CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0255 |
1.0306 |
0.0051 |
0.5% |
1.0056 |
| High |
1.0331 |
1.0370 |
0.0039 |
0.4% |
1.0255 |
| Low |
1.0232 |
1.0297 |
0.0065 |
0.6% |
1.0049 |
| Close |
1.0315 |
1.0363 |
0.0048 |
0.5% |
1.0240 |
| Range |
0.0099 |
0.0073 |
-0.0026 |
-26.3% |
0.0206 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
33,008 |
29,354 |
-3,654 |
-11.1% |
104,077 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0536 |
1.0403 |
|
| R3 |
1.0489 |
1.0463 |
1.0383 |
|
| R2 |
1.0416 |
1.0416 |
1.0376 |
|
| R1 |
1.0390 |
1.0390 |
1.0370 |
1.0403 |
| PP |
1.0343 |
1.0343 |
1.0343 |
1.0350 |
| S1 |
1.0317 |
1.0317 |
1.0356 |
1.0330 |
| S2 |
1.0270 |
1.0270 |
1.0350 |
|
| S3 |
1.0197 |
1.0244 |
1.0343 |
|
| S4 |
1.0124 |
1.0171 |
1.0323 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0726 |
1.0353 |
|
| R3 |
1.0593 |
1.0520 |
1.0297 |
|
| R2 |
1.0387 |
1.0387 |
1.0278 |
|
| R1 |
1.0314 |
1.0314 |
1.0259 |
1.0351 |
| PP |
1.0181 |
1.0181 |
1.0181 |
1.0200 |
| S1 |
1.0108 |
1.0108 |
1.0221 |
1.0145 |
| S2 |
0.9975 |
0.9975 |
1.0202 |
|
| S3 |
0.9769 |
0.9902 |
1.0183 |
|
| S4 |
0.9563 |
0.9696 |
1.0127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0370 |
1.0054 |
0.0316 |
3.0% |
0.0098 |
0.9% |
98% |
True |
False |
28,276 |
| 10 |
1.0370 |
1.0049 |
0.0321 |
3.1% |
0.0078 |
0.8% |
98% |
True |
False |
23,550 |
| 20 |
1.0370 |
1.0049 |
0.0321 |
3.1% |
0.0070 |
0.7% |
98% |
True |
False |
20,508 |
| 40 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0078 |
0.8% |
56% |
False |
False |
20,191 |
| 60 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0078 |
0.8% |
56% |
False |
False |
19,121 |
| 80 |
1.0607 |
0.9949 |
0.0658 |
6.3% |
0.0080 |
0.8% |
63% |
False |
False |
15,557 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0077 |
0.7% |
69% |
False |
False |
12,461 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0070 |
0.7% |
69% |
False |
False |
10,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0680 |
|
2.618 |
1.0561 |
|
1.618 |
1.0488 |
|
1.000 |
1.0443 |
|
0.618 |
1.0415 |
|
HIGH |
1.0370 |
|
0.618 |
1.0342 |
|
0.500 |
1.0334 |
|
0.382 |
1.0325 |
|
LOW |
1.0297 |
|
0.618 |
1.0252 |
|
1.000 |
1.0224 |
|
1.618 |
1.0179 |
|
2.618 |
1.0106 |
|
4.250 |
0.9987 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0353 |
1.0318 |
| PP |
1.0343 |
1.0272 |
| S1 |
1.0334 |
1.0227 |
|