CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0433 |
1.0469 |
0.0036 |
0.3% |
1.0267 |
| High |
1.0498 |
1.0478 |
-0.0020 |
-0.2% |
1.0498 |
| Low |
1.0421 |
1.0431 |
0.0010 |
0.1% |
1.0232 |
| Close |
1.0462 |
1.0461 |
-0.0001 |
0.0% |
1.0462 |
| Range |
0.0077 |
0.0047 |
-0.0030 |
-39.0% |
0.0266 |
| ATR |
0.0086 |
0.0084 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
18,910 |
15,787 |
-3,123 |
-16.5% |
94,810 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0598 |
1.0576 |
1.0487 |
|
| R3 |
1.0551 |
1.0529 |
1.0474 |
|
| R2 |
1.0504 |
1.0504 |
1.0470 |
|
| R1 |
1.0482 |
1.0482 |
1.0465 |
1.0470 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0450 |
| S1 |
1.0435 |
1.0435 |
1.0457 |
1.0423 |
| S2 |
1.0410 |
1.0410 |
1.0452 |
|
| S3 |
1.0363 |
1.0388 |
1.0448 |
|
| S4 |
1.0316 |
1.0341 |
1.0435 |
|
|
| 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 |
1.0276 |
0.0222 |
2.1% |
0.0084 |
0.8% |
83% |
False |
False |
20,588 |
| 10 |
1.0498 |
1.0232 |
0.0266 |
2.5% |
0.0070 |
0.7% |
86% |
False |
False |
16,017 |
| 20 |
1.0498 |
0.9949 |
0.0549 |
5.2% |
0.0091 |
0.9% |
93% |
False |
False |
17,066 |
| 40 |
1.0498 |
0.9949 |
0.0549 |
5.2% |
0.0085 |
0.8% |
93% |
False |
False |
8,684 |
| 60 |
1.0498 |
0.9818 |
0.0680 |
6.5% |
0.0074 |
0.7% |
95% |
False |
False |
5,805 |
| 80 |
1.0498 |
0.9818 |
0.0680 |
6.5% |
0.0063 |
0.6% |
95% |
False |
False |
4,358 |
| 100 |
1.0498 |
0.9818 |
0.0680 |
6.5% |
0.0059 |
0.6% |
95% |
False |
False |
3,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0678 |
|
2.618 |
1.0601 |
|
1.618 |
1.0554 |
|
1.000 |
1.0525 |
|
0.618 |
1.0507 |
|
HIGH |
1.0478 |
|
0.618 |
1.0460 |
|
0.500 |
1.0455 |
|
0.382 |
1.0449 |
|
LOW |
1.0431 |
|
0.618 |
1.0402 |
|
1.000 |
1.0384 |
|
1.618 |
1.0355 |
|
2.618 |
1.0308 |
|
4.250 |
1.0231 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0459 |
1.0454 |
| PP |
1.0457 |
1.0447 |
| S1 |
1.0455 |
1.0440 |
|