R3 |
1.0324 |
1.0254 |
1.0106 |
|
| R2 |
1.0218 |
1.0218 |
1.0096 |
|
| R1 |
1.0148 |
1.0148 |
1.0087 |
1.0130 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0104 |
| S1 |
1.0042 |
1.0042 |
1.0067 |
1.0024 |
| S2 |
1.0006 |
1.0006 |
1.0058 |
|
| S3 |
0.9900 |
0.9936 |
1.0048 |
|
| S4 |
0.9794 |
0.9830 |
1.0019 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0434 |
1.0152 |
|
| R3 |
1.0383 |
1.0298 |
1.0114 |
|
| R2 |
1.0247 |
1.0247 |
1.0102 |
|
| R1 |
1.0162 |
1.0162 |
1.0089 |
1.0137 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0098 |
| S1 |
1.0026 |
1.0026 |
1.0065 |
1.0001 |
| S2 |
0.9975 |
0.9975 |
1.0052 |
|
| S3 |
0.9839 |
0.9890 |
1.0040 |
|
| S4 |
0.9703 |
0.9754 |
1.0002 |
|
|
| 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% |
0.0085 |
0.8% |
13% |
False |
False |
88 |
| 10 |
1.0336 |
1.0060 |
0.0276 |
2.7% |
0.0073 |
0.7% |
6% |
False |
False |
80 |
| 20 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0080 |
0.8% |
44% |
False |
False |
102 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0064 |
0.6% |
44% |
False |
False |
64 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0054 |
0.5% |
44% |
False |
False |
46 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0049 |
0.5% |
44% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0634 |
|
2.618 |
1.0461 |
|
1.618 |
1.0355 |
|
1.000 |
1.0289 |
|
0.618 |
1.0249 |
|
HIGH |
1.0183 |
|
0.618 |
1.0143 |
|
0.500 |
1.0130 |
|
0.382 |
1.0117 |
|
LOW |
1.0077 |
|
0.618 |
1.0011 |
|
1.000 |
0.9971 |
|
1.618 |
0.9905 |
|
2.618 |
0.9799 |
|
4.250 |
0.9627 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0137 |
| PP |
1.0112 |
1.0117 |
| S1 |
1.0095 |
1.0097 |
|