CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0148 |
1.0142 |
-0.0006 |
-0.1% |
1.0300 |
| High |
1.0148 |
1.0162 |
0.0014 |
0.1% |
1.0306 |
| Low |
1.0129 |
1.0136 |
0.0007 |
0.1% |
1.0129 |
| Close |
1.0148 |
1.0160 |
0.0012 |
0.1% |
1.0148 |
| Range |
0.0019 |
0.0026 |
0.0007 |
36.8% |
0.0177 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
9 |
52 |
43 |
477.8% |
75 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0231 |
1.0221 |
1.0174 |
|
| R3 |
1.0205 |
1.0195 |
1.0167 |
|
| R2 |
1.0179 |
1.0179 |
1.0165 |
|
| R1 |
1.0169 |
1.0169 |
1.0162 |
1.0174 |
| PP |
1.0153 |
1.0153 |
1.0153 |
1.0155 |
| S1 |
1.0143 |
1.0143 |
1.0158 |
1.0148 |
| S2 |
1.0127 |
1.0127 |
1.0155 |
|
| S3 |
1.0101 |
1.0117 |
1.0153 |
|
| S4 |
1.0075 |
1.0091 |
1.0146 |
|
|
| 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% |
18% |
False |
False |
24 |
| 10 |
1.0402 |
1.0129 |
0.0273 |
2.7% |
0.0039 |
0.4% |
11% |
False |
False |
19 |
| 20 |
1.0650 |
1.0129 |
0.0521 |
5.1% |
0.0044 |
0.4% |
6% |
False |
False |
23 |
| 40 |
1.0650 |
1.0129 |
0.0521 |
5.1% |
0.0042 |
0.4% |
6% |
False |
False |
18 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0034 |
0.3% |
11% |
False |
False |
13 |
| 80 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0027 |
0.3% |
37% |
False |
False |
10 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0023 |
0.2% |
37% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0273 |
|
2.618 |
1.0230 |
|
1.618 |
1.0204 |
|
1.000 |
1.0188 |
|
0.618 |
1.0178 |
|
HIGH |
1.0162 |
|
0.618 |
1.0152 |
|
0.500 |
1.0149 |
|
0.382 |
1.0146 |
|
LOW |
1.0136 |
|
0.618 |
1.0120 |
|
1.000 |
1.0110 |
|
1.618 |
1.0094 |
|
2.618 |
1.0068 |
|
4.250 |
1.0026 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0156 |
1.0159 |
| PP |
1.0153 |
1.0158 |
| S1 |
1.0149 |
1.0158 |
|