CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0184 |
1.0148 |
-0.0036 |
-0.4% |
1.0300 |
| High |
1.0186 |
1.0148 |
-0.0038 |
-0.4% |
1.0306 |
| Low |
1.0143 |
1.0129 |
-0.0014 |
-0.1% |
1.0129 |
| Close |
1.0155 |
1.0148 |
-0.0007 |
-0.1% |
1.0148 |
| Range |
0.0043 |
0.0019 |
-0.0024 |
-55.8% |
0.0177 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
26 |
9 |
-17 |
-65.4% |
75 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0199 |
1.0192 |
1.0158 |
|
| R3 |
1.0180 |
1.0173 |
1.0153 |
|
| R2 |
1.0161 |
1.0161 |
1.0151 |
|
| R1 |
1.0154 |
1.0154 |
1.0150 |
1.0158 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0143 |
| S1 |
1.0135 |
1.0135 |
1.0146 |
1.0139 |
| S2 |
1.0123 |
1.0123 |
1.0145 |
|
| S3 |
1.0104 |
1.0116 |
1.0143 |
|
| S4 |
1.0085 |
1.0097 |
1.0138 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0725 |
1.0614 |
1.0245 |
|
| R3 |
1.0548 |
1.0437 |
1.0197 |
|
| R2 |
1.0371 |
1.0371 |
1.0180 |
|
| R1 |
1.0260 |
1.0260 |
1.0164 |
1.0227 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0178 |
| S1 |
1.0083 |
1.0083 |
1.0132 |
1.0050 |
| S2 |
1.0017 |
1.0017 |
1.0116 |
|
| S3 |
0.9840 |
0.9906 |
1.0099 |
|
| S4 |
0.9663 |
0.9729 |
1.0051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0306 |
1.0129 |
0.0177 |
1.7% |
0.0042 |
0.4% |
11% |
False |
True |
15 |
| 10 |
1.0402 |
1.0129 |
0.0273 |
2.7% |
0.0038 |
0.4% |
7% |
False |
True |
14 |
| 20 |
1.0650 |
1.0129 |
0.0521 |
5.1% |
0.0044 |
0.4% |
4% |
False |
True |
20 |
| 40 |
1.0650 |
1.0129 |
0.0521 |
5.1% |
0.0042 |
0.4% |
4% |
False |
True |
17 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0035 |
0.3% |
8% |
False |
False |
12 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0026 |
0.3% |
36% |
False |
False |
9 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0023 |
0.2% |
36% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0229 |
|
2.618 |
1.0198 |
|
1.618 |
1.0179 |
|
1.000 |
1.0167 |
|
0.618 |
1.0160 |
|
HIGH |
1.0148 |
|
0.618 |
1.0141 |
|
0.500 |
1.0139 |
|
0.382 |
1.0136 |
|
LOW |
1.0129 |
|
0.618 |
1.0117 |
|
1.000 |
1.0110 |
|
1.618 |
1.0098 |
|
2.618 |
1.0079 |
|
4.250 |
1.0048 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0145 |
1.0195 |
| PP |
1.0142 |
1.0179 |
| S1 |
1.0139 |
1.0164 |
|