CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0118 |
1.0167 |
0.0049 |
0.5% |
1.0142 |
| High |
1.0192 |
1.0194 |
0.0002 |
0.0% |
1.0179 |
| Low |
1.0104 |
1.0142 |
0.0038 |
0.4% |
1.0108 |
| Close |
1.0164 |
1.0144 |
-0.0020 |
-0.2% |
1.0136 |
| Range |
0.0088 |
0.0052 |
-0.0036 |
-40.9% |
0.0071 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
956 |
921 |
-35 |
-3.7% |
797 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0316 |
1.0282 |
1.0173 |
|
| R3 |
1.0264 |
1.0230 |
1.0158 |
|
| R2 |
1.0212 |
1.0212 |
1.0154 |
|
| R1 |
1.0178 |
1.0178 |
1.0149 |
1.0169 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0156 |
| S1 |
1.0126 |
1.0126 |
1.0139 |
1.0117 |
| S2 |
1.0108 |
1.0108 |
1.0134 |
|
| S3 |
1.0056 |
1.0074 |
1.0130 |
|
| S4 |
1.0004 |
1.0022 |
1.0115 |
|
|
| 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 |
1.0194 |
1.0103 |
0.0091 |
0.9% |
0.0058 |
0.6% |
45% |
True |
False |
501 |
| 10 |
1.0194 |
1.0103 |
0.0091 |
0.9% |
0.0042 |
0.4% |
45% |
True |
False |
320 |
| 20 |
1.0440 |
1.0103 |
0.0337 |
3.3% |
0.0042 |
0.4% |
12% |
False |
False |
167 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0044 |
0.4% |
7% |
False |
False |
94 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0039 |
0.4% |
7% |
False |
False |
65 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0031 |
0.3% |
8% |
False |
False |
49 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0025 |
0.2% |
35% |
False |
False |
39 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0022 |
0.2% |
35% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0415 |
|
2.618 |
1.0330 |
|
1.618 |
1.0278 |
|
1.000 |
1.0246 |
|
0.618 |
1.0226 |
|
HIGH |
1.0194 |
|
0.618 |
1.0174 |
|
0.500 |
1.0168 |
|
0.382 |
1.0162 |
|
LOW |
1.0142 |
|
0.618 |
1.0110 |
|
1.000 |
1.0090 |
|
1.618 |
1.0058 |
|
2.618 |
1.0006 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0168 |
1.0149 |
| PP |
1.0160 |
1.0147 |
| S1 |
1.0152 |
1.0146 |
|