CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0273 |
1.0260 |
-0.0013 |
-0.1% |
1.0343 |
| High |
1.0306 |
1.0260 |
-0.0046 |
-0.4% |
1.0402 |
| Low |
1.0261 |
1.0182 |
-0.0079 |
-0.8% |
1.0299 |
| Close |
1.0261 |
1.0195 |
-0.0066 |
-0.6% |
1.0314 |
| Range |
0.0045 |
0.0078 |
0.0033 |
73.3% |
0.0103 |
| ATR |
0.0056 |
0.0057 |
0.0002 |
3.0% |
0.0000 |
| Volume |
4 |
29 |
25 |
625.0% |
67 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0446 |
1.0399 |
1.0238 |
|
| R3 |
1.0368 |
1.0321 |
1.0216 |
|
| R2 |
1.0290 |
1.0290 |
1.0209 |
|
| R1 |
1.0243 |
1.0243 |
1.0202 |
1.0228 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0205 |
| S1 |
1.0165 |
1.0165 |
1.0188 |
1.0150 |
| S2 |
1.0134 |
1.0134 |
1.0181 |
|
| S3 |
1.0056 |
1.0087 |
1.0174 |
|
| S4 |
0.9978 |
1.0009 |
1.0152 |
|
|
| 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 |
1.0182 |
0.0220 |
2.2% |
0.0049 |
0.5% |
6% |
False |
True |
15 |
| 10 |
1.0440 |
1.0182 |
0.0258 |
2.5% |
0.0042 |
0.4% |
5% |
False |
True |
14 |
| 20 |
1.0650 |
1.0182 |
0.0468 |
4.6% |
0.0047 |
0.5% |
3% |
False |
True |
21 |
| 40 |
1.0650 |
1.0182 |
0.0468 |
4.6% |
0.0042 |
0.4% |
3% |
False |
True |
17 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0033 |
0.3% |
17% |
False |
False |
12 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0026 |
0.3% |
42% |
False |
False |
9 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0022 |
0.2% |
42% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0592 |
|
2.618 |
1.0464 |
|
1.618 |
1.0386 |
|
1.000 |
1.0338 |
|
0.618 |
1.0308 |
|
HIGH |
1.0260 |
|
0.618 |
1.0230 |
|
0.500 |
1.0221 |
|
0.382 |
1.0212 |
|
LOW |
1.0182 |
|
0.618 |
1.0134 |
|
1.000 |
1.0104 |
|
1.618 |
1.0056 |
|
2.618 |
0.9978 |
|
4.250 |
0.9851 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0221 |
1.0244 |
| PP |
1.0212 |
1.0228 |
| S1 |
1.0204 |
1.0211 |
|