CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0345 |
1.0300 |
-0.0045 |
-0.4% |
1.0343 |
| High |
1.0345 |
1.0300 |
-0.0045 |
-0.4% |
1.0402 |
| Low |
1.0299 |
1.0276 |
-0.0023 |
-0.2% |
1.0299 |
| Close |
1.0314 |
1.0282 |
-0.0032 |
-0.3% |
1.0314 |
| Range |
0.0046 |
0.0024 |
-0.0022 |
-47.8% |
0.0103 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
15 |
7 |
-8 |
-53.3% |
67 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0358 |
1.0344 |
1.0295 |
|
| R3 |
1.0334 |
1.0320 |
1.0289 |
|
| R2 |
1.0310 |
1.0310 |
1.0286 |
|
| R1 |
1.0296 |
1.0296 |
1.0284 |
1.0291 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0284 |
| S1 |
1.0272 |
1.0272 |
1.0280 |
1.0267 |
| S2 |
1.0262 |
1.0262 |
1.0278 |
|
| S3 |
1.0238 |
1.0248 |
1.0275 |
|
| S4 |
1.0214 |
1.0224 |
1.0269 |
|
|
| 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 |
1.0276 |
0.0126 |
1.2% |
0.0035 |
0.3% |
5% |
False |
True |
14 |
| 10 |
1.0650 |
1.0276 |
0.0374 |
3.6% |
0.0044 |
0.4% |
2% |
False |
True |
24 |
| 20 |
1.0650 |
1.0276 |
0.0374 |
3.6% |
0.0047 |
0.5% |
2% |
False |
True |
23 |
| 40 |
1.0650 |
1.0276 |
0.0374 |
3.6% |
0.0040 |
0.4% |
2% |
False |
True |
16 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0031 |
0.3% |
33% |
False |
False |
11 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0024 |
0.2% |
53% |
False |
False |
8 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0021 |
0.2% |
53% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0402 |
|
2.618 |
1.0363 |
|
1.618 |
1.0339 |
|
1.000 |
1.0324 |
|
0.618 |
1.0315 |
|
HIGH |
1.0300 |
|
0.618 |
1.0291 |
|
0.500 |
1.0288 |
|
0.382 |
1.0285 |
|
LOW |
1.0276 |
|
0.618 |
1.0261 |
|
1.000 |
1.0252 |
|
1.618 |
1.0237 |
|
2.618 |
1.0213 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0288 |
1.0339 |
| PP |
1.0286 |
1.0320 |
| S1 |
1.0284 |
1.0301 |
|