CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0458 |
1.0487 |
0.0029 |
0.3% |
1.0267 |
| High |
1.0505 |
1.0523 |
0.0018 |
0.2% |
1.0498 |
| Low |
1.0441 |
1.0423 |
-0.0018 |
-0.2% |
1.0232 |
| Close |
1.0490 |
1.0495 |
0.0005 |
0.0% |
1.0462 |
| Range |
0.0064 |
0.0100 |
0.0036 |
56.3% |
0.0266 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.5% |
0.0000 |
| Volume |
16,111 |
21,090 |
4,979 |
30.9% |
94,810 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0780 |
1.0738 |
1.0550 |
|
| R3 |
1.0680 |
1.0638 |
1.0523 |
|
| R2 |
1.0580 |
1.0580 |
1.0513 |
|
| R1 |
1.0538 |
1.0538 |
1.0504 |
1.0559 |
| PP |
1.0480 |
1.0480 |
1.0480 |
1.0491 |
| S1 |
1.0438 |
1.0438 |
1.0486 |
1.0459 |
| S2 |
1.0380 |
1.0380 |
1.0477 |
|
| S3 |
1.0280 |
1.0338 |
1.0468 |
|
| S4 |
1.0180 |
1.0238 |
1.0440 |
|
|
| 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 |
1.0523 |
1.0381 |
0.0142 |
1.4% |
0.0078 |
0.7% |
80% |
True |
False |
19,331 |
| 10 |
1.0523 |
1.0232 |
0.0291 |
2.8% |
0.0075 |
0.7% |
90% |
True |
False |
16,990 |
| 20 |
1.0523 |
0.9949 |
0.0574 |
5.5% |
0.0092 |
0.9% |
95% |
True |
False |
18,361 |
| 40 |
1.0523 |
0.9949 |
0.0574 |
5.5% |
0.0085 |
0.8% |
95% |
True |
False |
9,610 |
| 60 |
1.0523 |
0.9818 |
0.0705 |
6.7% |
0.0075 |
0.7% |
96% |
True |
False |
6,424 |
| 80 |
1.0523 |
0.9818 |
0.0705 |
6.7% |
0.0066 |
0.6% |
96% |
True |
False |
4,823 |
| 100 |
1.0523 |
0.9818 |
0.0705 |
6.7% |
0.0060 |
0.6% |
96% |
True |
False |
3,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0948 |
|
2.618 |
1.0785 |
|
1.618 |
1.0685 |
|
1.000 |
1.0623 |
|
0.618 |
1.0585 |
|
HIGH |
1.0523 |
|
0.618 |
1.0485 |
|
0.500 |
1.0473 |
|
0.382 |
1.0461 |
|
LOW |
1.0423 |
|
0.618 |
1.0361 |
|
1.000 |
1.0323 |
|
1.618 |
1.0261 |
|
2.618 |
1.0161 |
|
4.250 |
0.9998 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0488 |
1.0488 |
| PP |
1.0480 |
1.0480 |
| S1 |
1.0473 |
1.0473 |
|