CME Swiss Franc Future December 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 |
1.0535 |
1.0530 |
-0.0005 |
0.0% |
1.0615 |
| High |
1.0537 |
1.0530 |
-0.0007 |
-0.1% |
1.0615 |
| Low |
1.0535 |
1.0421 |
-0.0114 |
-1.1% |
1.0458 |
| Close |
1.0537 |
1.0421 |
-0.0116 |
-1.1% |
1.0458 |
| Range |
0.0002 |
0.0109 |
0.0107 |
5,350.0% |
0.0157 |
| ATR |
0.0031 |
0.0037 |
0.0006 |
19.8% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
4 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0784 |
1.0712 |
1.0481 |
|
| R3 |
1.0675 |
1.0603 |
1.0451 |
|
| R2 |
1.0566 |
1.0566 |
1.0441 |
|
| R1 |
1.0494 |
1.0494 |
1.0431 |
1.0476 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0448 |
| S1 |
1.0385 |
1.0385 |
1.0411 |
1.0367 |
| S2 |
1.0348 |
1.0348 |
1.0401 |
|
| S3 |
1.0239 |
1.0276 |
1.0391 |
|
| S4 |
1.0130 |
1.0167 |
1.0361 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0877 |
1.0544 |
|
| R3 |
1.0824 |
1.0720 |
1.0501 |
|
| R2 |
1.0667 |
1.0667 |
1.0487 |
|
| R1 |
1.0563 |
1.0563 |
1.0472 |
1.0537 |
| PP |
1.0510 |
1.0510 |
1.0510 |
1.0497 |
| S1 |
1.0406 |
1.0406 |
1.0444 |
1.0380 |
| S2 |
1.0353 |
1.0353 |
1.0429 |
|
| S3 |
1.0196 |
1.0249 |
1.0415 |
|
| S4 |
1.0039 |
1.0092 |
1.0372 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0993 |
|
2.618 |
1.0815 |
|
1.618 |
1.0706 |
|
1.000 |
1.0639 |
|
0.618 |
1.0597 |
|
HIGH |
1.0530 |
|
0.618 |
1.0488 |
|
0.500 |
1.0476 |
|
0.382 |
1.0463 |
|
LOW |
1.0421 |
|
0.618 |
1.0354 |
|
1.000 |
1.0312 |
|
1.618 |
1.0245 |
|
2.618 |
1.0136 |
|
4.250 |
0.9958 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0476 |
1.0479 |
| PP |
1.0457 |
1.0460 |
| S1 |
1.0439 |
1.0440 |
|