CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0291 |
1.0307 |
0.0016 |
0.2% |
1.0448 |
| High |
1.0340 |
1.0325 |
-0.0015 |
-0.1% |
1.0607 |
| Low |
1.0285 |
1.0256 |
-0.0029 |
-0.3% |
1.0293 |
| Close |
1.0313 |
1.0262 |
-0.0051 |
-0.5% |
1.0304 |
| Range |
0.0055 |
0.0069 |
0.0014 |
25.5% |
0.0314 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
15,188 |
17,268 |
2,080 |
13.7% |
108,279 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0444 |
1.0300 |
|
| R3 |
1.0419 |
1.0375 |
1.0281 |
|
| R2 |
1.0350 |
1.0350 |
1.0275 |
|
| R1 |
1.0306 |
1.0306 |
1.0268 |
1.0294 |
| PP |
1.0281 |
1.0281 |
1.0281 |
1.0275 |
| S1 |
1.0237 |
1.0237 |
1.0256 |
1.0225 |
| S2 |
1.0212 |
1.0212 |
1.0249 |
|
| S3 |
1.0143 |
1.0168 |
1.0243 |
|
| S4 |
1.0074 |
1.0099 |
1.0224 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1138 |
1.0477 |
|
| R3 |
1.1029 |
1.0824 |
1.0390 |
|
| R2 |
1.0715 |
1.0715 |
1.0362 |
|
| R1 |
1.0510 |
1.0510 |
1.0333 |
1.0456 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0374 |
| S1 |
1.0196 |
1.0196 |
1.0275 |
1.0142 |
| S2 |
1.0087 |
1.0087 |
1.0246 |
|
| S3 |
0.9773 |
0.9882 |
1.0218 |
|
| S4 |
0.9459 |
0.9568 |
1.0131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0506 |
1.0256 |
0.0250 |
2.4% |
0.0082 |
0.8% |
2% |
False |
True |
18,615 |
| 10 |
1.0607 |
1.0256 |
0.0351 |
3.4% |
0.0088 |
0.9% |
2% |
False |
True |
19,833 |
| 20 |
1.0607 |
1.0227 |
0.0380 |
3.7% |
0.0084 |
0.8% |
9% |
False |
False |
19,831 |
| 40 |
1.0607 |
1.0127 |
0.0480 |
4.7% |
0.0082 |
0.8% |
28% |
False |
False |
18,488 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0084 |
0.8% |
48% |
False |
False |
14,194 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0079 |
0.8% |
56% |
False |
False |
10,666 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0071 |
0.7% |
56% |
False |
False |
8,535 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0065 |
0.6% |
56% |
False |
False |
7,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0618 |
|
2.618 |
1.0506 |
|
1.618 |
1.0437 |
|
1.000 |
1.0394 |
|
0.618 |
1.0368 |
|
HIGH |
1.0325 |
|
0.618 |
1.0299 |
|
0.500 |
1.0291 |
|
0.382 |
1.0282 |
|
LOW |
1.0256 |
|
0.618 |
1.0213 |
|
1.000 |
1.0187 |
|
1.618 |
1.0144 |
|
2.618 |
1.0075 |
|
4.250 |
0.9963 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0291 |
1.0318 |
| PP |
1.0281 |
1.0299 |
| S1 |
1.0272 |
1.0281 |
|