CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0489 |
0.0000 |
0.0% |
1.0240 |
| High |
1.0607 |
1.0506 |
-0.0101 |
-1.0% |
1.0470 |
| Low |
1.0485 |
1.0444 |
-0.0041 |
-0.4% |
1.0236 |
| Close |
1.0500 |
1.0476 |
-0.0024 |
-0.2% |
1.0444 |
| Range |
0.0122 |
0.0062 |
-0.0060 |
-49.2% |
0.0234 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
31,176 |
17,836 |
-13,340 |
-42.8% |
91,681 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0631 |
1.0510 |
|
| R3 |
1.0599 |
1.0569 |
1.0493 |
|
| R2 |
1.0537 |
1.0537 |
1.0487 |
|
| R1 |
1.0507 |
1.0507 |
1.0482 |
1.0491 |
| PP |
1.0475 |
1.0475 |
1.0475 |
1.0468 |
| S1 |
1.0445 |
1.0445 |
1.0470 |
1.0429 |
| S2 |
1.0413 |
1.0413 |
1.0465 |
|
| S3 |
1.0351 |
1.0383 |
1.0459 |
|
| S4 |
1.0289 |
1.0321 |
1.0442 |
|
|
| 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 |
1.0292 |
0.0315 |
3.0% |
0.0091 |
0.9% |
58% |
False |
False |
21,450 |
| 10 |
1.0607 |
1.0227 |
0.0380 |
3.6% |
0.0084 |
0.8% |
66% |
False |
False |
20,769 |
| 20 |
1.0607 |
1.0227 |
0.0380 |
3.6% |
0.0082 |
0.8% |
66% |
False |
False |
19,629 |
| 40 |
1.0607 |
0.9949 |
0.0658 |
6.3% |
0.0087 |
0.8% |
80% |
False |
False |
18,995 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.3% |
0.0084 |
0.8% |
80% |
False |
False |
12,950 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.5% |
0.0077 |
0.7% |
83% |
False |
False |
9,726 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.5% |
0.0069 |
0.7% |
83% |
False |
False |
7,784 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.5% |
0.0064 |
0.6% |
83% |
False |
False |
6,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0770 |
|
2.618 |
1.0668 |
|
1.618 |
1.0606 |
|
1.000 |
1.0568 |
|
0.618 |
1.0544 |
|
HIGH |
1.0506 |
|
0.618 |
1.0482 |
|
0.500 |
1.0475 |
|
0.382 |
1.0468 |
|
LOW |
1.0444 |
|
0.618 |
1.0406 |
|
1.000 |
1.0382 |
|
1.618 |
1.0344 |
|
2.618 |
1.0282 |
|
4.250 |
1.0181 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0476 |
1.0519 |
| PP |
1.0475 |
1.0504 |
| S1 |
1.0475 |
1.0490 |
|