CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0458 |
-0.0031 |
-0.3% |
1.0240 |
| High |
1.0506 |
1.0466 |
-0.0040 |
-0.4% |
1.0470 |
| Low |
1.0444 |
1.0328 |
-0.0116 |
-1.1% |
1.0236 |
| Close |
1.0476 |
1.0336 |
-0.0140 |
-1.3% |
1.0444 |
| Range |
0.0062 |
0.0138 |
0.0076 |
122.6% |
0.0234 |
| ATR |
0.0084 |
0.0088 |
0.0005 |
5.5% |
0.0000 |
| Volume |
17,836 |
21,726 |
3,890 |
21.8% |
91,681 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0791 |
1.0701 |
1.0412 |
|
| R3 |
1.0653 |
1.0563 |
1.0374 |
|
| R2 |
1.0515 |
1.0515 |
1.0361 |
|
| R1 |
1.0425 |
1.0425 |
1.0349 |
1.0401 |
| PP |
1.0377 |
1.0377 |
1.0377 |
1.0365 |
| S1 |
1.0287 |
1.0287 |
1.0323 |
1.0263 |
| S2 |
1.0239 |
1.0239 |
1.0311 |
|
| S3 |
1.0101 |
1.0149 |
1.0298 |
|
| S4 |
0.9963 |
1.0011 |
1.0260 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.0999 |
1.0573 |
|
| R3 |
1.0851 |
1.0765 |
1.0508 |
|
| R2 |
1.0617 |
1.0617 |
1.0487 |
|
| R1 |
1.0531 |
1.0531 |
1.0465 |
1.0574 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0405 |
| S1 |
1.0297 |
1.0297 |
1.0423 |
1.0340 |
| S2 |
1.0149 |
1.0149 |
1.0401 |
|
| S3 |
0.9915 |
1.0063 |
1.0380 |
|
| S4 |
0.9681 |
0.9829 |
1.0315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0607 |
1.0328 |
0.0279 |
2.7% |
0.0102 |
1.0% |
3% |
False |
True |
22,212 |
| 10 |
1.0607 |
1.0227 |
0.0380 |
3.7% |
0.0087 |
0.8% |
29% |
False |
False |
19,874 |
| 20 |
1.0607 |
1.0227 |
0.0380 |
3.7% |
0.0086 |
0.8% |
29% |
False |
False |
19,694 |
| 40 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0088 |
0.9% |
59% |
False |
False |
19,168 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0084 |
0.8% |
59% |
False |
False |
13,310 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0077 |
0.7% |
66% |
False |
False |
9,997 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0070 |
0.7% |
66% |
False |
False |
8,001 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0065 |
0.6% |
66% |
False |
False |
6,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1053 |
|
2.618 |
1.0827 |
|
1.618 |
1.0689 |
|
1.000 |
1.0604 |
|
0.618 |
1.0551 |
|
HIGH |
1.0466 |
|
0.618 |
1.0413 |
|
0.500 |
1.0397 |
|
0.382 |
1.0381 |
|
LOW |
1.0328 |
|
0.618 |
1.0243 |
|
1.000 |
1.0190 |
|
1.618 |
1.0105 |
|
2.618 |
0.9967 |
|
4.250 |
0.9742 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0397 |
1.0468 |
| PP |
1.0377 |
1.0424 |
| S1 |
1.0356 |
1.0380 |
|