CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0435 |
-0.0015 |
-0.1% |
1.0588 |
| High |
1.0489 |
1.0435 |
-0.0054 |
-0.5% |
1.0600 |
| Low |
1.0450 |
1.0347 |
-0.0103 |
-1.0% |
1.0406 |
| Close |
1.0484 |
1.0368 |
-0.0116 |
-1.1% |
1.0406 |
| Range |
0.0039 |
0.0088 |
0.0049 |
125.6% |
0.0194 |
| ATR |
0.0042 |
0.0049 |
0.0007 |
16.0% |
0.0000 |
| Volume |
13 |
50 |
37 |
284.6% |
49 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0647 |
1.0596 |
1.0416 |
|
| R3 |
1.0559 |
1.0508 |
1.0392 |
|
| R2 |
1.0471 |
1.0471 |
1.0384 |
|
| R1 |
1.0420 |
1.0420 |
1.0376 |
1.0402 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0374 |
| S1 |
1.0332 |
1.0332 |
1.0360 |
1.0314 |
| S2 |
1.0295 |
1.0295 |
1.0352 |
|
| S3 |
1.0207 |
1.0244 |
1.0344 |
|
| S4 |
1.0119 |
1.0156 |
1.0320 |
|
|
| 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 |
1.0489 |
1.0347 |
0.0142 |
1.4% |
0.0031 |
0.3% |
15% |
False |
True |
13 |
| 10 |
1.0600 |
1.0347 |
0.0253 |
2.4% |
0.0039 |
0.4% |
8% |
False |
True |
14 |
| 20 |
1.0600 |
1.0311 |
0.0289 |
2.8% |
0.0036 |
0.3% |
20% |
False |
False |
12 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.8% |
0.0027 |
0.3% |
53% |
False |
False |
7 |
| 60 |
1.0600 |
0.9868 |
0.0732 |
7.1% |
0.0018 |
0.2% |
68% |
False |
False |
5 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
7.1% |
0.0016 |
0.2% |
68% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0809 |
|
2.618 |
1.0665 |
|
1.618 |
1.0577 |
|
1.000 |
1.0523 |
|
0.618 |
1.0489 |
|
HIGH |
1.0435 |
|
0.618 |
1.0401 |
|
0.500 |
1.0391 |
|
0.382 |
1.0381 |
|
LOW |
1.0347 |
|
0.618 |
1.0293 |
|
1.000 |
1.0259 |
|
1.618 |
1.0205 |
|
2.618 |
1.0117 |
|
4.250 |
0.9973 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0391 |
1.0418 |
| PP |
1.0383 |
1.0401 |
| S1 |
1.0376 |
1.0385 |
|