CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0307 |
1.0258 |
-0.0049 |
-0.5% |
1.0448 |
| High |
1.0325 |
1.0324 |
-0.0001 |
0.0% |
1.0607 |
| Low |
1.0256 |
1.0257 |
0.0001 |
0.0% |
1.0293 |
| Close |
1.0262 |
1.0311 |
0.0049 |
0.5% |
1.0304 |
| Range |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0314 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
17,268 |
13,701 |
-3,567 |
-20.7% |
108,279 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0498 |
1.0472 |
1.0348 |
|
| R3 |
1.0431 |
1.0405 |
1.0329 |
|
| R2 |
1.0364 |
1.0364 |
1.0323 |
|
| R1 |
1.0338 |
1.0338 |
1.0317 |
1.0351 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0304 |
| S1 |
1.0271 |
1.0271 |
1.0305 |
1.0284 |
| S2 |
1.0230 |
1.0230 |
1.0299 |
|
| S3 |
1.0163 |
1.0204 |
1.0293 |
|
| S4 |
1.0096 |
1.0137 |
1.0274 |
|
|
| 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 |
1.0466 |
1.0256 |
0.0210 |
2.0% |
0.0083 |
0.8% |
26% |
False |
False |
17,788 |
| 10 |
1.0607 |
1.0256 |
0.0351 |
3.4% |
0.0087 |
0.8% |
16% |
False |
False |
19,619 |
| 20 |
1.0607 |
1.0227 |
0.0380 |
3.7% |
0.0081 |
0.8% |
22% |
False |
False |
19,398 |
| 40 |
1.0607 |
1.0127 |
0.0480 |
4.7% |
0.0083 |
0.8% |
38% |
False |
False |
18,563 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0083 |
0.8% |
55% |
False |
False |
14,420 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0079 |
0.8% |
62% |
False |
False |
10,836 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0072 |
0.7% |
62% |
False |
False |
8,672 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0065 |
0.6% |
62% |
False |
False |
7,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0609 |
|
2.618 |
1.0499 |
|
1.618 |
1.0432 |
|
1.000 |
1.0391 |
|
0.618 |
1.0365 |
|
HIGH |
1.0324 |
|
0.618 |
1.0298 |
|
0.500 |
1.0291 |
|
0.382 |
1.0283 |
|
LOW |
1.0257 |
|
0.618 |
1.0216 |
|
1.000 |
1.0190 |
|
1.618 |
1.0149 |
|
2.618 |
1.0082 |
|
4.250 |
0.9972 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0307 |
| PP |
1.0297 |
1.0302 |
| S1 |
1.0291 |
1.0298 |
|