CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0267 |
1.0301 |
0.0034 |
0.3% |
1.0352 |
| High |
1.0319 |
1.0388 |
0.0069 |
0.7% |
1.0372 |
| Low |
1.0232 |
1.0276 |
0.0044 |
0.4% |
1.0265 |
| Close |
1.0304 |
1.0384 |
0.0080 |
0.8% |
1.0285 |
| Range |
0.0087 |
0.0112 |
0.0025 |
28.7% |
0.0107 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.3% |
0.0000 |
| Volume |
7,655 |
19,367 |
11,712 |
153.0% |
49,581 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0685 |
1.0647 |
1.0446 |
|
| R3 |
1.0573 |
1.0535 |
1.0415 |
|
| R2 |
1.0461 |
1.0461 |
1.0405 |
|
| R1 |
1.0423 |
1.0423 |
1.0394 |
1.0442 |
| PP |
1.0349 |
1.0349 |
1.0349 |
1.0359 |
| S1 |
1.0311 |
1.0311 |
1.0374 |
1.0330 |
| S2 |
1.0237 |
1.0237 |
1.0363 |
|
| S3 |
1.0125 |
1.0199 |
1.0353 |
|
| S4 |
1.0013 |
1.0087 |
1.0322 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0628 |
1.0564 |
1.0344 |
|
| R3 |
1.0521 |
1.0457 |
1.0314 |
|
| R2 |
1.0414 |
1.0414 |
1.0305 |
|
| R1 |
1.0350 |
1.0350 |
1.0295 |
1.0329 |
| PP |
1.0307 |
1.0307 |
1.0307 |
1.0297 |
| S1 |
1.0243 |
1.0243 |
1.0275 |
1.0222 |
| S2 |
1.0200 |
1.0200 |
1.0265 |
|
| S3 |
1.0093 |
1.0136 |
1.0256 |
|
| S4 |
0.9986 |
1.0029 |
1.0226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0388 |
1.0232 |
0.0156 |
1.5% |
0.0066 |
0.6% |
97% |
True |
False |
12,650 |
| 10 |
1.0399 |
1.0127 |
0.0272 |
2.6% |
0.0082 |
0.8% |
94% |
False |
False |
15,093 |
| 20 |
1.0399 |
0.9949 |
0.0450 |
4.3% |
0.0090 |
0.9% |
97% |
False |
False |
13,068 |
| 40 |
1.0405 |
0.9830 |
0.0575 |
5.5% |
0.0085 |
0.8% |
96% |
False |
False |
6,608 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0073 |
0.7% |
96% |
False |
False |
4,414 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0064 |
0.6% |
96% |
False |
False |
3,313 |
| 100 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0058 |
0.6% |
96% |
False |
False |
2,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0864 |
|
2.618 |
1.0681 |
|
1.618 |
1.0569 |
|
1.000 |
1.0500 |
|
0.618 |
1.0457 |
|
HIGH |
1.0388 |
|
0.618 |
1.0345 |
|
0.500 |
1.0332 |
|
0.382 |
1.0319 |
|
LOW |
1.0276 |
|
0.618 |
1.0207 |
|
1.000 |
1.0164 |
|
1.618 |
1.0095 |
|
2.618 |
0.9983 |
|
4.250 |
0.9800 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0359 |
| PP |
1.0349 |
1.0335 |
| S1 |
1.0332 |
1.0310 |
|