CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0113 |
1.0056 |
-0.0057 |
-0.6% |
1.0102 |
| High |
1.0120 |
1.0119 |
-0.0001 |
0.0% |
1.0135 |
| Low |
1.0056 |
1.0049 |
-0.0007 |
-0.1% |
1.0056 |
| Close |
1.0088 |
1.0062 |
-0.0026 |
-0.3% |
1.0088 |
| Range |
0.0064 |
0.0070 |
0.0006 |
9.4% |
0.0079 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
| Volume |
16,720 |
25,055 |
8,335 |
49.9% |
84,479 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0244 |
1.0101 |
|
| R3 |
1.0217 |
1.0174 |
1.0081 |
|
| R2 |
1.0147 |
1.0147 |
1.0075 |
|
| R1 |
1.0104 |
1.0104 |
1.0068 |
1.0126 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0087 |
| S1 |
1.0034 |
1.0034 |
1.0056 |
1.0056 |
| S2 |
1.0007 |
1.0007 |
1.0049 |
|
| S3 |
0.9937 |
0.9964 |
1.0043 |
|
| S4 |
0.9867 |
0.9894 |
1.0024 |
|
|
| 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 |
1.0049 |
0.0086 |
0.9% |
0.0059 |
0.6% |
15% |
False |
True |
18,823 |
| 10 |
1.0265 |
1.0049 |
0.0216 |
2.1% |
0.0058 |
0.6% |
6% |
False |
True |
18,979 |
| 20 |
1.0607 |
1.0049 |
0.0558 |
5.5% |
0.0069 |
0.7% |
2% |
False |
True |
18,788 |
| 40 |
1.0607 |
1.0049 |
0.0558 |
5.5% |
0.0075 |
0.7% |
2% |
False |
True |
18,913 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0080 |
0.8% |
17% |
False |
False |
18,297 |
| 80 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0080 |
0.8% |
17% |
False |
False |
13,798 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0075 |
0.7% |
31% |
False |
False |
11,048 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0067 |
0.7% |
31% |
False |
False |
9,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0417 |
|
2.618 |
1.0302 |
|
1.618 |
1.0232 |
|
1.000 |
1.0189 |
|
0.618 |
1.0162 |
|
HIGH |
1.0119 |
|
0.618 |
1.0092 |
|
0.500 |
1.0084 |
|
0.382 |
1.0076 |
|
LOW |
1.0049 |
|
0.618 |
1.0006 |
|
1.000 |
0.9979 |
|
1.618 |
0.9936 |
|
2.618 |
0.9866 |
|
4.250 |
0.9752 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0084 |
1.0092 |
| PP |
1.0077 |
1.0082 |
| S1 |
1.0069 |
1.0072 |
|