CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0313 |
1.0310 |
-0.0003 |
0.0% |
1.0291 |
| High |
1.0360 |
1.0319 |
-0.0041 |
-0.4% |
1.0360 |
| Low |
1.0293 |
1.0230 |
-0.0063 |
-0.6% |
1.0230 |
| Close |
1.0313 |
1.0267 |
-0.0046 |
-0.4% |
1.0267 |
| Range |
0.0067 |
0.0089 |
0.0022 |
32.8% |
0.0130 |
| ATR |
0.0082 |
0.0083 |
0.0000 |
0.6% |
0.0000 |
| Volume |
16,280 |
21,730 |
5,450 |
33.5% |
84,167 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0492 |
1.0316 |
|
| R3 |
1.0450 |
1.0403 |
1.0291 |
|
| R2 |
1.0361 |
1.0361 |
1.0283 |
|
| R1 |
1.0314 |
1.0314 |
1.0275 |
1.0293 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0262 |
| S1 |
1.0225 |
1.0225 |
1.0259 |
1.0204 |
| S2 |
1.0183 |
1.0183 |
1.0251 |
|
| S3 |
1.0094 |
1.0136 |
1.0243 |
|
| S4 |
1.0005 |
1.0047 |
1.0218 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0676 |
1.0601 |
1.0339 |
|
| R3 |
1.0546 |
1.0471 |
1.0303 |
|
| R2 |
1.0416 |
1.0416 |
1.0291 |
|
| R1 |
1.0341 |
1.0341 |
1.0279 |
1.0314 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0272 |
| S1 |
1.0211 |
1.0211 |
1.0255 |
1.0184 |
| S2 |
1.0156 |
1.0156 |
1.0243 |
|
| S3 |
1.0026 |
1.0081 |
1.0231 |
|
| S4 |
0.9896 |
0.9951 |
1.0196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0360 |
1.0230 |
0.0130 |
1.3% |
0.0069 |
0.7% |
28% |
False |
True |
16,833 |
| 10 |
1.0607 |
1.0230 |
0.0377 |
3.7% |
0.0083 |
0.8% |
10% |
False |
True |
19,244 |
| 20 |
1.0607 |
1.0227 |
0.0380 |
3.7% |
0.0084 |
0.8% |
11% |
False |
False |
19,561 |
| 40 |
1.0607 |
1.0227 |
0.0380 |
3.7% |
0.0079 |
0.8% |
11% |
False |
False |
18,368 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0084 |
0.8% |
48% |
False |
False |
15,052 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0080 |
0.8% |
57% |
False |
False |
11,310 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0073 |
0.7% |
57% |
False |
False |
9,052 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0066 |
0.6% |
57% |
False |
False |
7,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0697 |
|
2.618 |
1.0552 |
|
1.618 |
1.0463 |
|
1.000 |
1.0408 |
|
0.618 |
1.0374 |
|
HIGH |
1.0319 |
|
0.618 |
1.0285 |
|
0.500 |
1.0275 |
|
0.382 |
1.0264 |
|
LOW |
1.0230 |
|
0.618 |
1.0175 |
|
1.000 |
1.0141 |
|
1.618 |
1.0086 |
|
2.618 |
0.9997 |
|
4.250 |
0.9852 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0275 |
1.0295 |
| PP |
1.0272 |
1.0286 |
| S1 |
1.0270 |
1.0276 |
|