CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0111 |
0.0009 |
0.1% |
1.0258 |
| High |
1.0125 |
1.0117 |
-0.0008 |
-0.1% |
1.0271 |
| Low |
1.0085 |
1.0071 |
-0.0014 |
-0.1% |
1.0081 |
| Close |
1.0113 |
1.0080 |
-0.0033 |
-0.3% |
1.0101 |
| Range |
0.0040 |
0.0046 |
0.0006 |
15.0% |
0.0190 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
15,418 |
16,354 |
936 |
6.1% |
90,267 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0227 |
1.0200 |
1.0105 |
|
| R3 |
1.0181 |
1.0154 |
1.0093 |
|
| R2 |
1.0135 |
1.0135 |
1.0088 |
|
| R1 |
1.0108 |
1.0108 |
1.0084 |
1.0099 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0085 |
| S1 |
1.0062 |
1.0062 |
1.0076 |
1.0053 |
| S2 |
1.0043 |
1.0043 |
1.0072 |
|
| S3 |
0.9997 |
1.0016 |
1.0067 |
|
| S4 |
0.9951 |
0.9970 |
1.0055 |
|
|
| 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 |
1.0216 |
1.0071 |
0.0145 |
1.4% |
0.0053 |
0.5% |
6% |
False |
True |
18,686 |
| 10 |
1.0360 |
1.0071 |
0.0289 |
2.9% |
0.0059 |
0.6% |
3% |
False |
True |
17,375 |
| 20 |
1.0607 |
1.0071 |
0.0536 |
5.3% |
0.0074 |
0.7% |
2% |
False |
True |
18,604 |
| 40 |
1.0607 |
1.0071 |
0.0536 |
5.3% |
0.0076 |
0.8% |
2% |
False |
True |
19,059 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0081 |
0.8% |
20% |
False |
False |
17,062 |
| 80 |
1.0607 |
0.9830 |
0.0777 |
7.7% |
0.0081 |
0.8% |
32% |
False |
False |
12,833 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0074 |
0.7% |
33% |
False |
False |
10,272 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0068 |
0.7% |
33% |
False |
False |
8,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0313 |
|
2.618 |
1.0237 |
|
1.618 |
1.0191 |
|
1.000 |
1.0163 |
|
0.618 |
1.0145 |
|
HIGH |
1.0117 |
|
0.618 |
1.0099 |
|
0.500 |
1.0094 |
|
0.382 |
1.0089 |
|
LOW |
1.0071 |
|
0.618 |
1.0043 |
|
1.000 |
1.0025 |
|
1.618 |
0.9997 |
|
2.618 |
0.9951 |
|
4.250 |
0.9876 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0094 |
1.0098 |
| PP |
1.0089 |
1.0092 |
| S1 |
1.0085 |
1.0086 |
|