CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0258 |
1.0237 |
-0.0021 |
-0.2% |
1.0291 |
| High |
1.0271 |
1.0265 |
-0.0006 |
-0.1% |
1.0360 |
| Low |
1.0231 |
1.0205 |
-0.0026 |
-0.3% |
1.0230 |
| Close |
1.0235 |
1.0214 |
-0.0021 |
-0.2% |
1.0267 |
| Range |
0.0040 |
0.0060 |
0.0020 |
50.0% |
0.0130 |
| ATR |
0.0080 |
0.0078 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
10,005 |
18,603 |
8,598 |
85.9% |
84,167 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0408 |
1.0371 |
1.0247 |
|
| R3 |
1.0348 |
1.0311 |
1.0231 |
|
| R2 |
1.0288 |
1.0288 |
1.0225 |
|
| R1 |
1.0251 |
1.0251 |
1.0220 |
1.0240 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0222 |
| S1 |
1.0191 |
1.0191 |
1.0209 |
1.0180 |
| S2 |
1.0168 |
1.0168 |
1.0203 |
|
| S3 |
1.0108 |
1.0131 |
1.0198 |
|
| S4 |
1.0048 |
1.0071 |
1.0181 |
|
|
| 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 |
1.0205 |
0.0155 |
1.5% |
0.0065 |
0.6% |
6% |
False |
True |
16,063 |
| 10 |
1.0506 |
1.0205 |
0.0301 |
2.9% |
0.0073 |
0.7% |
3% |
False |
True |
17,339 |
| 20 |
1.0607 |
1.0205 |
0.0402 |
3.9% |
0.0083 |
0.8% |
2% |
False |
True |
19,403 |
| 40 |
1.0607 |
1.0205 |
0.0402 |
3.9% |
0.0078 |
0.8% |
2% |
False |
True |
18,304 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0084 |
0.8% |
40% |
False |
False |
15,526 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0080 |
0.8% |
50% |
False |
False |
11,667 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0073 |
0.7% |
50% |
False |
False |
9,338 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0066 |
0.6% |
50% |
False |
False |
7,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0520 |
|
2.618 |
1.0422 |
|
1.618 |
1.0362 |
|
1.000 |
1.0325 |
|
0.618 |
1.0302 |
|
HIGH |
1.0265 |
|
0.618 |
1.0242 |
|
0.500 |
1.0235 |
|
0.382 |
1.0228 |
|
LOW |
1.0205 |
|
0.618 |
1.0168 |
|
1.000 |
1.0145 |
|
1.618 |
1.0108 |
|
2.618 |
1.0048 |
|
4.250 |
0.9950 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0235 |
1.0262 |
| PP |
1.0228 |
1.0246 |
| S1 |
1.0221 |
1.0230 |
|