CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0435 |
1.0403 |
-0.0032 |
-0.3% |
1.0588 |
| High |
1.0435 |
1.0430 |
-0.0005 |
0.0% |
1.0600 |
| Low |
1.0347 |
1.0323 |
-0.0024 |
-0.2% |
1.0406 |
| Close |
1.0368 |
1.0334 |
-0.0034 |
-0.3% |
1.0406 |
| Range |
0.0088 |
0.0107 |
0.0019 |
21.6% |
0.0194 |
| ATR |
0.0049 |
0.0053 |
0.0004 |
8.5% |
0.0000 |
| Volume |
50 |
39 |
-11 |
-22.0% |
49 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0683 |
1.0616 |
1.0393 |
|
| R3 |
1.0576 |
1.0509 |
1.0363 |
|
| R2 |
1.0469 |
1.0469 |
1.0354 |
|
| R1 |
1.0402 |
1.0402 |
1.0344 |
1.0382 |
| PP |
1.0362 |
1.0362 |
1.0362 |
1.0353 |
| S1 |
1.0295 |
1.0295 |
1.0324 |
1.0275 |
| S2 |
1.0255 |
1.0255 |
1.0314 |
|
| S3 |
1.0148 |
1.0188 |
1.0305 |
|
| S4 |
1.0041 |
1.0081 |
1.0275 |
|
|
| 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 |
1.0323 |
0.0166 |
1.6% |
0.0053 |
0.5% |
7% |
False |
True |
21 |
| 10 |
1.0600 |
1.0323 |
0.0277 |
2.7% |
0.0049 |
0.5% |
4% |
False |
True |
15 |
| 20 |
1.0600 |
1.0311 |
0.0289 |
2.8% |
0.0040 |
0.4% |
8% |
False |
False |
14 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.8% |
0.0029 |
0.3% |
47% |
False |
False |
8 |
| 60 |
1.0600 |
0.9868 |
0.0732 |
7.1% |
0.0020 |
0.2% |
64% |
False |
False |
5 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
7.1% |
0.0017 |
0.2% |
64% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0885 |
|
2.618 |
1.0710 |
|
1.618 |
1.0603 |
|
1.000 |
1.0537 |
|
0.618 |
1.0496 |
|
HIGH |
1.0430 |
|
0.618 |
1.0389 |
|
0.500 |
1.0377 |
|
0.382 |
1.0364 |
|
LOW |
1.0323 |
|
0.618 |
1.0257 |
|
1.000 |
1.0216 |
|
1.618 |
1.0150 |
|
2.618 |
1.0043 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0377 |
1.0406 |
| PP |
1.0362 |
1.0382 |
| S1 |
1.0348 |
1.0358 |
|