CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0543 |
1.0551 |
0.0008 |
0.1% |
1.0333 |
| High |
1.0650 |
1.0551 |
-0.0099 |
-0.9% |
1.0500 |
| Low |
1.0543 |
1.0518 |
-0.0025 |
-0.2% |
1.0313 |
| Close |
1.0549 |
1.0525 |
-0.0024 |
-0.2% |
1.0493 |
| Range |
0.0107 |
0.0033 |
-0.0074 |
-69.2% |
0.0187 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
120 |
11 |
-109 |
-90.8% |
53 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0630 |
1.0611 |
1.0543 |
|
| R3 |
1.0597 |
1.0578 |
1.0534 |
|
| R2 |
1.0564 |
1.0564 |
1.0531 |
|
| R1 |
1.0545 |
1.0545 |
1.0528 |
1.0538 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0528 |
| S1 |
1.0512 |
1.0512 |
1.0522 |
1.0505 |
| S2 |
1.0498 |
1.0498 |
1.0519 |
|
| S3 |
1.0465 |
1.0479 |
1.0516 |
|
| S4 |
1.0432 |
1.0446 |
1.0507 |
|
|
| 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 |
1.0379 |
0.0271 |
2.6% |
0.0057 |
0.5% |
54% |
False |
False |
41 |
| 10 |
1.0650 |
1.0283 |
0.0367 |
3.5% |
0.0052 |
0.5% |
66% |
False |
False |
28 |
| 20 |
1.0650 |
1.0283 |
0.0367 |
3.5% |
0.0046 |
0.4% |
66% |
False |
False |
21 |
| 40 |
1.0650 |
1.0106 |
0.0544 |
5.2% |
0.0037 |
0.4% |
77% |
False |
False |
14 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.2% |
0.0027 |
0.3% |
77% |
False |
False |
9 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.4% |
0.0020 |
0.2% |
84% |
False |
False |
7 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.4% |
0.0018 |
0.2% |
84% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0691 |
|
2.618 |
1.0637 |
|
1.618 |
1.0604 |
|
1.000 |
1.0584 |
|
0.618 |
1.0571 |
|
HIGH |
1.0551 |
|
0.618 |
1.0538 |
|
0.500 |
1.0535 |
|
0.382 |
1.0531 |
|
LOW |
1.0518 |
|
0.618 |
1.0498 |
|
1.000 |
1.0485 |
|
1.618 |
1.0465 |
|
2.618 |
1.0432 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0535 |
1.0571 |
| PP |
1.0531 |
1.0555 |
| S1 |
1.0528 |
1.0540 |
|