CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0458 |
1.0349 |
-0.0109 |
-1.0% |
1.0448 |
| High |
1.0466 |
1.0379 |
-0.0087 |
-0.8% |
1.0607 |
| Low |
1.0328 |
1.0293 |
-0.0035 |
-0.3% |
1.0293 |
| Close |
1.0336 |
1.0304 |
-0.0032 |
-0.3% |
1.0304 |
| Range |
0.0138 |
0.0086 |
-0.0052 |
-37.7% |
0.0314 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
21,726 |
21,060 |
-666 |
-3.1% |
108,279 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0583 |
1.0530 |
1.0351 |
|
| R3 |
1.0497 |
1.0444 |
1.0328 |
|
| R2 |
1.0411 |
1.0411 |
1.0320 |
|
| R1 |
1.0358 |
1.0358 |
1.0312 |
1.0342 |
| PP |
1.0325 |
1.0325 |
1.0325 |
1.0317 |
| S1 |
1.0272 |
1.0272 |
1.0296 |
1.0256 |
| S2 |
1.0239 |
1.0239 |
1.0288 |
|
| S3 |
1.0153 |
1.0186 |
1.0280 |
|
| S4 |
1.0067 |
1.0100 |
1.0257 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1138 |
1.0477 |
|
| R3 |
1.1029 |
1.0824 |
1.0390 |
|
| R2 |
1.0715 |
1.0715 |
1.0362 |
|
| R1 |
1.0510 |
1.0510 |
1.0333 |
1.0456 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0374 |
| S1 |
1.0196 |
1.0196 |
1.0275 |
1.0142 |
| S2 |
1.0087 |
1.0087 |
1.0246 |
|
| S3 |
0.9773 |
0.9882 |
1.0218 |
|
| S4 |
0.9459 |
0.9568 |
1.0131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0607 |
1.0293 |
0.0314 |
3.0% |
0.0097 |
0.9% |
4% |
False |
True |
21,655 |
| 10 |
1.0607 |
1.0236 |
0.0371 |
3.6% |
0.0088 |
0.9% |
18% |
False |
False |
19,996 |
| 20 |
1.0607 |
1.0227 |
0.0380 |
3.7% |
0.0087 |
0.8% |
20% |
False |
False |
19,955 |
| 40 |
1.0607 |
1.0127 |
0.0480 |
4.7% |
0.0083 |
0.8% |
37% |
False |
False |
18,676 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0084 |
0.8% |
54% |
False |
False |
13,658 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0078 |
0.8% |
62% |
False |
False |
10,260 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0070 |
0.7% |
62% |
False |
False |
8,211 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0065 |
0.6% |
62% |
False |
False |
6,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0745 |
|
2.618 |
1.0604 |
|
1.618 |
1.0518 |
|
1.000 |
1.0465 |
|
0.618 |
1.0432 |
|
HIGH |
1.0379 |
|
0.618 |
1.0346 |
|
0.500 |
1.0336 |
|
0.382 |
1.0326 |
|
LOW |
1.0293 |
|
0.618 |
1.0240 |
|
1.000 |
1.0207 |
|
1.618 |
1.0154 |
|
2.618 |
1.0068 |
|
4.250 |
0.9928 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0336 |
1.0400 |
| PP |
1.0325 |
1.0368 |
| S1 |
1.0315 |
1.0336 |
|