CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0379 |
1.0439 |
0.0060 |
0.6% |
1.0333 |
| High |
1.0412 |
1.0500 |
0.0088 |
0.8% |
1.0500 |
| Low |
1.0379 |
1.0439 |
0.0060 |
0.6% |
1.0313 |
| Close |
1.0412 |
1.0493 |
0.0081 |
0.8% |
1.0493 |
| Range |
0.0033 |
0.0061 |
0.0028 |
84.8% |
0.0187 |
| ATR |
0.0053 |
0.0056 |
0.0002 |
4.6% |
0.0000 |
| Volume |
8 |
12 |
4 |
50.0% |
53 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0638 |
1.0527 |
|
| R3 |
1.0599 |
1.0577 |
1.0510 |
|
| R2 |
1.0538 |
1.0538 |
1.0504 |
|
| R1 |
1.0516 |
1.0516 |
1.0499 |
1.0527 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0483 |
| S1 |
1.0455 |
1.0455 |
1.0487 |
1.0466 |
| S2 |
1.0416 |
1.0416 |
1.0482 |
|
| S3 |
1.0355 |
1.0394 |
1.0476 |
|
| S4 |
1.0294 |
1.0333 |
1.0459 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0932 |
1.0596 |
|
| R3 |
1.0809 |
1.0745 |
1.0544 |
|
| R2 |
1.0622 |
1.0622 |
1.0527 |
|
| R1 |
1.0558 |
1.0558 |
1.0510 |
1.0590 |
| PP |
1.0435 |
1.0435 |
1.0435 |
1.0452 |
| S1 |
1.0371 |
1.0371 |
1.0476 |
1.0403 |
| S2 |
1.0248 |
1.0248 |
1.0459 |
|
| S3 |
1.0061 |
1.0184 |
1.0442 |
|
| S4 |
0.9874 |
0.9997 |
1.0390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0500 |
1.0313 |
0.0187 |
1.8% |
0.0039 |
0.4% |
96% |
True |
False |
10 |
| 10 |
1.0500 |
1.0283 |
0.0217 |
2.1% |
0.0049 |
0.5% |
97% |
True |
False |
16 |
| 20 |
1.0600 |
1.0283 |
0.0317 |
3.0% |
0.0039 |
0.4% |
66% |
False |
False |
13 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.7% |
0.0034 |
0.3% |
79% |
False |
False |
10 |
| 60 |
1.0600 |
1.0102 |
0.0498 |
4.7% |
0.0024 |
0.2% |
79% |
False |
False |
6 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0019 |
0.2% |
85% |
False |
False |
5 |
| 100 |
1.0600 |
0.9868 |
0.0732 |
7.0% |
0.0016 |
0.2% |
85% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0660 |
|
1.618 |
1.0599 |
|
1.000 |
1.0561 |
|
0.618 |
1.0538 |
|
HIGH |
1.0500 |
|
0.618 |
1.0477 |
|
0.500 |
1.0470 |
|
0.382 |
1.0462 |
|
LOW |
1.0439 |
|
0.618 |
1.0401 |
|
1.000 |
1.0378 |
|
1.618 |
1.0340 |
|
2.618 |
1.0279 |
|
4.250 |
1.0180 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0485 |
1.0472 |
| PP |
1.0477 |
1.0451 |
| S1 |
1.0470 |
1.0430 |
|