CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0391 |
1.0343 |
-0.0048 |
-0.5% |
1.0491 |
| High |
1.0396 |
1.0360 |
-0.0036 |
-0.3% |
1.0650 |
| Low |
1.0352 |
1.0343 |
-0.0009 |
-0.1% |
1.0352 |
| Close |
1.0352 |
1.0360 |
0.0008 |
0.1% |
1.0352 |
| Range |
0.0044 |
0.0017 |
-0.0027 |
-61.4% |
0.0298 |
| ATR |
0.0062 |
0.0059 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
19 |
1 |
-18 |
-94.7% |
224 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0405 |
1.0400 |
1.0369 |
|
| R3 |
1.0388 |
1.0383 |
1.0365 |
|
| R2 |
1.0371 |
1.0371 |
1.0363 |
|
| R1 |
1.0366 |
1.0366 |
1.0362 |
1.0369 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0356 |
| S1 |
1.0349 |
1.0349 |
1.0358 |
1.0352 |
| S2 |
1.0337 |
1.0337 |
1.0357 |
|
| S3 |
1.0320 |
1.0332 |
1.0355 |
|
| S4 |
1.0303 |
1.0315 |
1.0351 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1345 |
1.1147 |
1.0516 |
|
| R3 |
1.1047 |
1.0849 |
1.0434 |
|
| R2 |
1.0749 |
1.0749 |
1.0407 |
|
| R1 |
1.0551 |
1.0551 |
1.0379 |
1.0501 |
| PP |
1.0451 |
1.0451 |
1.0451 |
1.0427 |
| S1 |
1.0253 |
1.0253 |
1.0325 |
1.0203 |
| S2 |
1.0153 |
1.0153 |
1.0297 |
|
| S3 |
0.9855 |
0.9955 |
1.0270 |
|
| S4 |
0.9557 |
0.9657 |
1.0188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0650 |
1.0343 |
0.0307 |
3.0% |
0.0052 |
0.5% |
6% |
False |
True |
33 |
| 10 |
1.0650 |
1.0330 |
0.0320 |
3.1% |
0.0049 |
0.5% |
9% |
False |
False |
27 |
| 20 |
1.0650 |
1.0283 |
0.0367 |
3.5% |
0.0047 |
0.5% |
21% |
False |
False |
21 |
| 40 |
1.0650 |
1.0214 |
0.0436 |
4.2% |
0.0036 |
0.3% |
33% |
False |
False |
15 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0028 |
0.3% |
47% |
False |
False |
10 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0022 |
0.2% |
63% |
False |
False |
7 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0019 |
0.2% |
63% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0432 |
|
2.618 |
1.0405 |
|
1.618 |
1.0388 |
|
1.000 |
1.0377 |
|
0.618 |
1.0371 |
|
HIGH |
1.0360 |
|
0.618 |
1.0354 |
|
0.500 |
1.0352 |
|
0.382 |
1.0349 |
|
LOW |
1.0343 |
|
0.618 |
1.0332 |
|
1.000 |
1.0326 |
|
1.618 |
1.0315 |
|
2.618 |
1.0298 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0357 |
1.0392 |
| PP |
1.0354 |
1.0381 |
| S1 |
1.0352 |
1.0371 |
|