CME Swiss Franc Future September 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 |
1.0501 |
1.0541 |
0.0040 |
0.4% |
1.0311 |
| High |
1.0539 |
1.0553 |
0.0014 |
0.1% |
1.0513 |
| Low |
1.0501 |
1.0541 |
0.0040 |
0.4% |
1.0311 |
| Close |
1.0539 |
1.0544 |
0.0005 |
0.0% |
1.0512 |
| Range |
0.0038 |
0.0012 |
-0.0026 |
-68.4% |
0.0202 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-5.0% |
0.0000 |
| Volume |
5 |
14 |
9 |
180.0% |
67 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0575 |
1.0551 |
|
| R3 |
1.0570 |
1.0563 |
1.0547 |
|
| R2 |
1.0558 |
1.0558 |
1.0546 |
|
| R1 |
1.0551 |
1.0551 |
1.0545 |
1.0555 |
| PP |
1.0546 |
1.0546 |
1.0546 |
1.0548 |
| S1 |
1.0539 |
1.0539 |
1.0543 |
1.0543 |
| S2 |
1.0534 |
1.0534 |
1.0542 |
|
| S3 |
1.0522 |
1.0527 |
1.0541 |
|
| S4 |
1.0510 |
1.0515 |
1.0537 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.0984 |
1.0623 |
|
| R3 |
1.0849 |
1.0782 |
1.0568 |
|
| R2 |
1.0647 |
1.0647 |
1.0549 |
|
| R1 |
1.0580 |
1.0580 |
1.0531 |
1.0614 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0462 |
| S1 |
1.0378 |
1.0378 |
1.0493 |
1.0412 |
| S2 |
1.0243 |
1.0243 |
1.0475 |
|
| S3 |
1.0041 |
1.0176 |
1.0456 |
|
| S4 |
0.9839 |
0.9974 |
1.0401 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0553 |
1.0489 |
0.0064 |
0.6% |
0.0018 |
0.2% |
86% |
True |
False |
5 |
| 10 |
1.0553 |
1.0311 |
0.0242 |
2.3% |
0.0033 |
0.3% |
96% |
True |
False |
11 |
| 20 |
1.0553 |
1.0106 |
0.0447 |
4.2% |
0.0028 |
0.3% |
98% |
True |
False |
7 |
| 40 |
1.0553 |
1.0102 |
0.0451 |
4.3% |
0.0017 |
0.2% |
98% |
True |
False |
4 |
| 60 |
1.0553 |
0.9868 |
0.0685 |
6.5% |
0.0012 |
0.1% |
99% |
True |
False |
2 |
| 80 |
1.0553 |
0.9868 |
0.0685 |
6.5% |
0.0011 |
0.1% |
99% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0584 |
|
1.618 |
1.0572 |
|
1.000 |
1.0565 |
|
0.618 |
1.0560 |
|
HIGH |
1.0553 |
|
0.618 |
1.0548 |
|
0.500 |
1.0547 |
|
0.382 |
1.0546 |
|
LOW |
1.0541 |
|
0.618 |
1.0534 |
|
1.000 |
1.0529 |
|
1.618 |
1.0522 |
|
2.618 |
1.0510 |
|
4.250 |
1.0490 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0547 |
1.0538 |
| PP |
1.0546 |
1.0533 |
| S1 |
1.0545 |
1.0527 |
|