CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0551 |
1.0440 |
-0.0111 |
-1.1% |
1.0333 |
| High |
1.0551 |
1.0440 |
-0.0111 |
-1.1% |
1.0500 |
| Low |
1.0518 |
1.0380 |
-0.0138 |
-1.3% |
1.0313 |
| Close |
1.0525 |
1.0384 |
-0.0141 |
-1.3% |
1.0493 |
| Range |
0.0033 |
0.0060 |
0.0027 |
81.8% |
0.0187 |
| ATR |
0.0058 |
0.0064 |
0.0006 |
10.8% |
0.0000 |
| Volume |
11 |
18 |
7 |
63.6% |
53 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0543 |
1.0417 |
|
| R3 |
1.0521 |
1.0483 |
1.0401 |
|
| R2 |
1.0461 |
1.0461 |
1.0395 |
|
| R1 |
1.0423 |
1.0423 |
1.0390 |
1.0412 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0396 |
| S1 |
1.0363 |
1.0363 |
1.0379 |
1.0352 |
| S2 |
1.0341 |
1.0341 |
1.0373 |
|
| S3 |
1.0281 |
1.0303 |
1.0368 |
|
| S4 |
1.0221 |
1.0243 |
1.0351 |
|
|
| 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 |
1.0380 |
0.0270 |
2.6% |
0.0062 |
0.6% |
1% |
False |
True |
43 |
| 10 |
1.0650 |
1.0283 |
0.0367 |
3.5% |
0.0048 |
0.5% |
28% |
False |
False |
26 |
| 20 |
1.0650 |
1.0283 |
0.0367 |
3.5% |
0.0048 |
0.5% |
28% |
False |
False |
21 |
| 40 |
1.0650 |
1.0106 |
0.0544 |
5.2% |
0.0038 |
0.4% |
51% |
False |
False |
14 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0027 |
0.3% |
51% |
False |
False |
10 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0021 |
0.2% |
66% |
False |
False |
7 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0019 |
0.2% |
66% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0695 |
|
2.618 |
1.0597 |
|
1.618 |
1.0537 |
|
1.000 |
1.0500 |
|
0.618 |
1.0477 |
|
HIGH |
1.0440 |
|
0.618 |
1.0417 |
|
0.500 |
1.0410 |
|
0.382 |
1.0403 |
|
LOW |
1.0380 |
|
0.618 |
1.0343 |
|
1.000 |
1.0320 |
|
1.618 |
1.0283 |
|
2.618 |
1.0223 |
|
4.250 |
1.0125 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0410 |
1.0515 |
| PP |
1.0401 |
1.0471 |
| S1 |
1.0393 |
1.0428 |
|