CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0129 |
1.0104 |
-0.0025 |
-0.2% |
1.0258 |
| High |
1.0148 |
1.0114 |
-0.0034 |
-0.3% |
1.0271 |
| Low |
1.0087 |
1.0081 |
-0.0006 |
-0.1% |
1.0081 |
| Close |
1.0107 |
1.0101 |
-0.0006 |
-0.1% |
1.0101 |
| Range |
0.0061 |
0.0033 |
-0.0028 |
-45.9% |
0.0190 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
23,340 |
15,012 |
-8,328 |
-35.7% |
90,267 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0182 |
1.0119 |
|
| R3 |
1.0165 |
1.0149 |
1.0110 |
|
| R2 |
1.0132 |
1.0132 |
1.0107 |
|
| R1 |
1.0116 |
1.0116 |
1.0104 |
1.0108 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0094 |
| S1 |
1.0083 |
1.0083 |
1.0098 |
1.0075 |
| S2 |
1.0066 |
1.0066 |
1.0095 |
|
| S3 |
1.0033 |
1.0050 |
1.0092 |
|
| S4 |
1.0000 |
1.0017 |
1.0083 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0721 |
1.0601 |
1.0206 |
|
| R3 |
1.0531 |
1.0411 |
1.0153 |
|
| R2 |
1.0341 |
1.0341 |
1.0136 |
|
| R1 |
1.0221 |
1.0221 |
1.0118 |
1.0186 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0134 |
| S1 |
1.0031 |
1.0031 |
1.0084 |
0.9996 |
| S2 |
0.9961 |
0.9961 |
1.0066 |
|
| S3 |
0.9771 |
0.9841 |
1.0049 |
|
| S4 |
0.9581 |
0.9651 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0271 |
1.0081 |
0.0190 |
1.9% |
0.0056 |
0.6% |
11% |
False |
True |
18,053 |
| 10 |
1.0360 |
1.0081 |
0.0279 |
2.8% |
0.0063 |
0.6% |
7% |
False |
True |
17,443 |
| 20 |
1.0607 |
1.0081 |
0.0526 |
5.2% |
0.0076 |
0.7% |
4% |
False |
True |
18,719 |
| 40 |
1.0607 |
1.0081 |
0.0526 |
5.2% |
0.0079 |
0.8% |
4% |
False |
True |
18,940 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0083 |
0.8% |
23% |
False |
False |
16,551 |
| 80 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0081 |
0.8% |
36% |
False |
False |
12,437 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0074 |
0.7% |
36% |
False |
False |
9,954 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0067 |
0.7% |
36% |
False |
False |
8,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
1.0200 |
|
1.618 |
1.0167 |
|
1.000 |
1.0147 |
|
0.618 |
1.0134 |
|
HIGH |
1.0114 |
|
0.618 |
1.0101 |
|
0.500 |
1.0098 |
|
0.382 |
1.0094 |
|
LOW |
1.0081 |
|
0.618 |
1.0061 |
|
1.000 |
1.0048 |
|
1.618 |
1.0028 |
|
2.618 |
0.9995 |
|
4.250 |
0.9941 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0100 |
1.0149 |
| PP |
1.0099 |
1.0133 |
| S1 |
1.0098 |
1.0117 |
|