CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0056 |
1.0071 |
0.0015 |
0.1% |
1.0102 |
| High |
1.0119 |
1.0145 |
0.0026 |
0.3% |
1.0135 |
| Low |
1.0049 |
1.0054 |
0.0005 |
0.0% |
1.0056 |
| Close |
1.0062 |
1.0116 |
0.0054 |
0.5% |
1.0088 |
| Range |
0.0070 |
0.0091 |
0.0021 |
30.0% |
0.0079 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.4% |
0.0000 |
| Volume |
25,055 |
22,017 |
-3,038 |
-12.1% |
84,479 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0378 |
1.0338 |
1.0166 |
|
| R3 |
1.0287 |
1.0247 |
1.0141 |
|
| R2 |
1.0196 |
1.0196 |
1.0133 |
|
| R1 |
1.0156 |
1.0156 |
1.0124 |
1.0176 |
| PP |
1.0105 |
1.0105 |
1.0105 |
1.0115 |
| S1 |
1.0065 |
1.0065 |
1.0108 |
1.0085 |
| S2 |
1.0014 |
1.0014 |
1.0099 |
|
| S3 |
0.9923 |
0.9974 |
1.0091 |
|
| S4 |
0.9832 |
0.9883 |
1.0066 |
|
|
| 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 |
1.0145 |
1.0049 |
0.0096 |
0.9% |
0.0068 |
0.7% |
70% |
True |
False |
19,955 |
| 10 |
1.0216 |
1.0049 |
0.0167 |
1.7% |
0.0061 |
0.6% |
40% |
False |
False |
19,321 |
| 20 |
1.0506 |
1.0049 |
0.0457 |
4.5% |
0.0067 |
0.7% |
15% |
False |
False |
18,330 |
| 40 |
1.0607 |
1.0049 |
0.0558 |
5.5% |
0.0076 |
0.7% |
12% |
False |
False |
19,061 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0081 |
0.8% |
25% |
False |
False |
18,612 |
| 80 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0080 |
0.8% |
25% |
False |
False |
14,073 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0074 |
0.7% |
38% |
False |
False |
11,268 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0068 |
0.7% |
38% |
False |
False |
9,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0532 |
|
2.618 |
1.0383 |
|
1.618 |
1.0292 |
|
1.000 |
1.0236 |
|
0.618 |
1.0201 |
|
HIGH |
1.0145 |
|
0.618 |
1.0110 |
|
0.500 |
1.0100 |
|
0.382 |
1.0089 |
|
LOW |
1.0054 |
|
0.618 |
0.9998 |
|
1.000 |
0.9963 |
|
1.618 |
0.9907 |
|
2.618 |
0.9816 |
|
4.250 |
0.9667 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0110 |
| PP |
1.0105 |
1.0103 |
| S1 |
1.0100 |
1.0097 |
|