CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0431 |
1.0368 |
-0.0063 |
-0.6% |
1.0255 |
| High |
1.0441 |
1.0398 |
-0.0043 |
-0.4% |
1.0441 |
| Low |
1.0357 |
1.0357 |
0.0000 |
0.0% |
1.0232 |
| Close |
1.0386 |
1.0383 |
-0.0003 |
0.0% |
1.0383 |
| Range |
0.0084 |
0.0041 |
-0.0043 |
-51.2% |
0.0209 |
| ATR |
0.0078 |
0.0076 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
32,747 |
11,265 |
-21,482 |
-65.6% |
139,807 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0502 |
1.0484 |
1.0406 |
|
| R3 |
1.0461 |
1.0443 |
1.0394 |
|
| R2 |
1.0420 |
1.0420 |
1.0391 |
|
| R1 |
1.0402 |
1.0402 |
1.0387 |
1.0411 |
| PP |
1.0379 |
1.0379 |
1.0379 |
1.0384 |
| S1 |
1.0361 |
1.0361 |
1.0379 |
1.0370 |
| S2 |
1.0338 |
1.0338 |
1.0375 |
|
| S3 |
1.0297 |
1.0320 |
1.0372 |
|
| S4 |
1.0256 |
1.0279 |
1.0360 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0979 |
1.0890 |
1.0498 |
|
| R3 |
1.0770 |
1.0681 |
1.0440 |
|
| R2 |
1.0561 |
1.0561 |
1.0421 |
|
| R1 |
1.0472 |
1.0472 |
1.0402 |
1.0517 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0374 |
| S1 |
1.0263 |
1.0263 |
1.0364 |
1.0308 |
| S2 |
1.0143 |
1.0143 |
1.0345 |
|
| S3 |
0.9934 |
1.0054 |
1.0326 |
|
| S4 |
0.9725 |
0.9845 |
1.0268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0441 |
1.0232 |
0.0209 |
2.0% |
0.0076 |
0.7% |
72% |
False |
False |
27,961 |
| 10 |
1.0441 |
1.0049 |
0.0392 |
3.8% |
0.0083 |
0.8% |
85% |
False |
False |
26,060 |
| 20 |
1.0441 |
1.0049 |
0.0392 |
3.8% |
0.0070 |
0.7% |
85% |
False |
False |
22,018 |
| 40 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0076 |
0.7% |
60% |
False |
False |
20,653 |
| 60 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0077 |
0.7% |
60% |
False |
False |
19,633 |
| 80 |
1.0607 |
0.9949 |
0.0658 |
6.3% |
0.0080 |
0.8% |
66% |
False |
False |
16,522 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0078 |
0.7% |
72% |
False |
False |
13,235 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0072 |
0.7% |
72% |
False |
False |
11,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0572 |
|
2.618 |
1.0505 |
|
1.618 |
1.0464 |
|
1.000 |
1.0439 |
|
0.618 |
1.0423 |
|
HIGH |
1.0398 |
|
0.618 |
1.0382 |
|
0.500 |
1.0378 |
|
0.382 |
1.0373 |
|
LOW |
1.0357 |
|
0.618 |
1.0332 |
|
1.000 |
1.0316 |
|
1.618 |
1.0291 |
|
2.618 |
1.0250 |
|
4.250 |
1.0183 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0381 |
1.0398 |
| PP |
1.0379 |
1.0393 |
| S1 |
1.0378 |
1.0388 |
|