CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0576 |
1.0435 |
-0.0141 |
-1.3% |
1.0364 |
| High |
1.0576 |
1.0435 |
-0.0141 |
-1.3% |
1.0544 |
| Low |
1.0576 |
1.0435 |
-0.0141 |
-1.3% |
1.0364 |
| Close |
1.0576 |
1.0435 |
-0.0141 |
-1.3% |
1.0544 |
| Range |
|
|
|
|
|
| ATR |
0.0037 |
0.0044 |
0.0007 |
20.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0435 |
1.0435 |
1.0435 |
|
| R3 |
1.0435 |
1.0435 |
1.0435 |
|
| R2 |
1.0435 |
1.0435 |
1.0435 |
|
| R1 |
1.0435 |
1.0435 |
1.0435 |
1.0435 |
| PP |
1.0435 |
1.0435 |
1.0435 |
1.0435 |
| S1 |
1.0435 |
1.0435 |
1.0435 |
1.0435 |
| S2 |
1.0435 |
1.0435 |
1.0435 |
|
| S3 |
1.0435 |
1.0435 |
1.0435 |
|
| S4 |
1.0435 |
1.0435 |
1.0435 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.0964 |
1.0643 |
|
| R3 |
1.0844 |
1.0784 |
1.0594 |
|
| R2 |
1.0664 |
1.0664 |
1.0577 |
|
| R1 |
1.0604 |
1.0604 |
1.0561 |
1.0634 |
| PP |
1.0484 |
1.0484 |
1.0484 |
1.0499 |
| S1 |
1.0424 |
1.0424 |
1.0528 |
1.0454 |
| S2 |
1.0304 |
1.0304 |
1.0511 |
|
| S3 |
1.0124 |
1.0244 |
1.0495 |
|
| S4 |
0.9944 |
1.0064 |
1.0445 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0435 |
|
2.618 |
1.0435 |
|
1.618 |
1.0435 |
|
1.000 |
1.0435 |
|
0.618 |
1.0435 |
|
HIGH |
1.0435 |
|
0.618 |
1.0435 |
|
0.500 |
1.0435 |
|
0.382 |
1.0435 |
|
LOW |
1.0435 |
|
0.618 |
1.0435 |
|
1.000 |
1.0435 |
|
1.618 |
1.0435 |
|
2.618 |
1.0435 |
|
4.250 |
1.0435 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0435 |
1.0517 |
| PP |
1.0435 |
1.0490 |
| S1 |
1.0435 |
1.0462 |
|