CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0158 |
1.0152 |
-0.0006 |
-0.1% |
1.0142 |
| High |
1.0179 |
1.0152 |
-0.0027 |
-0.3% |
1.0179 |
| Low |
1.0134 |
1.0108 |
-0.0026 |
-0.3% |
1.0108 |
| Close |
1.0159 |
1.0136 |
-0.0023 |
-0.2% |
1.0136 |
| Range |
0.0045 |
0.0044 |
-0.0001 |
-2.2% |
0.0071 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.2% |
0.0000 |
| Volume |
62 |
74 |
12 |
19.4% |
797 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0264 |
1.0244 |
1.0160 |
|
| R3 |
1.0220 |
1.0200 |
1.0148 |
|
| R2 |
1.0176 |
1.0176 |
1.0144 |
|
| R1 |
1.0156 |
1.0156 |
1.0140 |
1.0144 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0126 |
| S1 |
1.0112 |
1.0112 |
1.0132 |
1.0100 |
| S2 |
1.0088 |
1.0088 |
1.0128 |
|
| S3 |
1.0044 |
1.0068 |
1.0124 |
|
| S4 |
1.0000 |
1.0024 |
1.0112 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0354 |
1.0316 |
1.0175 |
|
| R3 |
1.0283 |
1.0245 |
1.0156 |
|
| R2 |
1.0212 |
1.0212 |
1.0149 |
|
| R1 |
1.0174 |
1.0174 |
1.0143 |
1.0158 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0133 |
| S1 |
1.0103 |
1.0103 |
1.0129 |
1.0087 |
| S2 |
1.0070 |
1.0070 |
1.0123 |
|
| S3 |
0.9999 |
1.0032 |
1.0116 |
|
| S4 |
0.9928 |
0.9961 |
1.0097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0179 |
1.0108 |
0.0071 |
0.7% |
0.0032 |
0.3% |
39% |
False |
True |
159 |
| 10 |
1.0306 |
1.0108 |
0.0198 |
2.0% |
0.0037 |
0.4% |
14% |
False |
True |
87 |
| 20 |
1.0650 |
1.0108 |
0.0542 |
5.3% |
0.0042 |
0.4% |
5% |
False |
True |
58 |
| 40 |
1.0650 |
1.0108 |
0.0542 |
5.3% |
0.0040 |
0.4% |
5% |
False |
True |
35 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0036 |
0.4% |
6% |
False |
False |
26 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0028 |
0.3% |
6% |
False |
False |
19 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0024 |
0.2% |
34% |
False |
False |
15 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0020 |
0.2% |
34% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0339 |
|
2.618 |
1.0267 |
|
1.618 |
1.0223 |
|
1.000 |
1.0196 |
|
0.618 |
1.0179 |
|
HIGH |
1.0152 |
|
0.618 |
1.0135 |
|
0.500 |
1.0130 |
|
0.382 |
1.0125 |
|
LOW |
1.0108 |
|
0.618 |
1.0081 |
|
1.000 |
1.0064 |
|
1.618 |
1.0037 |
|
2.618 |
0.9993 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0134 |
1.0144 |
| PP |
1.0132 |
1.0141 |
| S1 |
1.0130 |
1.0139 |
|