CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0184 |
-0.0076 |
-0.7% |
1.0343 |
| High |
1.0260 |
1.0186 |
-0.0074 |
-0.7% |
1.0402 |
| Low |
1.0182 |
1.0143 |
-0.0039 |
-0.4% |
1.0299 |
| Close |
1.0195 |
1.0155 |
-0.0040 |
-0.4% |
1.0314 |
| Range |
0.0078 |
0.0043 |
-0.0035 |
-44.9% |
0.0103 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
29 |
26 |
-3 |
-10.3% |
67 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0290 |
1.0266 |
1.0179 |
|
| R3 |
1.0247 |
1.0223 |
1.0167 |
|
| R2 |
1.0204 |
1.0204 |
1.0163 |
|
| R1 |
1.0180 |
1.0180 |
1.0159 |
1.0171 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0157 |
| S1 |
1.0137 |
1.0137 |
1.0151 |
1.0128 |
| S2 |
1.0118 |
1.0118 |
1.0147 |
|
| S3 |
1.0075 |
1.0094 |
1.0143 |
|
| S4 |
1.0032 |
1.0051 |
1.0131 |
|
|
| 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 |
1.0345 |
1.0143 |
0.0202 |
2.0% |
0.0047 |
0.5% |
6% |
False |
True |
16 |
| 10 |
1.0402 |
1.0143 |
0.0259 |
2.6% |
0.0040 |
0.4% |
5% |
False |
True |
15 |
| 20 |
1.0650 |
1.0143 |
0.0507 |
5.0% |
0.0044 |
0.4% |
2% |
False |
True |
20 |
| 40 |
1.0650 |
1.0143 |
0.0507 |
5.0% |
0.0042 |
0.4% |
2% |
False |
True |
17 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0034 |
0.3% |
10% |
False |
False |
12 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0026 |
0.3% |
37% |
False |
False |
9 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0023 |
0.2% |
37% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0369 |
|
2.618 |
1.0299 |
|
1.618 |
1.0256 |
|
1.000 |
1.0229 |
|
0.618 |
1.0213 |
|
HIGH |
1.0186 |
|
0.618 |
1.0170 |
|
0.500 |
1.0165 |
|
0.382 |
1.0159 |
|
LOW |
1.0143 |
|
0.618 |
1.0116 |
|
1.000 |
1.0100 |
|
1.618 |
1.0073 |
|
2.618 |
1.0030 |
|
4.250 |
0.9960 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0165 |
1.0225 |
| PP |
1.0161 |
1.0201 |
| S1 |
1.0158 |
1.0178 |
|