CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0092 |
0.0017 |
0.2% |
1.0258 |
| High |
1.0112 |
1.0135 |
0.0023 |
0.2% |
1.0271 |
| Low |
1.0073 |
1.0059 |
-0.0014 |
-0.1% |
1.0081 |
| Close |
1.0100 |
1.0111 |
0.0011 |
0.1% |
1.0101 |
| Range |
0.0039 |
0.0076 |
0.0037 |
94.9% |
0.0190 |
| ATR |
0.0068 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
15,822 |
20,165 |
4,343 |
27.4% |
90,267 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0296 |
1.0153 |
|
| R3 |
1.0254 |
1.0220 |
1.0132 |
|
| R2 |
1.0178 |
1.0178 |
1.0125 |
|
| R1 |
1.0144 |
1.0144 |
1.0118 |
1.0161 |
| PP |
1.0102 |
1.0102 |
1.0102 |
1.0110 |
| S1 |
1.0068 |
1.0068 |
1.0104 |
1.0085 |
| S2 |
1.0026 |
1.0026 |
1.0097 |
|
| S3 |
0.9950 |
0.9992 |
1.0090 |
|
| S4 |
0.9874 |
0.9916 |
1.0069 |
|
|
| 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 |
1.0135 |
1.0059 |
0.0076 |
0.8% |
0.0047 |
0.5% |
68% |
True |
True |
16,554 |
| 10 |
1.0319 |
1.0059 |
0.0260 |
2.6% |
0.0057 |
0.6% |
20% |
False |
True |
17,975 |
| 20 |
1.0607 |
1.0059 |
0.0548 |
5.4% |
0.0071 |
0.7% |
9% |
False |
True |
18,715 |
| 40 |
1.0607 |
1.0059 |
0.0548 |
5.4% |
0.0075 |
0.7% |
9% |
False |
True |
18,736 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0081 |
0.8% |
25% |
False |
False |
17,625 |
| 80 |
1.0607 |
0.9906 |
0.0701 |
6.9% |
0.0081 |
0.8% |
29% |
False |
False |
13,281 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0074 |
0.7% |
37% |
False |
False |
10,632 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0066 |
0.7% |
37% |
False |
False |
8,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0458 |
|
2.618 |
1.0334 |
|
1.618 |
1.0258 |
|
1.000 |
1.0211 |
|
0.618 |
1.0182 |
|
HIGH |
1.0135 |
|
0.618 |
1.0106 |
|
0.500 |
1.0097 |
|
0.382 |
1.0088 |
|
LOW |
1.0059 |
|
0.618 |
1.0012 |
|
1.000 |
0.9983 |
|
1.618 |
0.9936 |
|
2.618 |
0.9860 |
|
4.250 |
0.9736 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0106 |
1.0106 |
| PP |
1.0102 |
1.0102 |
| S1 |
1.0097 |
1.0097 |
|