CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0338 |
1.0363 |
0.0025 |
0.2% |
1.0491 |
| High |
1.0361 |
1.0402 |
0.0041 |
0.4% |
1.0650 |
| Low |
1.0337 |
1.0350 |
0.0013 |
0.1% |
1.0352 |
| Close |
1.0358 |
1.0361 |
0.0003 |
0.0% |
1.0352 |
| Range |
0.0024 |
0.0052 |
0.0028 |
116.7% |
0.0298 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
22 |
22 |
0 |
0.0% |
224 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0527 |
1.0496 |
1.0390 |
|
| R3 |
1.0475 |
1.0444 |
1.0375 |
|
| R2 |
1.0423 |
1.0423 |
1.0371 |
|
| R1 |
1.0392 |
1.0392 |
1.0366 |
1.0382 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0366 |
| S1 |
1.0340 |
1.0340 |
1.0356 |
1.0330 |
| S2 |
1.0319 |
1.0319 |
1.0351 |
|
| S3 |
1.0267 |
1.0288 |
1.0347 |
|
| S4 |
1.0215 |
1.0236 |
1.0332 |
|
|
| 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 |
1.0402 |
1.0310 |
0.0092 |
0.9% |
0.0034 |
0.3% |
55% |
True |
False |
14 |
| 10 |
1.0650 |
1.0310 |
0.0340 |
3.3% |
0.0048 |
0.5% |
15% |
False |
False |
28 |
| 20 |
1.0650 |
1.0283 |
0.0367 |
3.5% |
0.0045 |
0.4% |
21% |
False |
False |
22 |
| 40 |
1.0650 |
1.0283 |
0.0367 |
3.5% |
0.0038 |
0.4% |
21% |
False |
False |
16 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0030 |
0.3% |
47% |
False |
False |
11 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0023 |
0.2% |
63% |
False |
False |
8 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0020 |
0.2% |
63% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0623 |
|
2.618 |
1.0538 |
|
1.618 |
1.0486 |
|
1.000 |
1.0454 |
|
0.618 |
1.0434 |
|
HIGH |
1.0402 |
|
0.618 |
1.0382 |
|
0.500 |
1.0376 |
|
0.382 |
1.0370 |
|
LOW |
1.0350 |
|
0.618 |
1.0318 |
|
1.000 |
1.0298 |
|
1.618 |
1.0266 |
|
2.618 |
1.0214 |
|
4.250 |
1.0129 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0376 |
1.0359 |
| PP |
1.0371 |
1.0358 |
| S1 |
1.0366 |
1.0356 |
|