CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0258 |
1.0313 |
0.0055 |
0.5% |
1.0448 |
| High |
1.0324 |
1.0360 |
0.0036 |
0.3% |
1.0607 |
| Low |
1.0257 |
1.0293 |
0.0036 |
0.4% |
1.0293 |
| Close |
1.0311 |
1.0313 |
0.0002 |
0.0% |
1.0304 |
| Range |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0314 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
13,701 |
16,280 |
2,579 |
18.8% |
108,279 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0523 |
1.0485 |
1.0350 |
|
| R3 |
1.0456 |
1.0418 |
1.0331 |
|
| R2 |
1.0389 |
1.0389 |
1.0325 |
|
| R1 |
1.0351 |
1.0351 |
1.0319 |
1.0347 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0320 |
| S1 |
1.0284 |
1.0284 |
1.0307 |
1.0280 |
| S2 |
1.0255 |
1.0255 |
1.0301 |
|
| S3 |
1.0188 |
1.0217 |
1.0295 |
|
| S4 |
1.0121 |
1.0150 |
1.0276 |
|
|
| 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 |
1.0379 |
1.0256 |
0.0123 |
1.2% |
0.0069 |
0.7% |
46% |
False |
False |
16,699 |
| 10 |
1.0607 |
1.0256 |
0.0351 |
3.4% |
0.0086 |
0.8% |
16% |
False |
False |
19,455 |
| 20 |
1.0607 |
1.0227 |
0.0380 |
3.7% |
0.0082 |
0.8% |
23% |
False |
False |
19,288 |
| 40 |
1.0607 |
1.0227 |
0.0380 |
3.7% |
0.0080 |
0.8% |
23% |
False |
False |
18,440 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0083 |
0.8% |
55% |
False |
False |
14,690 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0080 |
0.8% |
63% |
False |
False |
11,039 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0072 |
0.7% |
63% |
False |
False |
8,835 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0065 |
0.6% |
63% |
False |
False |
7,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0645 |
|
2.618 |
1.0535 |
|
1.618 |
1.0468 |
|
1.000 |
1.0427 |
|
0.618 |
1.0401 |
|
HIGH |
1.0360 |
|
0.618 |
1.0334 |
|
0.500 |
1.0327 |
|
0.382 |
1.0319 |
|
LOW |
1.0293 |
|
0.618 |
1.0252 |
|
1.000 |
1.0226 |
|
1.618 |
1.0185 |
|
2.618 |
1.0118 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0327 |
1.0311 |
| PP |
1.0322 |
1.0310 |
| S1 |
1.0318 |
1.0308 |
|