CME Swiss Franc Future September 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 |
1.0551 |
1.0525 |
-0.0026 |
-0.2% |
1.0511 |
| High |
1.0556 |
1.0564 |
0.0008 |
0.1% |
1.0564 |
| Low |
1.0545 |
1.0525 |
-0.0020 |
-0.2% |
1.0501 |
| Close |
1.0545 |
1.0564 |
0.0019 |
0.2% |
1.0564 |
| Range |
0.0011 |
0.0039 |
0.0028 |
254.5% |
0.0063 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
28 |
3 |
-25 |
-89.3% |
50 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0668 |
1.0655 |
1.0585 |
|
| R3 |
1.0629 |
1.0616 |
1.0575 |
|
| R2 |
1.0590 |
1.0590 |
1.0571 |
|
| R1 |
1.0577 |
1.0577 |
1.0568 |
1.0584 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0554 |
| S1 |
1.0538 |
1.0538 |
1.0560 |
1.0545 |
| S2 |
1.0512 |
1.0512 |
1.0557 |
|
| S3 |
1.0473 |
1.0499 |
1.0553 |
|
| S4 |
1.0434 |
1.0460 |
1.0543 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0732 |
1.0711 |
1.0599 |
|
| R3 |
1.0669 |
1.0648 |
1.0581 |
|
| R2 |
1.0606 |
1.0606 |
1.0576 |
|
| R1 |
1.0585 |
1.0585 |
1.0570 |
1.0596 |
| PP |
1.0543 |
1.0543 |
1.0543 |
1.0548 |
| S1 |
1.0522 |
1.0522 |
1.0558 |
1.0533 |
| S2 |
1.0480 |
1.0480 |
1.0552 |
|
| S3 |
1.0417 |
1.0459 |
1.0547 |
|
| S4 |
1.0354 |
1.0396 |
1.0529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0564 |
1.0501 |
0.0063 |
0.6% |
0.0020 |
0.2% |
100% |
True |
False |
10 |
| 10 |
1.0564 |
1.0311 |
0.0253 |
2.4% |
0.0033 |
0.3% |
100% |
True |
False |
11 |
| 20 |
1.0564 |
1.0214 |
0.0350 |
3.3% |
0.0022 |
0.2% |
100% |
True |
False |
8 |
| 40 |
1.0564 |
1.0102 |
0.0462 |
4.4% |
0.0018 |
0.2% |
100% |
True |
False |
4 |
| 60 |
1.0564 |
0.9868 |
0.0696 |
6.6% |
0.0013 |
0.1% |
100% |
True |
False |
3 |
| 80 |
1.0564 |
0.9868 |
0.0696 |
6.6% |
0.0012 |
0.1% |
100% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0730 |
|
2.618 |
1.0666 |
|
1.618 |
1.0627 |
|
1.000 |
1.0603 |
|
0.618 |
1.0588 |
|
HIGH |
1.0564 |
|
0.618 |
1.0549 |
|
0.500 |
1.0545 |
|
0.382 |
1.0540 |
|
LOW |
1.0525 |
|
0.618 |
1.0501 |
|
1.000 |
1.0486 |
|
1.618 |
1.0462 |
|
2.618 |
1.0423 |
|
4.250 |
1.0359 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0558 |
1.0558 |
| PP |
1.0551 |
1.0551 |
| S1 |
1.0545 |
1.0545 |
|