CME Swiss Franc Future September 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 |
1.0108 |
1.0118 |
0.0010 |
0.1% |
1.0142 |
| High |
1.0165 |
1.0192 |
0.0027 |
0.3% |
1.0179 |
| Low |
1.0103 |
1.0104 |
0.0001 |
0.0% |
1.0108 |
| Close |
1.0110 |
1.0164 |
0.0054 |
0.5% |
1.0136 |
| Range |
0.0062 |
0.0088 |
0.0026 |
41.9% |
0.0071 |
| ATR |
0.0051 |
0.0053 |
0.0003 |
5.3% |
0.0000 |
| Volume |
492 |
956 |
464 |
94.3% |
797 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0379 |
1.0212 |
|
| R3 |
1.0329 |
1.0291 |
1.0188 |
|
| R2 |
1.0241 |
1.0241 |
1.0180 |
|
| R1 |
1.0203 |
1.0203 |
1.0172 |
1.0222 |
| PP |
1.0153 |
1.0153 |
1.0153 |
1.0163 |
| S1 |
1.0115 |
1.0115 |
1.0156 |
1.0134 |
| S2 |
1.0065 |
1.0065 |
1.0148 |
|
| S3 |
0.9977 |
1.0027 |
1.0140 |
|
| S4 |
0.9889 |
0.9939 |
1.0116 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0354 |
1.0316 |
1.0175 |
|
| R3 |
1.0283 |
1.0245 |
1.0156 |
|
| R2 |
1.0212 |
1.0212 |
1.0149 |
|
| R1 |
1.0174 |
1.0174 |
1.0143 |
1.0158 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0133 |
| S1 |
1.0103 |
1.0103 |
1.0129 |
1.0087 |
| S2 |
1.0070 |
1.0070 |
1.0123 |
|
| S3 |
0.9999 |
1.0032 |
1.0116 |
|
| S4 |
0.9928 |
0.9961 |
1.0097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0192 |
1.0103 |
0.0089 |
0.9% |
0.0053 |
0.5% |
69% |
True |
False |
328 |
| 10 |
1.0260 |
1.0103 |
0.0157 |
1.5% |
0.0045 |
0.4% |
39% |
False |
False |
230 |
| 20 |
1.0551 |
1.0103 |
0.0448 |
4.4% |
0.0041 |
0.4% |
14% |
False |
False |
121 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0043 |
0.4% |
11% |
False |
False |
71 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0038 |
0.4% |
11% |
False |
False |
50 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0030 |
0.3% |
11% |
False |
False |
37 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0025 |
0.2% |
38% |
False |
False |
30 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0022 |
0.2% |
38% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0566 |
|
2.618 |
1.0422 |
|
1.618 |
1.0334 |
|
1.000 |
1.0280 |
|
0.618 |
1.0246 |
|
HIGH |
1.0192 |
|
0.618 |
1.0158 |
|
0.500 |
1.0148 |
|
0.382 |
1.0138 |
|
LOW |
1.0104 |
|
0.618 |
1.0050 |
|
1.000 |
1.0016 |
|
1.618 |
0.9962 |
|
2.618 |
0.9874 |
|
4.250 |
0.9730 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0159 |
| PP |
1.0153 |
1.0153 |
| S1 |
1.0148 |
1.0148 |
|