CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0210 |
1.0129 |
-0.0081 |
-0.8% |
1.0291 |
| High |
1.0216 |
1.0148 |
-0.0068 |
-0.7% |
1.0360 |
| Low |
1.0130 |
1.0087 |
-0.0043 |
-0.4% |
1.0230 |
| Close |
1.0147 |
1.0107 |
-0.0040 |
-0.4% |
1.0267 |
| Range |
0.0086 |
0.0061 |
-0.0025 |
-29.1% |
0.0130 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
23,307 |
23,340 |
33 |
0.1% |
84,167 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0263 |
1.0141 |
|
| R3 |
1.0236 |
1.0202 |
1.0124 |
|
| R2 |
1.0175 |
1.0175 |
1.0118 |
|
| R1 |
1.0141 |
1.0141 |
1.0113 |
1.0128 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0107 |
| S1 |
1.0080 |
1.0080 |
1.0101 |
1.0067 |
| S2 |
1.0053 |
1.0053 |
1.0096 |
|
| S3 |
0.9992 |
1.0019 |
1.0090 |
|
| S4 |
0.9931 |
0.9958 |
1.0073 |
|
|
| 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 |
1.0319 |
1.0087 |
0.0232 |
2.3% |
0.0067 |
0.7% |
9% |
False |
True |
19,397 |
| 10 |
1.0379 |
1.0087 |
0.0292 |
2.9% |
0.0068 |
0.7% |
7% |
False |
True |
18,048 |
| 20 |
1.0607 |
1.0087 |
0.0520 |
5.1% |
0.0077 |
0.8% |
4% |
False |
True |
18,961 |
| 40 |
1.0607 |
1.0087 |
0.0520 |
5.1% |
0.0079 |
0.8% |
4% |
False |
True |
18,802 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0083 |
0.8% |
24% |
False |
False |
16,301 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0081 |
0.8% |
37% |
False |
False |
12,250 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0074 |
0.7% |
37% |
False |
False |
9,804 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0067 |
0.7% |
37% |
False |
False |
8,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0407 |
|
2.618 |
1.0308 |
|
1.618 |
1.0247 |
|
1.000 |
1.0209 |
|
0.618 |
1.0186 |
|
HIGH |
1.0148 |
|
0.618 |
1.0125 |
|
0.500 |
1.0118 |
|
0.382 |
1.0110 |
|
LOW |
1.0087 |
|
0.618 |
1.0049 |
|
1.000 |
1.0026 |
|
1.618 |
0.9988 |
|
2.618 |
0.9927 |
|
4.250 |
0.9828 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0176 |
| PP |
1.0114 |
1.0153 |
| S1 |
1.0111 |
1.0130 |
|