CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0448 |
1.0489 |
0.0041 |
0.4% |
1.0240 |
| High |
1.0506 |
1.0607 |
0.0101 |
1.0% |
1.0470 |
| Low |
1.0430 |
1.0485 |
0.0055 |
0.5% |
1.0236 |
| Close |
1.0492 |
1.0500 |
0.0008 |
0.1% |
1.0444 |
| Range |
0.0076 |
0.0122 |
0.0046 |
60.5% |
0.0234 |
| ATR |
0.0083 |
0.0085 |
0.0003 |
3.4% |
0.0000 |
| Volume |
16,481 |
31,176 |
14,695 |
89.2% |
91,681 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0897 |
1.0820 |
1.0567 |
|
| R3 |
1.0775 |
1.0698 |
1.0534 |
|
| R2 |
1.0653 |
1.0653 |
1.0522 |
|
| R1 |
1.0576 |
1.0576 |
1.0511 |
1.0615 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0550 |
| S1 |
1.0454 |
1.0454 |
1.0489 |
1.0493 |
| S2 |
1.0409 |
1.0409 |
1.0478 |
|
| S3 |
1.0287 |
1.0332 |
1.0466 |
|
| S4 |
1.0165 |
1.0210 |
1.0433 |
|
|
| 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 |
1.0607 |
1.0271 |
0.0336 |
3.2% |
0.0095 |
0.9% |
68% |
True |
False |
21,051 |
| 10 |
1.0607 |
1.0227 |
0.0380 |
3.6% |
0.0092 |
0.9% |
72% |
True |
False |
21,467 |
| 20 |
1.0607 |
1.0227 |
0.0380 |
3.6% |
0.0084 |
0.8% |
72% |
True |
False |
19,792 |
| 40 |
1.0607 |
0.9949 |
0.0658 |
6.3% |
0.0087 |
0.8% |
84% |
True |
False |
18,754 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.3% |
0.0085 |
0.8% |
84% |
True |
False |
12,654 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.5% |
0.0076 |
0.7% |
86% |
True |
False |
9,503 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.5% |
0.0068 |
0.7% |
86% |
True |
False |
7,606 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.5% |
0.0063 |
0.6% |
86% |
True |
False |
6,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1126 |
|
2.618 |
1.0926 |
|
1.618 |
1.0804 |
|
1.000 |
1.0729 |
|
0.618 |
1.0682 |
|
HIGH |
1.0607 |
|
0.618 |
1.0560 |
|
0.500 |
1.0546 |
|
0.382 |
1.0532 |
|
LOW |
1.0485 |
|
0.618 |
1.0410 |
|
1.000 |
1.0363 |
|
1.618 |
1.0288 |
|
2.618 |
1.0166 |
|
4.250 |
0.9967 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0546 |
1.0494 |
| PP |
1.0531 |
1.0488 |
| S1 |
1.0515 |
1.0482 |
|