CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0092 |
1.0113 |
0.0021 |
0.2% |
1.0102 |
| High |
1.0135 |
1.0120 |
-0.0015 |
-0.1% |
1.0135 |
| Low |
1.0059 |
1.0056 |
-0.0003 |
0.0% |
1.0056 |
| Close |
1.0111 |
1.0088 |
-0.0023 |
-0.2% |
1.0088 |
| Range |
0.0076 |
0.0064 |
-0.0012 |
-15.8% |
0.0079 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
20,165 |
16,720 |
-3,445 |
-17.1% |
84,479 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0280 |
1.0248 |
1.0123 |
|
| R3 |
1.0216 |
1.0184 |
1.0106 |
|
| R2 |
1.0152 |
1.0152 |
1.0100 |
|
| R1 |
1.0120 |
1.0120 |
1.0094 |
1.0104 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0080 |
| S1 |
1.0056 |
1.0056 |
1.0082 |
1.0040 |
| S2 |
1.0024 |
1.0024 |
1.0076 |
|
| S3 |
0.9960 |
0.9992 |
1.0070 |
|
| S4 |
0.9896 |
0.9928 |
1.0053 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0288 |
1.0131 |
|
| R3 |
1.0251 |
1.0209 |
1.0110 |
|
| R2 |
1.0172 |
1.0172 |
1.0102 |
|
| R1 |
1.0130 |
1.0130 |
1.0095 |
1.0112 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0084 |
| S1 |
1.0051 |
1.0051 |
1.0081 |
1.0033 |
| S2 |
1.0014 |
1.0014 |
1.0074 |
|
| S3 |
0.9935 |
0.9972 |
1.0066 |
|
| S4 |
0.9856 |
0.9893 |
1.0045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0135 |
1.0056 |
0.0079 |
0.8% |
0.0053 |
0.5% |
41% |
False |
True |
16,895 |
| 10 |
1.0271 |
1.0056 |
0.0215 |
2.1% |
0.0055 |
0.5% |
15% |
False |
True |
17,474 |
| 20 |
1.0607 |
1.0056 |
0.0551 |
5.5% |
0.0069 |
0.7% |
6% |
False |
True |
18,359 |
| 40 |
1.0607 |
1.0056 |
0.0551 |
5.5% |
0.0074 |
0.7% |
6% |
False |
True |
18,681 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0081 |
0.8% |
21% |
False |
False |
17,893 |
| 80 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0081 |
0.8% |
21% |
False |
False |
13,490 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0074 |
0.7% |
34% |
False |
False |
10,798 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0067 |
0.7% |
34% |
False |
False |
9,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0392 |
|
2.618 |
1.0288 |
|
1.618 |
1.0224 |
|
1.000 |
1.0184 |
|
0.618 |
1.0160 |
|
HIGH |
1.0120 |
|
0.618 |
1.0096 |
|
0.500 |
1.0088 |
|
0.382 |
1.0080 |
|
LOW |
1.0056 |
|
0.618 |
1.0016 |
|
1.000 |
0.9992 |
|
1.618 |
0.9952 |
|
2.618 |
0.9888 |
|
4.250 |
0.9784 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0088 |
1.0096 |
| PP |
1.0088 |
1.0093 |
| S1 |
1.0088 |
1.0091 |
|