CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0167 |
1.0151 |
-0.0016 |
-0.2% |
1.0108 |
| High |
1.0194 |
1.0303 |
0.0109 |
1.1% |
1.0303 |
| Low |
1.0142 |
1.0131 |
-0.0011 |
-0.1% |
1.0103 |
| Close |
1.0144 |
1.0288 |
0.0144 |
1.4% |
1.0288 |
| Range |
0.0052 |
0.0172 |
0.0120 |
230.8% |
0.0200 |
| ATR |
0.0053 |
0.0062 |
0.0008 |
16.0% |
0.0000 |
| Volume |
921 |
2,111 |
1,190 |
129.2% |
4,480 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0757 |
1.0694 |
1.0383 |
|
| R3 |
1.0585 |
1.0522 |
1.0335 |
|
| R2 |
1.0413 |
1.0413 |
1.0320 |
|
| R1 |
1.0350 |
1.0350 |
1.0304 |
1.0382 |
| PP |
1.0241 |
1.0241 |
1.0241 |
1.0256 |
| S1 |
1.0178 |
1.0178 |
1.0272 |
1.0210 |
| S2 |
1.0069 |
1.0069 |
1.0256 |
|
| S3 |
0.9897 |
1.0006 |
1.0241 |
|
| S4 |
0.9725 |
0.9834 |
1.0193 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0831 |
1.0760 |
1.0398 |
|
| R3 |
1.0631 |
1.0560 |
1.0343 |
|
| R2 |
1.0431 |
1.0431 |
1.0325 |
|
| R1 |
1.0360 |
1.0360 |
1.0306 |
1.0396 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0249 |
| S1 |
1.0160 |
1.0160 |
1.0270 |
1.0196 |
| S2 |
1.0031 |
1.0031 |
1.0251 |
|
| S3 |
0.9831 |
0.9960 |
1.0233 |
|
| S4 |
0.9631 |
0.9760 |
1.0178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0303 |
1.0103 |
0.0200 |
1.9% |
0.0084 |
0.8% |
93% |
True |
False |
910 |
| 10 |
1.0303 |
1.0103 |
0.0200 |
1.9% |
0.0055 |
0.5% |
93% |
True |
False |
528 |
| 20 |
1.0402 |
1.0103 |
0.0299 |
2.9% |
0.0048 |
0.5% |
62% |
False |
False |
271 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0048 |
0.5% |
34% |
False |
False |
146 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0042 |
0.4% |
34% |
False |
False |
100 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0033 |
0.3% |
34% |
False |
False |
75 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0026 |
0.3% |
54% |
False |
False |
60 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0023 |
0.2% |
54% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1034 |
|
2.618 |
1.0753 |
|
1.618 |
1.0581 |
|
1.000 |
1.0475 |
|
0.618 |
1.0409 |
|
HIGH |
1.0303 |
|
0.618 |
1.0237 |
|
0.500 |
1.0217 |
|
0.382 |
1.0197 |
|
LOW |
1.0131 |
|
0.618 |
1.0025 |
|
1.000 |
0.9959 |
|
1.618 |
0.9853 |
|
2.618 |
0.9681 |
|
4.250 |
0.9400 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0260 |
| PP |
1.0241 |
1.0232 |
| S1 |
1.0217 |
1.0204 |
|