CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0362 |
1.0448 |
0.0086 |
0.8% |
1.0240 |
| High |
1.0470 |
1.0506 |
0.0036 |
0.3% |
1.0470 |
| Low |
1.0356 |
1.0430 |
0.0074 |
0.7% |
1.0236 |
| Close |
1.0444 |
1.0492 |
0.0048 |
0.5% |
1.0444 |
| Range |
0.0114 |
0.0076 |
-0.0038 |
-33.3% |
0.0234 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
23,842 |
16,481 |
-7,361 |
-30.9% |
91,681 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0674 |
1.0534 |
|
| R3 |
1.0628 |
1.0598 |
1.0513 |
|
| R2 |
1.0552 |
1.0552 |
1.0506 |
|
| R1 |
1.0522 |
1.0522 |
1.0499 |
1.0537 |
| PP |
1.0476 |
1.0476 |
1.0476 |
1.0484 |
| S1 |
1.0446 |
1.0446 |
1.0485 |
1.0461 |
| S2 |
1.0400 |
1.0400 |
1.0478 |
|
| S3 |
1.0324 |
1.0370 |
1.0471 |
|
| S4 |
1.0248 |
1.0294 |
1.0450 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.0999 |
1.0573 |
|
| R3 |
1.0851 |
1.0765 |
1.0508 |
|
| R2 |
1.0617 |
1.0617 |
1.0487 |
|
| R1 |
1.0531 |
1.0531 |
1.0465 |
1.0574 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0405 |
| S1 |
1.0297 |
1.0297 |
1.0423 |
1.0340 |
| S2 |
1.0149 |
1.0149 |
1.0401 |
|
| S3 |
0.9915 |
1.0063 |
1.0380 |
|
| S4 |
0.9681 |
0.9829 |
1.0315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0506 |
1.0258 |
0.0248 |
2.4% |
0.0084 |
0.8% |
94% |
True |
False |
18,512 |
| 10 |
1.0506 |
1.0227 |
0.0279 |
2.7% |
0.0087 |
0.8% |
95% |
True |
False |
20,082 |
| 20 |
1.0556 |
1.0227 |
0.0329 |
3.1% |
0.0081 |
0.8% |
81% |
False |
False |
19,039 |
| 40 |
1.0556 |
0.9949 |
0.0607 |
5.8% |
0.0086 |
0.8% |
89% |
False |
False |
18,052 |
| 60 |
1.0556 |
0.9949 |
0.0607 |
5.8% |
0.0084 |
0.8% |
89% |
False |
False |
12,135 |
| 80 |
1.0556 |
0.9818 |
0.0738 |
7.0% |
0.0076 |
0.7% |
91% |
False |
False |
9,114 |
| 100 |
1.0556 |
0.9818 |
0.0738 |
7.0% |
0.0067 |
0.6% |
91% |
False |
False |
7,294 |
| 120 |
1.0556 |
0.9818 |
0.0738 |
7.0% |
0.0063 |
0.6% |
91% |
False |
False |
6,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0829 |
|
2.618 |
1.0705 |
|
1.618 |
1.0629 |
|
1.000 |
1.0582 |
|
0.618 |
1.0553 |
|
HIGH |
1.0506 |
|
0.618 |
1.0477 |
|
0.500 |
1.0468 |
|
0.382 |
1.0459 |
|
LOW |
1.0430 |
|
0.618 |
1.0383 |
|
1.000 |
1.0354 |
|
1.618 |
1.0307 |
|
2.618 |
1.0231 |
|
4.250 |
1.0107 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0484 |
1.0461 |
| PP |
1.0476 |
1.0430 |
| S1 |
1.0468 |
1.0399 |
|