CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0413 |
1.0450 |
0.0037 |
0.4% |
1.0588 |
| High |
1.0440 |
1.0489 |
0.0049 |
0.5% |
1.0600 |
| Low |
1.0413 |
1.0450 |
0.0037 |
0.4% |
1.0406 |
| Close |
1.0440 |
1.0484 |
0.0044 |
0.4% |
1.0406 |
| Range |
0.0027 |
0.0039 |
0.0012 |
44.4% |
0.0194 |
| ATR |
0.0042 |
0.0042 |
0.0001 |
1.2% |
0.0000 |
| Volume |
2 |
13 |
11 |
550.0% |
49 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0591 |
1.0577 |
1.0505 |
|
| R3 |
1.0552 |
1.0538 |
1.0495 |
|
| R2 |
1.0513 |
1.0513 |
1.0491 |
|
| R1 |
1.0499 |
1.0499 |
1.0488 |
1.0506 |
| PP |
1.0474 |
1.0474 |
1.0474 |
1.0478 |
| S1 |
1.0460 |
1.0460 |
1.0480 |
1.0467 |
| S2 |
1.0435 |
1.0435 |
1.0477 |
|
| S3 |
1.0396 |
1.0421 |
1.0473 |
|
| S4 |
1.0357 |
1.0382 |
1.0463 |
|
|
| 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 |
1.0517 |
1.0406 |
0.0111 |
1.1% |
0.0034 |
0.3% |
70% |
False |
False |
7 |
| 10 |
1.0600 |
1.0406 |
0.0194 |
1.9% |
0.0032 |
0.3% |
40% |
False |
False |
10 |
| 20 |
1.0600 |
1.0311 |
0.0289 |
2.8% |
0.0033 |
0.3% |
60% |
False |
False |
10 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.8% |
0.0024 |
0.2% |
77% |
False |
False |
6 |
| 60 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0017 |
0.2% |
84% |
False |
False |
4 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0015 |
0.1% |
84% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0591 |
|
1.618 |
1.0552 |
|
1.000 |
1.0528 |
|
0.618 |
1.0513 |
|
HIGH |
1.0489 |
|
0.618 |
1.0474 |
|
0.500 |
1.0470 |
|
0.382 |
1.0465 |
|
LOW |
1.0450 |
|
0.618 |
1.0426 |
|
1.000 |
1.0411 |
|
1.618 |
1.0387 |
|
2.618 |
1.0348 |
|
4.250 |
1.0284 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0479 |
1.0472 |
| PP |
1.0474 |
1.0460 |
| S1 |
1.0470 |
1.0448 |
|