CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0075 |
-0.0036 |
-0.4% |
1.0258 |
| High |
1.0117 |
1.0112 |
-0.0005 |
0.0% |
1.0271 |
| Low |
1.0071 |
1.0073 |
0.0002 |
0.0% |
1.0081 |
| Close |
1.0080 |
1.0100 |
0.0020 |
0.2% |
1.0101 |
| Range |
0.0046 |
0.0039 |
-0.0007 |
-15.2% |
0.0190 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
16,354 |
15,822 |
-532 |
-3.3% |
90,267 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0212 |
1.0195 |
1.0121 |
|
| R3 |
1.0173 |
1.0156 |
1.0111 |
|
| R2 |
1.0134 |
1.0134 |
1.0107 |
|
| R1 |
1.0117 |
1.0117 |
1.0104 |
1.0126 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0099 |
| S1 |
1.0078 |
1.0078 |
1.0096 |
1.0087 |
| S2 |
1.0056 |
1.0056 |
1.0093 |
|
| S3 |
1.0017 |
1.0039 |
1.0089 |
|
| S4 |
0.9978 |
1.0000 |
1.0079 |
|
|
| 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 |
1.0148 |
1.0071 |
0.0077 |
0.8% |
0.0044 |
0.4% |
38% |
False |
False |
17,189 |
| 10 |
1.0360 |
1.0071 |
0.0289 |
2.9% |
0.0056 |
0.6% |
10% |
False |
False |
17,587 |
| 20 |
1.0607 |
1.0071 |
0.0536 |
5.3% |
0.0072 |
0.7% |
5% |
False |
False |
18,603 |
| 40 |
1.0607 |
1.0071 |
0.0536 |
5.3% |
0.0075 |
0.7% |
5% |
False |
False |
18,851 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0081 |
0.8% |
23% |
False |
False |
17,303 |
| 80 |
1.0607 |
0.9845 |
0.0762 |
7.5% |
0.0081 |
0.8% |
33% |
False |
False |
13,031 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0074 |
0.7% |
36% |
False |
False |
10,430 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0068 |
0.7% |
36% |
False |
False |
8,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0278 |
|
2.618 |
1.0214 |
|
1.618 |
1.0175 |
|
1.000 |
1.0151 |
|
0.618 |
1.0136 |
|
HIGH |
1.0112 |
|
0.618 |
1.0097 |
|
0.500 |
1.0093 |
|
0.382 |
1.0088 |
|
LOW |
1.0073 |
|
0.618 |
1.0049 |
|
1.000 |
1.0034 |
|
1.618 |
1.0010 |
|
2.618 |
0.9971 |
|
4.250 |
0.9907 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0099 |
| PP |
1.0095 |
1.0099 |
| S1 |
1.0093 |
1.0098 |
|