CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0469 |
1.0458 |
-0.0011 |
-0.1% |
1.0267 |
| High |
1.0478 |
1.0505 |
0.0027 |
0.3% |
1.0498 |
| Low |
1.0431 |
1.0441 |
0.0010 |
0.1% |
1.0232 |
| Close |
1.0461 |
1.0490 |
0.0029 |
0.3% |
1.0462 |
| Range |
0.0047 |
0.0064 |
0.0017 |
36.2% |
0.0266 |
| ATR |
0.0084 |
0.0082 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
15,787 |
16,111 |
324 |
2.1% |
94,810 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0644 |
1.0525 |
|
| R3 |
1.0607 |
1.0580 |
1.0508 |
|
| R2 |
1.0543 |
1.0543 |
1.0502 |
|
| R1 |
1.0516 |
1.0516 |
1.0496 |
1.0530 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0485 |
| S1 |
1.0452 |
1.0452 |
1.0484 |
1.0466 |
| S2 |
1.0415 |
1.0415 |
1.0478 |
|
| S3 |
1.0351 |
1.0388 |
1.0472 |
|
| S4 |
1.0287 |
1.0324 |
1.0455 |
|
|
| 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 |
1.0505 |
1.0375 |
0.0130 |
1.2% |
0.0074 |
0.7% |
88% |
True |
False |
19,937 |
| 10 |
1.0505 |
1.0232 |
0.0273 |
2.6% |
0.0070 |
0.7% |
95% |
True |
False |
16,293 |
| 20 |
1.0505 |
0.9949 |
0.0556 |
5.3% |
0.0091 |
0.9% |
97% |
True |
False |
17,716 |
| 40 |
1.0505 |
0.9949 |
0.0556 |
5.3% |
0.0085 |
0.8% |
97% |
True |
False |
9,085 |
| 60 |
1.0505 |
0.9818 |
0.0687 |
6.5% |
0.0073 |
0.7% |
98% |
True |
False |
6,073 |
| 80 |
1.0505 |
0.9818 |
0.0687 |
6.5% |
0.0064 |
0.6% |
98% |
True |
False |
4,559 |
| 100 |
1.0505 |
0.9818 |
0.0687 |
6.5% |
0.0059 |
0.6% |
98% |
True |
False |
3,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0777 |
|
2.618 |
1.0673 |
|
1.618 |
1.0609 |
|
1.000 |
1.0569 |
|
0.618 |
1.0545 |
|
HIGH |
1.0505 |
|
0.618 |
1.0481 |
|
0.500 |
1.0473 |
|
0.382 |
1.0465 |
|
LOW |
1.0441 |
|
0.618 |
1.0401 |
|
1.000 |
1.0377 |
|
1.618 |
1.0337 |
|
2.618 |
1.0273 |
|
4.250 |
1.0169 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0484 |
1.0481 |
| PP |
1.0479 |
1.0472 |
| S1 |
1.0473 |
1.0463 |
|