CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0381 |
1.0397 |
0.0016 |
0.2% |
1.0352 |
| High |
1.0459 |
1.0481 |
0.0022 |
0.2% |
1.0372 |
| Low |
1.0375 |
1.0381 |
0.0006 |
0.1% |
1.0265 |
| Close |
1.0407 |
1.0444 |
0.0037 |
0.4% |
1.0285 |
| Range |
0.0084 |
0.0100 |
0.0016 |
19.0% |
0.0107 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.1% |
0.0000 |
| Volume |
24,120 |
24,758 |
638 |
2.6% |
49,581 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0735 |
1.0690 |
1.0499 |
|
| R3 |
1.0635 |
1.0590 |
1.0472 |
|
| R2 |
1.0535 |
1.0535 |
1.0462 |
|
| R1 |
1.0490 |
1.0490 |
1.0453 |
1.0513 |
| PP |
1.0435 |
1.0435 |
1.0435 |
1.0447 |
| S1 |
1.0390 |
1.0390 |
1.0435 |
1.0413 |
| S2 |
1.0335 |
1.0335 |
1.0426 |
|
| S3 |
1.0235 |
1.0290 |
1.0417 |
|
| S4 |
1.0135 |
1.0190 |
1.0389 |
|
|
| 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 |
1.0481 |
1.0232 |
0.0249 |
2.4% |
0.0084 |
0.8% |
85% |
True |
False |
17,081 |
| 10 |
1.0481 |
1.0232 |
0.0249 |
2.4% |
0.0078 |
0.7% |
85% |
True |
False |
16,792 |
| 20 |
1.0481 |
0.9949 |
0.0532 |
5.1% |
0.0094 |
0.9% |
93% |
True |
False |
15,403 |
| 40 |
1.0481 |
0.9906 |
0.0575 |
5.5% |
0.0088 |
0.8% |
94% |
True |
False |
7,827 |
| 60 |
1.0481 |
0.9818 |
0.0663 |
6.3% |
0.0073 |
0.7% |
94% |
True |
False |
5,229 |
| 80 |
1.0481 |
0.9818 |
0.0663 |
6.3% |
0.0062 |
0.6% |
94% |
True |
False |
3,924 |
| 100 |
1.0481 |
0.9818 |
0.0663 |
6.3% |
0.0059 |
0.6% |
94% |
True |
False |
3,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0906 |
|
2.618 |
1.0743 |
|
1.618 |
1.0643 |
|
1.000 |
1.0581 |
|
0.618 |
1.0543 |
|
HIGH |
1.0481 |
|
0.618 |
1.0443 |
|
0.500 |
1.0431 |
|
0.382 |
1.0419 |
|
LOW |
1.0381 |
|
0.618 |
1.0319 |
|
1.000 |
1.0281 |
|
1.618 |
1.0219 |
|
2.618 |
1.0119 |
|
4.250 |
0.9956 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0440 |
1.0422 |
| PP |
1.0435 |
1.0400 |
| S1 |
1.0431 |
1.0379 |
|