CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0343 |
1.0320 |
-0.0023 |
-0.2% |
1.0491 |
| High |
1.0360 |
1.0341 |
-0.0019 |
-0.2% |
1.0650 |
| Low |
1.0343 |
1.0310 |
-0.0033 |
-0.3% |
1.0352 |
| Close |
1.0360 |
1.0310 |
-0.0050 |
-0.5% |
1.0352 |
| Range |
0.0017 |
0.0031 |
0.0014 |
82.4% |
0.0298 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
224 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0413 |
1.0393 |
1.0327 |
|
| R3 |
1.0382 |
1.0362 |
1.0319 |
|
| R2 |
1.0351 |
1.0351 |
1.0316 |
|
| R1 |
1.0331 |
1.0331 |
1.0313 |
1.0326 |
| PP |
1.0320 |
1.0320 |
1.0320 |
1.0318 |
| S1 |
1.0300 |
1.0300 |
1.0307 |
1.0295 |
| S2 |
1.0289 |
1.0289 |
1.0304 |
|
| S3 |
1.0258 |
1.0269 |
1.0301 |
|
| S4 |
1.0227 |
1.0238 |
1.0293 |
|
|
| 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 |
1.0551 |
1.0310 |
0.0241 |
2.3% |
0.0037 |
0.4% |
0% |
False |
True |
11 |
| 10 |
1.0650 |
1.0310 |
0.0340 |
3.3% |
0.0047 |
0.5% |
0% |
False |
True |
25 |
| 20 |
1.0650 |
1.0283 |
0.0367 |
3.6% |
0.0047 |
0.5% |
7% |
False |
False |
20 |
| 40 |
1.0650 |
1.0221 |
0.0429 |
4.2% |
0.0037 |
0.4% |
21% |
False |
False |
15 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0029 |
0.3% |
38% |
False |
False |
10 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0022 |
0.2% |
57% |
False |
False |
8 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0019 |
0.2% |
57% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0473 |
|
2.618 |
1.0422 |
|
1.618 |
1.0391 |
|
1.000 |
1.0372 |
|
0.618 |
1.0360 |
|
HIGH |
1.0341 |
|
0.618 |
1.0329 |
|
0.500 |
1.0326 |
|
0.382 |
1.0322 |
|
LOW |
1.0310 |
|
0.618 |
1.0291 |
|
1.000 |
1.0279 |
|
1.618 |
1.0260 |
|
2.618 |
1.0229 |
|
4.250 |
1.0178 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0326 |
1.0353 |
| PP |
1.0320 |
1.0339 |
| S1 |
1.0315 |
1.0324 |
|