CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0394 |
1.0422 |
0.0028 |
0.3% |
1.0514 |
| High |
1.0457 |
1.0436 |
-0.0021 |
-0.2% |
1.0556 |
| Low |
1.0386 |
1.0296 |
-0.0090 |
-0.9% |
1.0345 |
| Close |
1.0435 |
1.0319 |
-0.0116 |
-1.1% |
1.0356 |
| Range |
0.0071 |
0.0140 |
0.0069 |
97.2% |
0.0211 |
| ATR |
0.0078 |
0.0083 |
0.0004 |
5.6% |
0.0000 |
| Volume |
17,318 |
24,823 |
7,505 |
43.3% |
92,039 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0685 |
1.0396 |
|
| R3 |
1.0630 |
1.0545 |
1.0358 |
|
| R2 |
1.0490 |
1.0490 |
1.0345 |
|
| R1 |
1.0405 |
1.0405 |
1.0332 |
1.0378 |
| PP |
1.0350 |
1.0350 |
1.0350 |
1.0337 |
| S1 |
1.0265 |
1.0265 |
1.0306 |
1.0238 |
| S2 |
1.0210 |
1.0210 |
1.0293 |
|
| S3 |
1.0070 |
1.0125 |
1.0281 |
|
| S4 |
0.9930 |
0.9985 |
1.0242 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.0915 |
1.0472 |
|
| R3 |
1.0841 |
1.0704 |
1.0414 |
|
| R2 |
1.0630 |
1.0630 |
1.0395 |
|
| R1 |
1.0493 |
1.0493 |
1.0375 |
1.0456 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0401 |
| S1 |
1.0282 |
1.0282 |
1.0337 |
1.0245 |
| S2 |
1.0208 |
1.0208 |
1.0317 |
|
| S3 |
0.9997 |
1.0071 |
1.0298 |
|
| S4 |
0.9786 |
0.9860 |
1.0240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0457 |
1.0296 |
0.0161 |
1.6% |
0.0073 |
0.7% |
14% |
False |
True |
18,268 |
| 10 |
1.0556 |
1.0296 |
0.0260 |
2.5% |
0.0081 |
0.8% |
9% |
False |
True |
18,490 |
| 20 |
1.0556 |
1.0232 |
0.0324 |
3.1% |
0.0078 |
0.8% |
27% |
False |
False |
17,740 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.9% |
0.0086 |
0.8% |
61% |
False |
False |
14,206 |
| 60 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0081 |
0.8% |
68% |
False |
False |
9,502 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0072 |
0.7% |
68% |
False |
False |
7,132 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0064 |
0.6% |
68% |
False |
False |
5,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1031 |
|
2.618 |
1.0803 |
|
1.618 |
1.0663 |
|
1.000 |
1.0576 |
|
0.618 |
1.0523 |
|
HIGH |
1.0436 |
|
0.618 |
1.0383 |
|
0.500 |
1.0366 |
|
0.382 |
1.0349 |
|
LOW |
1.0296 |
|
0.618 |
1.0209 |
|
1.000 |
1.0156 |
|
1.618 |
1.0069 |
|
2.618 |
0.9929 |
|
4.250 |
0.9701 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0366 |
1.0377 |
| PP |
1.0350 |
1.0357 |
| S1 |
1.0335 |
1.0338 |
|