CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0541 |
1.0551 |
0.0010 |
0.1% |
1.0311 |
| High |
1.0553 |
1.0556 |
0.0003 |
0.0% |
1.0513 |
| Low |
1.0541 |
1.0545 |
0.0004 |
0.0% |
1.0311 |
| Close |
1.0544 |
1.0545 |
0.0001 |
0.0% |
1.0512 |
| Range |
0.0012 |
0.0011 |
-0.0001 |
-8.3% |
0.0202 |
| ATR |
0.0044 |
0.0041 |
-0.0002 |
-5.2% |
0.0000 |
| Volume |
14 |
28 |
14 |
100.0% |
67 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0574 |
1.0551 |
|
| R3 |
1.0571 |
1.0563 |
1.0548 |
|
| R2 |
1.0560 |
1.0560 |
1.0547 |
|
| R1 |
1.0552 |
1.0552 |
1.0546 |
1.0551 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0548 |
| S1 |
1.0541 |
1.0541 |
1.0544 |
1.0540 |
| S2 |
1.0538 |
1.0538 |
1.0543 |
|
| S3 |
1.0527 |
1.0530 |
1.0542 |
|
| S4 |
1.0516 |
1.0519 |
1.0539 |
|
|
| 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 |
1.0556 |
1.0489 |
0.0067 |
0.6% |
0.0017 |
0.2% |
84% |
True |
False |
10 |
| 10 |
1.0556 |
1.0311 |
0.0245 |
2.3% |
0.0031 |
0.3% |
96% |
True |
False |
12 |
| 20 |
1.0556 |
1.0106 |
0.0450 |
4.3% |
0.0029 |
0.3% |
98% |
True |
False |
8 |
| 40 |
1.0556 |
1.0102 |
0.0454 |
4.3% |
0.0017 |
0.2% |
98% |
True |
False |
4 |
| 60 |
1.0556 |
0.9868 |
0.0688 |
6.5% |
0.0012 |
0.1% |
98% |
True |
False |
3 |
| 80 |
1.0556 |
0.9868 |
0.0688 |
6.5% |
0.0011 |
0.1% |
98% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0603 |
|
2.618 |
1.0585 |
|
1.618 |
1.0574 |
|
1.000 |
1.0567 |
|
0.618 |
1.0563 |
|
HIGH |
1.0556 |
|
0.618 |
1.0552 |
|
0.500 |
1.0551 |
|
0.382 |
1.0549 |
|
LOW |
1.0545 |
|
0.618 |
1.0538 |
|
1.000 |
1.0534 |
|
1.618 |
1.0527 |
|
2.618 |
1.0516 |
|
4.250 |
1.0498 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0551 |
1.0540 |
| PP |
1.0549 |
1.0534 |
| S1 |
1.0547 |
1.0529 |
|