CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0345 |
-0.0018 |
-0.2% |
1.0343 |
| High |
1.0402 |
1.0345 |
-0.0057 |
-0.5% |
1.0402 |
| Low |
1.0350 |
1.0299 |
-0.0051 |
-0.5% |
1.0299 |
| Close |
1.0361 |
1.0314 |
-0.0047 |
-0.5% |
1.0314 |
| Range |
0.0052 |
0.0046 |
-0.0006 |
-11.5% |
0.0103 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.6% |
0.0000 |
| Volume |
22 |
15 |
-7 |
-31.8% |
67 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0457 |
1.0432 |
1.0339 |
|
| R3 |
1.0411 |
1.0386 |
1.0327 |
|
| R2 |
1.0365 |
1.0365 |
1.0322 |
|
| R1 |
1.0340 |
1.0340 |
1.0318 |
1.0330 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0314 |
| S1 |
1.0294 |
1.0294 |
1.0310 |
1.0284 |
| S2 |
1.0273 |
1.0273 |
1.0306 |
|
| S3 |
1.0227 |
1.0248 |
1.0301 |
|
| S4 |
1.0181 |
1.0202 |
1.0289 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0647 |
1.0584 |
1.0371 |
|
| R3 |
1.0544 |
1.0481 |
1.0342 |
|
| R2 |
1.0441 |
1.0441 |
1.0333 |
|
| R1 |
1.0378 |
1.0378 |
1.0323 |
1.0358 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0329 |
| S1 |
1.0275 |
1.0275 |
1.0305 |
1.0255 |
| S2 |
1.0235 |
1.0235 |
1.0295 |
|
| S3 |
1.0132 |
1.0172 |
1.0286 |
|
| S4 |
1.0029 |
1.0069 |
1.0257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0402 |
1.0299 |
0.0103 |
1.0% |
0.0034 |
0.3% |
15% |
False |
True |
13 |
| 10 |
1.0650 |
1.0299 |
0.0351 |
3.4% |
0.0047 |
0.5% |
4% |
False |
True |
29 |
| 20 |
1.0650 |
1.0283 |
0.0367 |
3.6% |
0.0048 |
0.5% |
8% |
False |
False |
22 |
| 40 |
1.0650 |
1.0283 |
0.0367 |
3.6% |
0.0039 |
0.4% |
8% |
False |
False |
16 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0031 |
0.3% |
39% |
False |
False |
11 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0024 |
0.2% |
57% |
False |
False |
8 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0021 |
0.2% |
57% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0541 |
|
2.618 |
1.0465 |
|
1.618 |
1.0419 |
|
1.000 |
1.0391 |
|
0.618 |
1.0373 |
|
HIGH |
1.0345 |
|
0.618 |
1.0327 |
|
0.500 |
1.0322 |
|
0.382 |
1.0317 |
|
LOW |
1.0299 |
|
0.618 |
1.0271 |
|
1.000 |
1.0253 |
|
1.618 |
1.0225 |
|
2.618 |
1.0179 |
|
4.250 |
1.0104 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0322 |
1.0351 |
| PP |
1.0319 |
1.0338 |
| S1 |
1.0317 |
1.0326 |
|