CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0422 |
1.0311 |
-0.0111 |
-1.1% |
1.0514 |
| High |
1.0436 |
1.0386 |
-0.0050 |
-0.5% |
1.0556 |
| Low |
1.0296 |
1.0274 |
-0.0022 |
-0.2% |
1.0345 |
| Close |
1.0319 |
1.0285 |
-0.0034 |
-0.3% |
1.0356 |
| Range |
0.0140 |
0.0112 |
-0.0028 |
-20.0% |
0.0211 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.5% |
0.0000 |
| Volume |
24,823 |
30,669 |
5,846 |
23.6% |
92,039 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0651 |
1.0580 |
1.0347 |
|
| R3 |
1.0539 |
1.0468 |
1.0316 |
|
| R2 |
1.0427 |
1.0427 |
1.0306 |
|
| R1 |
1.0356 |
1.0356 |
1.0295 |
1.0336 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0305 |
| S1 |
1.0244 |
1.0244 |
1.0275 |
1.0224 |
| S2 |
1.0203 |
1.0203 |
1.0264 |
|
| S3 |
1.0091 |
1.0132 |
1.0254 |
|
| S4 |
0.9979 |
1.0020 |
1.0223 |
|
|
| 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 |
1.0274 |
0.0183 |
1.8% |
0.0084 |
0.8% |
6% |
False |
True |
20,704 |
| 10 |
1.0556 |
1.0274 |
0.0282 |
2.7% |
0.0085 |
0.8% |
4% |
False |
True |
19,514 |
| 20 |
1.0556 |
1.0232 |
0.0324 |
3.2% |
0.0081 |
0.8% |
16% |
False |
False |
18,643 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.9% |
0.0086 |
0.8% |
55% |
False |
False |
14,971 |
| 60 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0083 |
0.8% |
63% |
False |
False |
10,013 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0073 |
0.7% |
63% |
False |
False |
7,515 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.2% |
0.0065 |
0.6% |
63% |
False |
False |
6,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0862 |
|
2.618 |
1.0679 |
|
1.618 |
1.0567 |
|
1.000 |
1.0498 |
|
0.618 |
1.0455 |
|
HIGH |
1.0386 |
|
0.618 |
1.0343 |
|
0.500 |
1.0330 |
|
0.382 |
1.0317 |
|
LOW |
1.0274 |
|
0.618 |
1.0205 |
|
1.000 |
1.0162 |
|
1.618 |
1.0093 |
|
2.618 |
0.9981 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0330 |
1.0366 |
| PP |
1.0315 |
1.0339 |
| S1 |
1.0300 |
1.0312 |
|