CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0525 |
1.0588 |
0.0063 |
0.6% |
1.0511 |
| High |
1.0564 |
1.0600 |
0.0036 |
0.3% |
1.0564 |
| Low |
1.0525 |
1.0557 |
0.0032 |
0.3% |
1.0501 |
| Close |
1.0564 |
1.0561 |
-0.0003 |
0.0% |
1.0564 |
| Range |
0.0039 |
0.0043 |
0.0004 |
10.3% |
0.0063 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.3% |
0.0000 |
| Volume |
3 |
18 |
15 |
500.0% |
50 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0702 |
1.0674 |
1.0585 |
|
| R3 |
1.0659 |
1.0631 |
1.0573 |
|
| R2 |
1.0616 |
1.0616 |
1.0569 |
|
| R1 |
1.0588 |
1.0588 |
1.0565 |
1.0581 |
| PP |
1.0573 |
1.0573 |
1.0573 |
1.0569 |
| S1 |
1.0545 |
1.0545 |
1.0557 |
1.0538 |
| S2 |
1.0530 |
1.0530 |
1.0553 |
|
| S3 |
1.0487 |
1.0502 |
1.0549 |
|
| S4 |
1.0444 |
1.0459 |
1.0537 |
|
|
| 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 |
1.0600 |
1.0501 |
0.0099 |
0.9% |
0.0029 |
0.3% |
61% |
True |
False |
13 |
| 10 |
1.0600 |
1.0332 |
0.0268 |
2.5% |
0.0033 |
0.3% |
85% |
True |
False |
13 |
| 20 |
1.0600 |
1.0214 |
0.0386 |
3.7% |
0.0024 |
0.2% |
90% |
True |
False |
9 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.7% |
0.0019 |
0.2% |
92% |
True |
False |
5 |
| 60 |
1.0600 |
0.9868 |
0.0732 |
6.9% |
0.0013 |
0.1% |
95% |
True |
False |
3 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
6.9% |
0.0012 |
0.1% |
95% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0783 |
|
2.618 |
1.0713 |
|
1.618 |
1.0670 |
|
1.000 |
1.0643 |
|
0.618 |
1.0627 |
|
HIGH |
1.0600 |
|
0.618 |
1.0584 |
|
0.500 |
1.0579 |
|
0.382 |
1.0573 |
|
LOW |
1.0557 |
|
0.618 |
1.0530 |
|
1.000 |
1.0514 |
|
1.618 |
1.0487 |
|
2.618 |
1.0444 |
|
4.250 |
1.0374 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0579 |
1.0563 |
| PP |
1.0573 |
1.0562 |
| S1 |
1.0567 |
1.0562 |
|