CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0439 |
1.0491 |
0.0052 |
0.5% |
1.0333 |
| High |
1.0500 |
1.0542 |
0.0042 |
0.4% |
1.0500 |
| Low |
1.0439 |
1.0491 |
0.0052 |
0.5% |
1.0313 |
| Close |
1.0493 |
1.0540 |
0.0047 |
0.4% |
1.0493 |
| Range |
0.0061 |
0.0051 |
-0.0010 |
-16.4% |
0.0187 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
12 |
56 |
44 |
366.7% |
53 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0677 |
1.0660 |
1.0568 |
|
| R3 |
1.0626 |
1.0609 |
1.0554 |
|
| R2 |
1.0575 |
1.0575 |
1.0549 |
|
| R1 |
1.0558 |
1.0558 |
1.0545 |
1.0567 |
| PP |
1.0524 |
1.0524 |
1.0524 |
1.0529 |
| S1 |
1.0507 |
1.0507 |
1.0535 |
1.0516 |
| S2 |
1.0473 |
1.0473 |
1.0531 |
|
| S3 |
1.0422 |
1.0456 |
1.0526 |
|
| S4 |
1.0371 |
1.0405 |
1.0512 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0932 |
1.0596 |
|
| R3 |
1.0809 |
1.0745 |
1.0544 |
|
| R2 |
1.0622 |
1.0622 |
1.0527 |
|
| R1 |
1.0558 |
1.0558 |
1.0510 |
1.0590 |
| PP |
1.0435 |
1.0435 |
1.0435 |
1.0452 |
| S1 |
1.0371 |
1.0371 |
1.0476 |
1.0403 |
| S2 |
1.0248 |
1.0248 |
1.0459 |
|
| S3 |
1.0061 |
1.0184 |
1.0442 |
|
| S4 |
0.9874 |
0.9997 |
1.0390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0542 |
1.0330 |
0.0212 |
2.0% |
0.0046 |
0.4% |
99% |
True |
False |
21 |
| 10 |
1.0542 |
1.0283 |
0.0259 |
2.5% |
0.0051 |
0.5% |
99% |
True |
False |
21 |
| 20 |
1.0600 |
1.0283 |
0.0317 |
3.0% |
0.0041 |
0.4% |
81% |
False |
False |
16 |
| 40 |
1.0600 |
1.0102 |
0.0498 |
4.7% |
0.0035 |
0.3% |
88% |
False |
False |
11 |
| 60 |
1.0600 |
1.0102 |
0.0498 |
4.7% |
0.0024 |
0.2% |
88% |
False |
False |
7 |
| 80 |
1.0600 |
0.9868 |
0.0732 |
6.9% |
0.0019 |
0.2% |
92% |
False |
False |
5 |
| 100 |
1.0600 |
0.9868 |
0.0732 |
6.9% |
0.0017 |
0.2% |
92% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0676 |
|
1.618 |
1.0625 |
|
1.000 |
1.0593 |
|
0.618 |
1.0574 |
|
HIGH |
1.0542 |
|
0.618 |
1.0523 |
|
0.500 |
1.0517 |
|
0.382 |
1.0510 |
|
LOW |
1.0491 |
|
0.618 |
1.0459 |
|
1.000 |
1.0440 |
|
1.618 |
1.0408 |
|
2.618 |
1.0357 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0532 |
1.0514 |
| PP |
1.0524 |
1.0487 |
| S1 |
1.0517 |
1.0461 |
|