CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0397 |
1.0433 |
0.0036 |
0.3% |
1.0267 |
| High |
1.0481 |
1.0498 |
0.0017 |
0.2% |
1.0498 |
| Low |
1.0381 |
1.0421 |
0.0040 |
0.4% |
1.0232 |
| Close |
1.0444 |
1.0462 |
0.0018 |
0.2% |
1.0462 |
| Range |
0.0100 |
0.0077 |
-0.0023 |
-23.0% |
0.0266 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
24,758 |
18,910 |
-5,848 |
-23.6% |
94,810 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0691 |
1.0654 |
1.0504 |
|
| R3 |
1.0614 |
1.0577 |
1.0483 |
|
| R2 |
1.0537 |
1.0537 |
1.0476 |
|
| R1 |
1.0500 |
1.0500 |
1.0469 |
1.0519 |
| PP |
1.0460 |
1.0460 |
1.0460 |
1.0470 |
| S1 |
1.0423 |
1.0423 |
1.0455 |
1.0442 |
| S2 |
1.0383 |
1.0383 |
1.0448 |
|
| S3 |
1.0306 |
1.0346 |
1.0441 |
|
| S4 |
1.0229 |
1.0269 |
1.0420 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1095 |
1.0608 |
|
| R3 |
1.0929 |
1.0829 |
1.0535 |
|
| R2 |
1.0663 |
1.0663 |
1.0511 |
|
| R1 |
1.0563 |
1.0563 |
1.0486 |
1.0613 |
| PP |
1.0397 |
1.0397 |
1.0397 |
1.0423 |
| S1 |
1.0297 |
1.0297 |
1.0438 |
1.0347 |
| S2 |
1.0131 |
1.0131 |
1.0413 |
|
| S3 |
0.9865 |
1.0031 |
1.0389 |
|
| S4 |
0.9599 |
0.9765 |
1.0316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0498 |
1.0232 |
0.0266 |
2.5% |
0.0092 |
0.9% |
86% |
True |
False |
18,962 |
| 10 |
1.0498 |
1.0232 |
0.0266 |
2.5% |
0.0072 |
0.7% |
86% |
True |
False |
16,221 |
| 20 |
1.0498 |
0.9949 |
0.0549 |
5.2% |
0.0094 |
0.9% |
93% |
True |
False |
16,316 |
| 40 |
1.0498 |
0.9949 |
0.0549 |
5.2% |
0.0087 |
0.8% |
93% |
True |
False |
8,298 |
| 60 |
1.0498 |
0.9818 |
0.0680 |
6.5% |
0.0074 |
0.7% |
95% |
True |
False |
5,543 |
| 80 |
1.0498 |
0.9818 |
0.0680 |
6.5% |
0.0063 |
0.6% |
95% |
True |
False |
4,160 |
| 100 |
1.0498 |
0.9818 |
0.0680 |
6.5% |
0.0060 |
0.6% |
95% |
True |
False |
3,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0825 |
|
2.618 |
1.0700 |
|
1.618 |
1.0623 |
|
1.000 |
1.0575 |
|
0.618 |
1.0546 |
|
HIGH |
1.0498 |
|
0.618 |
1.0469 |
|
0.500 |
1.0460 |
|
0.382 |
1.0450 |
|
LOW |
1.0421 |
|
0.618 |
1.0373 |
|
1.000 |
1.0344 |
|
1.618 |
1.0296 |
|
2.618 |
1.0219 |
|
4.250 |
1.0094 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0461 |
1.0454 |
| PP |
1.0460 |
1.0445 |
| S1 |
1.0460 |
1.0437 |
|