CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0403 |
1.0306 |
-0.0097 |
-0.9% |
1.0413 |
| High |
1.0430 |
1.0311 |
-0.0119 |
-1.1% |
1.0489 |
| Low |
1.0323 |
1.0283 |
-0.0040 |
-0.4% |
1.0283 |
| Close |
1.0334 |
1.0286 |
-0.0048 |
-0.5% |
1.0286 |
| Range |
0.0107 |
0.0028 |
-0.0079 |
-73.8% |
0.0206 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
39 |
8 |
-31 |
-79.5% |
112 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0377 |
1.0360 |
1.0301 |
|
| R3 |
1.0349 |
1.0332 |
1.0294 |
|
| R2 |
1.0321 |
1.0321 |
1.0291 |
|
| R1 |
1.0304 |
1.0304 |
1.0289 |
1.0299 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0291 |
| S1 |
1.0276 |
1.0276 |
1.0283 |
1.0271 |
| S2 |
1.0265 |
1.0265 |
1.0281 |
|
| S3 |
1.0237 |
1.0248 |
1.0278 |
|
| S4 |
1.0209 |
1.0220 |
1.0271 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0834 |
1.0399 |
|
| R3 |
1.0765 |
1.0628 |
1.0343 |
|
| R2 |
1.0559 |
1.0559 |
1.0324 |
|
| R1 |
1.0422 |
1.0422 |
1.0305 |
1.0388 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0335 |
| S1 |
1.0216 |
1.0216 |
1.0267 |
1.0182 |
| S2 |
1.0147 |
1.0147 |
1.0248 |
|
| S3 |
0.9941 |
1.0010 |
1.0229 |
|
| S4 |
0.9735 |
0.9804 |
1.0173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0489 |
1.0283 |
0.0206 |
2.0% |
0.0058 |
0.6% |
1% |
False |
True |
22 |
| 10 |
1.0600 |
1.0283 |
0.0317 |
3.1% |
0.0048 |
0.5% |
1% |
False |
True |
16 |
| 20 |
1.0600 |
1.0283 |
0.0317 |
3.1% |
0.0040 |
0.4% |
1% |
False |
True |
13 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.8% |
0.0030 |
0.3% |
37% |
False |
False |
8 |
| 60 |
1.0600 |
0.9868 |
0.0732 |
7.1% |
0.0021 |
0.2% |
57% |
False |
False |
5 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
7.1% |
0.0018 |
0.2% |
57% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0430 |
|
2.618 |
1.0384 |
|
1.618 |
1.0356 |
|
1.000 |
1.0339 |
|
0.618 |
1.0328 |
|
HIGH |
1.0311 |
|
0.618 |
1.0300 |
|
0.500 |
1.0297 |
|
0.382 |
1.0294 |
|
LOW |
1.0283 |
|
0.618 |
1.0266 |
|
1.000 |
1.0255 |
|
1.618 |
1.0238 |
|
2.618 |
1.0210 |
|
4.250 |
1.0164 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0297 |
1.0359 |
| PP |
1.0293 |
1.0335 |
| S1 |
1.0290 |
1.0310 |
|