CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0491 |
1.0543 |
0.0052 |
0.5% |
1.0333 |
| High |
1.0542 |
1.0650 |
0.0108 |
1.0% |
1.0500 |
| Low |
1.0491 |
1.0543 |
0.0052 |
0.5% |
1.0313 |
| Close |
1.0540 |
1.0549 |
0.0009 |
0.1% |
1.0493 |
| Range |
0.0051 |
0.0107 |
0.0056 |
109.8% |
0.0187 |
| ATR |
0.0056 |
0.0059 |
0.0004 |
7.0% |
0.0000 |
| Volume |
56 |
120 |
64 |
114.3% |
53 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0902 |
1.0832 |
1.0608 |
|
| R3 |
1.0795 |
1.0725 |
1.0578 |
|
| R2 |
1.0688 |
1.0688 |
1.0569 |
|
| R1 |
1.0618 |
1.0618 |
1.0559 |
1.0653 |
| PP |
1.0581 |
1.0581 |
1.0581 |
1.0598 |
| S1 |
1.0511 |
1.0511 |
1.0539 |
1.0546 |
| S2 |
1.0474 |
1.0474 |
1.0529 |
|
| S3 |
1.0367 |
1.0404 |
1.0520 |
|
| S4 |
1.0260 |
1.0297 |
1.0490 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0932 |
1.0596 |
|
| R3 |
1.0809 |
1.0745 |
1.0544 |
|
| R2 |
1.0622 |
1.0622 |
1.0527 |
|
| R1 |
1.0558 |
1.0558 |
1.0510 |
1.0590 |
| PP |
1.0435 |
1.0435 |
1.0435 |
1.0452 |
| S1 |
1.0371 |
1.0371 |
1.0476 |
1.0403 |
| S2 |
1.0248 |
1.0248 |
1.0459 |
|
| S3 |
1.0061 |
1.0184 |
1.0442 |
|
| S4 |
0.9874 |
0.9997 |
1.0390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0650 |
1.0359 |
0.0291 |
2.8% |
0.0057 |
0.5% |
65% |
True |
False |
39 |
| 10 |
1.0650 |
1.0283 |
0.0367 |
3.5% |
0.0058 |
0.5% |
72% |
True |
False |
32 |
| 20 |
1.0650 |
1.0283 |
0.0367 |
3.5% |
0.0045 |
0.4% |
72% |
True |
False |
21 |
| 40 |
1.0650 |
1.0106 |
0.0544 |
5.2% |
0.0036 |
0.3% |
81% |
True |
False |
14 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.2% |
0.0026 |
0.2% |
82% |
True |
False |
9 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.4% |
0.0020 |
0.2% |
87% |
True |
False |
7 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.4% |
0.0018 |
0.2% |
87% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1105 |
|
2.618 |
1.0930 |
|
1.618 |
1.0823 |
|
1.000 |
1.0757 |
|
0.618 |
1.0716 |
|
HIGH |
1.0650 |
|
0.618 |
1.0609 |
|
0.500 |
1.0597 |
|
0.382 |
1.0584 |
|
LOW |
1.0543 |
|
0.618 |
1.0477 |
|
1.000 |
1.0436 |
|
1.618 |
1.0370 |
|
2.618 |
1.0263 |
|
4.250 |
1.0088 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0597 |
1.0548 |
| PP |
1.0581 |
1.0546 |
| S1 |
1.0565 |
1.0545 |
|