CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0301 |
1.0381 |
0.0080 |
0.8% |
1.0352 |
| High |
1.0388 |
1.0459 |
0.0071 |
0.7% |
1.0372 |
| Low |
1.0276 |
1.0375 |
0.0099 |
1.0% |
1.0265 |
| Close |
1.0384 |
1.0407 |
0.0023 |
0.2% |
1.0285 |
| Range |
0.0112 |
0.0084 |
-0.0028 |
-25.0% |
0.0107 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
19,367 |
24,120 |
4,753 |
24.5% |
49,581 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0666 |
1.0620 |
1.0453 |
|
| R3 |
1.0582 |
1.0536 |
1.0430 |
|
| R2 |
1.0498 |
1.0498 |
1.0422 |
|
| R1 |
1.0452 |
1.0452 |
1.0415 |
1.0475 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0425 |
| S1 |
1.0368 |
1.0368 |
1.0399 |
1.0391 |
| S2 |
1.0330 |
1.0330 |
1.0392 |
|
| S3 |
1.0246 |
1.0284 |
1.0384 |
|
| S4 |
1.0162 |
1.0200 |
1.0361 |
|
|
| 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 |
1.0459 |
1.0232 |
0.0227 |
2.2% |
0.0073 |
0.7% |
77% |
True |
False |
14,648 |
| 10 |
1.0459 |
1.0127 |
0.0332 |
3.2% |
0.0085 |
0.8% |
84% |
True |
False |
16,434 |
| 20 |
1.0459 |
0.9949 |
0.0510 |
4.9% |
0.0092 |
0.9% |
90% |
True |
False |
14,207 |
| 40 |
1.0459 |
0.9845 |
0.0614 |
5.9% |
0.0086 |
0.8% |
92% |
True |
False |
7,211 |
| 60 |
1.0459 |
0.9818 |
0.0641 |
6.2% |
0.0073 |
0.7% |
92% |
True |
False |
4,816 |
| 80 |
1.0459 |
0.9818 |
0.0641 |
6.2% |
0.0065 |
0.6% |
92% |
True |
False |
3,615 |
| 100 |
1.0459 |
0.9818 |
0.0641 |
6.2% |
0.0059 |
0.6% |
92% |
True |
False |
2,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0816 |
|
2.618 |
1.0679 |
|
1.618 |
1.0595 |
|
1.000 |
1.0543 |
|
0.618 |
1.0511 |
|
HIGH |
1.0459 |
|
0.618 |
1.0427 |
|
0.500 |
1.0417 |
|
0.382 |
1.0407 |
|
LOW |
1.0375 |
|
0.618 |
1.0323 |
|
1.000 |
1.0291 |
|
1.618 |
1.0239 |
|
2.618 |
1.0155 |
|
4.250 |
1.0018 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0417 |
1.0387 |
| PP |
1.0414 |
1.0366 |
| S1 |
1.0410 |
1.0346 |
|