CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0422 |
1.0467 |
0.0045 |
0.4% |
1.0592 |
| High |
1.0422 |
1.0467 |
0.0045 |
0.4% |
1.0599 |
| Low |
1.0401 |
1.0410 |
0.0009 |
0.1% |
1.0401 |
| Close |
1.0401 |
1.0410 |
0.0009 |
0.1% |
1.0401 |
| Range |
0.0021 |
0.0057 |
0.0036 |
171.4% |
0.0198 |
| ATR |
0.0044 |
0.0045 |
0.0002 |
3.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
1 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0600 |
1.0562 |
1.0441 |
|
| R3 |
1.0543 |
1.0505 |
1.0426 |
|
| R2 |
1.0486 |
1.0486 |
1.0420 |
|
| R1 |
1.0448 |
1.0448 |
1.0415 |
1.0439 |
| PP |
1.0429 |
1.0429 |
1.0429 |
1.0424 |
| S1 |
1.0391 |
1.0391 |
1.0405 |
1.0382 |
| S2 |
1.0372 |
1.0372 |
1.0400 |
|
| S3 |
1.0315 |
1.0334 |
1.0394 |
|
| S4 |
1.0258 |
1.0277 |
1.0379 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.0929 |
1.0510 |
|
| R3 |
1.0863 |
1.0731 |
1.0455 |
|
| R2 |
1.0665 |
1.0665 |
1.0437 |
|
| R1 |
1.0533 |
1.0533 |
1.0419 |
1.0500 |
| PP |
1.0467 |
1.0467 |
1.0467 |
1.0451 |
| S1 |
1.0335 |
1.0335 |
1.0383 |
1.0302 |
| S2 |
1.0269 |
1.0269 |
1.0365 |
|
| S3 |
1.0071 |
1.0137 |
1.0347 |
|
| S4 |
0.9873 |
0.9939 |
1.0292 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0709 |
|
2.618 |
1.0616 |
|
1.618 |
1.0559 |
|
1.000 |
1.0524 |
|
0.618 |
1.0502 |
|
HIGH |
1.0467 |
|
0.618 |
1.0445 |
|
0.500 |
1.0439 |
|
0.382 |
1.0432 |
|
LOW |
1.0410 |
|
0.618 |
1.0375 |
|
1.000 |
1.0353 |
|
1.618 |
1.0318 |
|
2.618 |
1.0261 |
|
4.250 |
1.0168 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0439 |
1.0434 |
| PP |
1.0429 |
1.0426 |
| S1 |
1.0420 |
1.0418 |
|