CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0349 |
1.0291 |
-0.0058 |
-0.6% |
1.0448 |
| High |
1.0379 |
1.0340 |
-0.0039 |
-0.4% |
1.0607 |
| Low |
1.0293 |
1.0285 |
-0.0008 |
-0.1% |
1.0293 |
| Close |
1.0304 |
1.0313 |
0.0009 |
0.1% |
1.0304 |
| Range |
0.0086 |
0.0055 |
-0.0031 |
-36.0% |
0.0314 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
21,060 |
15,188 |
-5,872 |
-27.9% |
108,279 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0478 |
1.0450 |
1.0343 |
|
| R3 |
1.0423 |
1.0395 |
1.0328 |
|
| R2 |
1.0368 |
1.0368 |
1.0323 |
|
| R1 |
1.0340 |
1.0340 |
1.0318 |
1.0354 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0320 |
| S1 |
1.0285 |
1.0285 |
1.0308 |
1.0299 |
| S2 |
1.0258 |
1.0258 |
1.0303 |
|
| S3 |
1.0203 |
1.0230 |
1.0298 |
|
| S4 |
1.0148 |
1.0175 |
1.0283 |
|
|
| 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 |
1.0285 |
0.0322 |
3.1% |
0.0093 |
0.9% |
9% |
False |
True |
21,397 |
| 10 |
1.0607 |
1.0258 |
0.0349 |
3.4% |
0.0088 |
0.9% |
16% |
False |
False |
19,955 |
| 20 |
1.0607 |
1.0227 |
0.0380 |
3.7% |
0.0086 |
0.8% |
23% |
False |
False |
19,875 |
| 40 |
1.0607 |
1.0127 |
0.0480 |
4.7% |
0.0082 |
0.8% |
39% |
False |
False |
18,427 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0084 |
0.8% |
55% |
False |
False |
13,907 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0079 |
0.8% |
63% |
False |
False |
10,450 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0070 |
0.7% |
63% |
False |
False |
8,363 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0065 |
0.6% |
63% |
False |
False |
6,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0574 |
|
2.618 |
1.0484 |
|
1.618 |
1.0429 |
|
1.000 |
1.0395 |
|
0.618 |
1.0374 |
|
HIGH |
1.0340 |
|
0.618 |
1.0319 |
|
0.500 |
1.0313 |
|
0.382 |
1.0306 |
|
LOW |
1.0285 |
|
0.618 |
1.0251 |
|
1.000 |
1.0230 |
|
1.618 |
1.0196 |
|
2.618 |
1.0141 |
|
4.250 |
1.0051 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0313 |
1.0376 |
| PP |
1.0313 |
1.0355 |
| S1 |
1.0313 |
1.0334 |
|