CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0104 |
1.0102 |
-0.0002 |
0.0% |
1.0258 |
| High |
1.0114 |
1.0125 |
0.0011 |
0.1% |
1.0271 |
| Low |
1.0081 |
1.0085 |
0.0004 |
0.0% |
1.0081 |
| Close |
1.0101 |
1.0113 |
0.0012 |
0.1% |
1.0101 |
| Range |
0.0033 |
0.0040 |
0.0007 |
21.2% |
0.0190 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
15,012 |
15,418 |
406 |
2.7% |
90,267 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0228 |
1.0210 |
1.0135 |
|
| R3 |
1.0188 |
1.0170 |
1.0124 |
|
| R2 |
1.0148 |
1.0148 |
1.0120 |
|
| R1 |
1.0130 |
1.0130 |
1.0117 |
1.0139 |
| PP |
1.0108 |
1.0108 |
1.0108 |
1.0112 |
| S1 |
1.0090 |
1.0090 |
1.0109 |
1.0099 |
| S2 |
1.0068 |
1.0068 |
1.0106 |
|
| S3 |
1.0028 |
1.0050 |
1.0102 |
|
| S4 |
0.9988 |
1.0010 |
1.0091 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0721 |
1.0601 |
1.0206 |
|
| R3 |
1.0531 |
1.0411 |
1.0153 |
|
| R2 |
1.0341 |
1.0341 |
1.0136 |
|
| R1 |
1.0221 |
1.0221 |
1.0118 |
1.0186 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0134 |
| S1 |
1.0031 |
1.0031 |
1.0084 |
0.9996 |
| S2 |
0.9961 |
0.9961 |
1.0066 |
|
| S3 |
0.9771 |
0.9841 |
1.0049 |
|
| S4 |
0.9581 |
0.9651 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0265 |
1.0081 |
0.0184 |
1.8% |
0.0056 |
0.6% |
17% |
False |
False |
19,136 |
| 10 |
1.0360 |
1.0081 |
0.0279 |
2.8% |
0.0061 |
0.6% |
11% |
False |
False |
17,466 |
| 20 |
1.0607 |
1.0081 |
0.0526 |
5.2% |
0.0075 |
0.7% |
6% |
False |
False |
18,710 |
| 40 |
1.0607 |
1.0081 |
0.0526 |
5.2% |
0.0078 |
0.8% |
6% |
False |
False |
19,134 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0082 |
0.8% |
25% |
False |
False |
16,805 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0081 |
0.8% |
37% |
False |
False |
12,629 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0074 |
0.7% |
37% |
False |
False |
10,108 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0068 |
0.7% |
37% |
False |
False |
8,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0295 |
|
2.618 |
1.0230 |
|
1.618 |
1.0190 |
|
1.000 |
1.0165 |
|
0.618 |
1.0150 |
|
HIGH |
1.0125 |
|
0.618 |
1.0110 |
|
0.500 |
1.0105 |
|
0.382 |
1.0100 |
|
LOW |
1.0085 |
|
0.618 |
1.0060 |
|
1.000 |
1.0045 |
|
1.618 |
1.0020 |
|
2.618 |
0.9980 |
|
4.250 |
0.9915 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0110 |
1.0115 |
| PP |
1.0108 |
1.0114 |
| S1 |
1.0105 |
1.0114 |
|