CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0490 |
1.0487 |
-0.0003 |
0.0% |
1.0469 |
| High |
1.0531 |
1.0527 |
-0.0004 |
0.0% |
1.0531 |
| Low |
1.0465 |
1.0464 |
-0.0001 |
0.0% |
1.0423 |
| Close |
1.0495 |
1.0514 |
0.0019 |
0.2% |
1.0514 |
| Range |
0.0066 |
0.0063 |
-0.0003 |
-4.5% |
0.0108 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
20,425 |
15,851 |
-4,574 |
-22.4% |
89,264 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0691 |
1.0665 |
1.0549 |
|
| R3 |
1.0628 |
1.0602 |
1.0531 |
|
| R2 |
1.0565 |
1.0565 |
1.0526 |
|
| R1 |
1.0539 |
1.0539 |
1.0520 |
1.0552 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0508 |
| S1 |
1.0476 |
1.0476 |
1.0508 |
1.0489 |
| S2 |
1.0439 |
1.0439 |
1.0502 |
|
| S3 |
1.0376 |
1.0413 |
1.0497 |
|
| S4 |
1.0313 |
1.0350 |
1.0479 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0772 |
1.0573 |
|
| R3 |
1.0705 |
1.0664 |
1.0544 |
|
| R2 |
1.0597 |
1.0597 |
1.0534 |
|
| R1 |
1.0556 |
1.0556 |
1.0524 |
1.0577 |
| PP |
1.0489 |
1.0489 |
1.0489 |
1.0500 |
| S1 |
1.0448 |
1.0448 |
1.0504 |
1.0469 |
| S2 |
1.0381 |
1.0381 |
1.0494 |
|
| S3 |
1.0273 |
1.0340 |
1.0484 |
|
| S4 |
1.0165 |
1.0232 |
1.0455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0531 |
1.0423 |
0.0108 |
1.0% |
0.0068 |
0.6% |
84% |
False |
False |
17,852 |
| 10 |
1.0531 |
1.0232 |
0.0299 |
2.8% |
0.0080 |
0.8% |
94% |
False |
False |
18,407 |
| 20 |
1.0531 |
1.0127 |
0.0404 |
3.8% |
0.0079 |
0.7% |
96% |
False |
False |
17,397 |
| 40 |
1.0531 |
0.9949 |
0.0582 |
5.5% |
0.0082 |
0.8% |
97% |
False |
False |
10,510 |
| 60 |
1.0531 |
0.9818 |
0.0713 |
6.8% |
0.0075 |
0.7% |
98% |
False |
False |
7,028 |
| 80 |
1.0531 |
0.9818 |
0.0713 |
6.8% |
0.0066 |
0.6% |
98% |
False |
False |
5,275 |
| 100 |
1.0531 |
0.9818 |
0.0713 |
6.8% |
0.0061 |
0.6% |
98% |
False |
False |
4,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0795 |
|
2.618 |
1.0692 |
|
1.618 |
1.0629 |
|
1.000 |
1.0590 |
|
0.618 |
1.0566 |
|
HIGH |
1.0527 |
|
0.618 |
1.0503 |
|
0.500 |
1.0496 |
|
0.382 |
1.0488 |
|
LOW |
1.0464 |
|
0.618 |
1.0425 |
|
1.000 |
1.0401 |
|
1.618 |
1.0362 |
|
2.618 |
1.0299 |
|
4.250 |
1.0196 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0508 |
1.0502 |
| PP |
1.0502 |
1.0489 |
| S1 |
1.0496 |
1.0477 |
|