CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0133 |
1.0124 |
-0.0009 |
-0.1% |
1.0300 |
| High |
1.0138 |
1.0151 |
0.0013 |
0.1% |
1.0306 |
| Low |
1.0121 |
1.0124 |
0.0003 |
0.0% |
1.0129 |
| Close |
1.0128 |
1.0148 |
0.0020 |
0.2% |
1.0148 |
| Range |
0.0017 |
0.0027 |
0.0010 |
58.8% |
0.0177 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
552 |
57 |
-495 |
-89.7% |
75 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0222 |
1.0212 |
1.0163 |
|
| R3 |
1.0195 |
1.0185 |
1.0155 |
|
| R2 |
1.0168 |
1.0168 |
1.0153 |
|
| R1 |
1.0158 |
1.0158 |
1.0150 |
1.0163 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0144 |
| S1 |
1.0131 |
1.0131 |
1.0146 |
1.0136 |
| S2 |
1.0114 |
1.0114 |
1.0143 |
|
| S3 |
1.0087 |
1.0104 |
1.0141 |
|
| S4 |
1.0060 |
1.0077 |
1.0133 |
|
|
| 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 |
1.0186 |
1.0121 |
0.0065 |
0.6% |
0.0026 |
0.3% |
42% |
False |
False |
139 |
| 10 |
1.0402 |
1.0121 |
0.0281 |
2.8% |
0.0038 |
0.4% |
10% |
False |
False |
77 |
| 20 |
1.0650 |
1.0121 |
0.0529 |
5.2% |
0.0042 |
0.4% |
5% |
False |
False |
52 |
| 40 |
1.0650 |
1.0121 |
0.0529 |
5.2% |
0.0039 |
0.4% |
5% |
False |
False |
32 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0035 |
0.3% |
8% |
False |
False |
23 |
| 80 |
1.0650 |
0.9907 |
0.0743 |
7.3% |
0.0027 |
0.3% |
32% |
False |
False |
17 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0023 |
0.2% |
36% |
False |
False |
14 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0020 |
0.2% |
36% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0222 |
|
1.618 |
1.0195 |
|
1.000 |
1.0178 |
|
0.618 |
1.0168 |
|
HIGH |
1.0151 |
|
0.618 |
1.0141 |
|
0.500 |
1.0138 |
|
0.382 |
1.0134 |
|
LOW |
1.0124 |
|
0.618 |
1.0107 |
|
1.000 |
1.0097 |
|
1.618 |
1.0080 |
|
2.618 |
1.0053 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0145 |
1.0146 |
| PP |
1.0141 |
1.0144 |
| S1 |
1.0138 |
1.0142 |
|