CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0237 |
1.0210 |
-0.0027 |
-0.3% |
1.0291 |
| High |
1.0265 |
1.0216 |
-0.0049 |
-0.5% |
1.0360 |
| Low |
1.0205 |
1.0130 |
-0.0075 |
-0.7% |
1.0230 |
| Close |
1.0214 |
1.0147 |
-0.0067 |
-0.7% |
1.0267 |
| Range |
0.0060 |
0.0086 |
0.0026 |
43.3% |
0.0130 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
0.7% |
0.0000 |
| Volume |
18,603 |
23,307 |
4,704 |
25.3% |
84,167 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0371 |
1.0194 |
|
| R3 |
1.0336 |
1.0285 |
1.0171 |
|
| R2 |
1.0250 |
1.0250 |
1.0163 |
|
| R1 |
1.0199 |
1.0199 |
1.0155 |
1.0182 |
| PP |
1.0164 |
1.0164 |
1.0164 |
1.0156 |
| S1 |
1.0113 |
1.0113 |
1.0139 |
1.0096 |
| S2 |
1.0078 |
1.0078 |
1.0131 |
|
| S3 |
0.9992 |
1.0027 |
1.0123 |
|
| S4 |
0.9906 |
0.9941 |
1.0100 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0676 |
1.0601 |
1.0339 |
|
| R3 |
1.0546 |
1.0471 |
1.0303 |
|
| R2 |
1.0416 |
1.0416 |
1.0291 |
|
| R1 |
1.0341 |
1.0341 |
1.0279 |
1.0314 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0272 |
| S1 |
1.0211 |
1.0211 |
1.0255 |
1.0184 |
| S2 |
1.0156 |
1.0156 |
1.0243 |
|
| S3 |
1.0026 |
1.0081 |
1.0231 |
|
| S4 |
0.9896 |
0.9951 |
1.0196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0360 |
1.0130 |
0.0230 |
2.3% |
0.0068 |
0.7% |
7% |
False |
True |
17,985 |
| 10 |
1.0466 |
1.0130 |
0.0336 |
3.3% |
0.0076 |
0.7% |
5% |
False |
True |
17,886 |
| 20 |
1.0607 |
1.0130 |
0.0477 |
4.7% |
0.0080 |
0.8% |
4% |
False |
True |
19,327 |
| 40 |
1.0607 |
1.0130 |
0.0477 |
4.7% |
0.0079 |
0.8% |
4% |
False |
True |
18,534 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0084 |
0.8% |
30% |
False |
False |
15,913 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0081 |
0.8% |
42% |
False |
False |
11,958 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0074 |
0.7% |
42% |
False |
False |
9,571 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0067 |
0.7% |
42% |
False |
False |
7,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0582 |
|
2.618 |
1.0441 |
|
1.618 |
1.0355 |
|
1.000 |
1.0302 |
|
0.618 |
1.0269 |
|
HIGH |
1.0216 |
|
0.618 |
1.0183 |
|
0.500 |
1.0173 |
|
0.382 |
1.0163 |
|
LOW |
1.0130 |
|
0.618 |
1.0077 |
|
1.000 |
1.0044 |
|
1.618 |
0.9991 |
|
2.618 |
0.9905 |
|
4.250 |
0.9765 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0173 |
1.0201 |
| PP |
1.0164 |
1.0183 |
| S1 |
1.0156 |
1.0165 |
|