CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0166 |
1.0075 |
-0.0091 |
-0.9% |
1.0139 |
| High |
1.0183 |
1.0101 |
-0.0082 |
-0.8% |
1.0196 |
| Low |
1.0077 |
1.0020 |
-0.0057 |
-0.6% |
1.0060 |
| Close |
1.0077 |
1.0067 |
-0.0010 |
-0.1% |
1.0077 |
| Range |
0.0106 |
0.0081 |
-0.0025 |
-23.6% |
0.0136 |
| ATR |
0.0082 |
0.0081 |
0.0000 |
0.0% |
0.0000 |
| Volume |
149 |
958 |
809 |
543.0% |
440 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0267 |
1.0112 |
|
| R3 |
1.0225 |
1.0186 |
1.0089 |
|
| R2 |
1.0144 |
1.0144 |
1.0082 |
|
| R1 |
1.0105 |
1.0105 |
1.0074 |
1.0084 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0052 |
| S1 |
1.0024 |
1.0024 |
1.0060 |
1.0003 |
| S2 |
0.9982 |
0.9982 |
1.0052 |
|
| S3 |
0.9901 |
0.9943 |
1.0045 |
|
| S4 |
0.9820 |
0.9862 |
1.0022 |
|
|
| 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 |
1.0020 |
0.0176 |
1.7% |
0.0085 |
0.8% |
27% |
False |
True |
263 |
| 10 |
1.0272 |
1.0020 |
0.0252 |
2.5% |
0.0075 |
0.7% |
19% |
False |
True |
168 |
| 20 |
1.0405 |
0.9830 |
0.0575 |
5.7% |
0.0081 |
0.8% |
41% |
False |
False |
149 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0065 |
0.6% |
42% |
False |
False |
88 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0055 |
0.5% |
42% |
False |
False |
62 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.8% |
0.0050 |
0.5% |
42% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0445 |
|
2.618 |
1.0313 |
|
1.618 |
1.0232 |
|
1.000 |
1.0182 |
|
0.618 |
1.0151 |
|
HIGH |
1.0101 |
|
0.618 |
1.0070 |
|
0.500 |
1.0061 |
|
0.382 |
1.0051 |
|
LOW |
1.0020 |
|
0.618 |
0.9970 |
|
1.000 |
0.9939 |
|
1.618 |
0.9889 |
|
2.618 |
0.9808 |
|
4.250 |
0.9676 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0065 |
1.0102 |
| PP |
1.0063 |
1.0090 |
| S1 |
1.0061 |
1.0079 |
|