CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0408 |
-0.0009 |
-0.1% |
1.0588 |
| High |
1.0417 |
1.0408 |
-0.0009 |
-0.1% |
1.0600 |
| Low |
1.0417 |
1.0406 |
-0.0011 |
-0.1% |
1.0406 |
| Close |
1.0417 |
1.0406 |
-0.0011 |
-0.1% |
1.0406 |
| Range |
0.0000 |
0.0002 |
0.0002 |
|
0.0194 |
| ATR |
0.0045 |
0.0042 |
-0.0002 |
-5.4% |
0.0000 |
| Volume |
0 |
4 |
4 |
|
49 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0413 |
1.0411 |
1.0407 |
|
| R3 |
1.0411 |
1.0409 |
1.0407 |
|
| R2 |
1.0409 |
1.0409 |
1.0406 |
|
| R1 |
1.0407 |
1.0407 |
1.0406 |
1.0407 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0407 |
| S1 |
1.0405 |
1.0405 |
1.0406 |
1.0405 |
| S2 |
1.0405 |
1.0405 |
1.0406 |
|
| S3 |
1.0403 |
1.0403 |
1.0405 |
|
| S4 |
1.0401 |
1.0401 |
1.0405 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.0923 |
1.0513 |
|
| R3 |
1.0859 |
1.0729 |
1.0459 |
|
| R2 |
1.0665 |
1.0665 |
1.0442 |
|
| R1 |
1.0535 |
1.0535 |
1.0424 |
1.0503 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0455 |
| S1 |
1.0341 |
1.0341 |
1.0388 |
1.0309 |
| S2 |
1.0277 |
1.0277 |
1.0370 |
|
| S3 |
1.0083 |
1.0147 |
1.0353 |
|
| S4 |
0.9889 |
0.9953 |
1.0299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0600 |
1.0406 |
0.0194 |
1.9% |
0.0038 |
0.4% |
0% |
False |
True |
9 |
| 10 |
1.0600 |
1.0406 |
0.0194 |
1.9% |
0.0029 |
0.3% |
0% |
False |
True |
9 |
| 20 |
1.0600 |
1.0311 |
0.0289 |
2.8% |
0.0031 |
0.3% |
33% |
False |
False |
10 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.8% |
0.0023 |
0.2% |
61% |
False |
False |
6 |
| 60 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0016 |
0.2% |
73% |
False |
False |
4 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0014 |
0.1% |
73% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0417 |
|
2.618 |
1.0413 |
|
1.618 |
1.0411 |
|
1.000 |
1.0410 |
|
0.618 |
1.0409 |
|
HIGH |
1.0408 |
|
0.618 |
1.0407 |
|
0.500 |
1.0407 |
|
0.382 |
1.0407 |
|
LOW |
1.0406 |
|
0.618 |
1.0405 |
|
1.000 |
1.0404 |
|
1.618 |
1.0403 |
|
2.618 |
1.0401 |
|
4.250 |
1.0398 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0462 |
| PP |
1.0407 |
1.0443 |
| S1 |
1.0406 |
1.0425 |
|