CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0124 |
1.0158 |
0.0034 |
0.3% |
1.0300 |
| High |
1.0151 |
1.0179 |
0.0028 |
0.3% |
1.0306 |
| Low |
1.0124 |
1.0134 |
0.0010 |
0.1% |
1.0129 |
| Close |
1.0148 |
1.0159 |
0.0011 |
0.1% |
1.0148 |
| Range |
0.0027 |
0.0045 |
0.0018 |
66.7% |
0.0177 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
57 |
62 |
5 |
8.8% |
75 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0292 |
1.0271 |
1.0184 |
|
| R3 |
1.0247 |
1.0226 |
1.0171 |
|
| R2 |
1.0202 |
1.0202 |
1.0167 |
|
| R1 |
1.0181 |
1.0181 |
1.0163 |
1.0192 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0163 |
| S1 |
1.0136 |
1.0136 |
1.0155 |
1.0147 |
| S2 |
1.0112 |
1.0112 |
1.0151 |
|
| S3 |
1.0067 |
1.0091 |
1.0147 |
|
| S4 |
1.0022 |
1.0046 |
1.0134 |
|
|
| 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 |
1.0179 |
1.0121 |
0.0058 |
0.6% |
0.0027 |
0.3% |
66% |
True |
False |
146 |
| 10 |
1.0345 |
1.0121 |
0.0224 |
2.2% |
0.0037 |
0.4% |
17% |
False |
False |
81 |
| 20 |
1.0650 |
1.0121 |
0.0529 |
5.2% |
0.0043 |
0.4% |
7% |
False |
False |
55 |
| 40 |
1.0650 |
1.0121 |
0.0529 |
5.2% |
0.0040 |
0.4% |
7% |
False |
False |
34 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0036 |
0.4% |
10% |
False |
False |
24 |
| 80 |
1.0650 |
1.0058 |
0.0592 |
5.8% |
0.0028 |
0.3% |
17% |
False |
False |
18 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0023 |
0.2% |
37% |
False |
False |
15 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0020 |
0.2% |
37% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0370 |
|
2.618 |
1.0297 |
|
1.618 |
1.0252 |
|
1.000 |
1.0224 |
|
0.618 |
1.0207 |
|
HIGH |
1.0179 |
|
0.618 |
1.0162 |
|
0.500 |
1.0157 |
|
0.382 |
1.0151 |
|
LOW |
1.0134 |
|
0.618 |
1.0106 |
|
1.000 |
1.0089 |
|
1.618 |
1.0061 |
|
2.618 |
1.0016 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0158 |
1.0156 |
| PP |
1.0157 |
1.0153 |
| S1 |
1.0157 |
1.0150 |
|