CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0152 |
1.0108 |
-0.0044 |
-0.4% |
1.0142 |
| High |
1.0152 |
1.0165 |
0.0013 |
0.1% |
1.0179 |
| Low |
1.0108 |
1.0103 |
-0.0005 |
0.0% |
1.0108 |
| Close |
1.0136 |
1.0110 |
-0.0026 |
-0.3% |
1.0136 |
| Range |
0.0044 |
0.0062 |
0.0018 |
40.9% |
0.0071 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.8% |
0.0000 |
| Volume |
74 |
492 |
418 |
564.9% |
797 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0312 |
1.0273 |
1.0144 |
|
| R3 |
1.0250 |
1.0211 |
1.0127 |
|
| R2 |
1.0188 |
1.0188 |
1.0121 |
|
| R1 |
1.0149 |
1.0149 |
1.0116 |
1.0169 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0136 |
| S1 |
1.0087 |
1.0087 |
1.0104 |
1.0107 |
| S2 |
1.0064 |
1.0064 |
1.0099 |
|
| S3 |
1.0002 |
1.0025 |
1.0093 |
|
| S4 |
0.9940 |
0.9963 |
1.0076 |
|
|
| 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 |
1.0103 |
0.0076 |
0.8% |
0.0039 |
0.4% |
9% |
False |
True |
247 |
| 10 |
1.0306 |
1.0103 |
0.0203 |
2.0% |
0.0041 |
0.4% |
3% |
False |
True |
135 |
| 20 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0042 |
0.4% |
1% |
False |
True |
79 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0042 |
0.4% |
1% |
False |
True |
47 |
| 60 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0037 |
0.4% |
1% |
False |
False |
34 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0029 |
0.3% |
1% |
False |
False |
25 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0024 |
0.2% |
31% |
False |
False |
20 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0021 |
0.2% |
31% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0429 |
|
2.618 |
1.0327 |
|
1.618 |
1.0265 |
|
1.000 |
1.0227 |
|
0.618 |
1.0203 |
|
HIGH |
1.0165 |
|
0.618 |
1.0141 |
|
0.500 |
1.0134 |
|
0.382 |
1.0127 |
|
LOW |
1.0103 |
|
0.618 |
1.0065 |
|
1.000 |
1.0041 |
|
1.618 |
1.0003 |
|
2.618 |
0.9941 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0134 |
1.0141 |
| PP |
1.0126 |
1.0131 |
| S1 |
1.0118 |
1.0120 |
|