CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0292 |
0.0141 |
1.4% |
1.0108 |
| High |
1.0303 |
1.0378 |
0.0075 |
0.7% |
1.0303 |
| Low |
1.0131 |
1.0280 |
0.0149 |
1.5% |
1.0103 |
| Close |
1.0288 |
1.0364 |
0.0076 |
0.7% |
1.0288 |
| Range |
0.0172 |
0.0098 |
-0.0074 |
-43.0% |
0.0200 |
| ATR |
0.0062 |
0.0064 |
0.0003 |
4.2% |
0.0000 |
| Volume |
2,111 |
11,364 |
9,253 |
438.3% |
4,480 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0597 |
1.0418 |
|
| R3 |
1.0537 |
1.0499 |
1.0391 |
|
| R2 |
1.0439 |
1.0439 |
1.0382 |
|
| R1 |
1.0401 |
1.0401 |
1.0373 |
1.0420 |
| PP |
1.0341 |
1.0341 |
1.0341 |
1.0350 |
| S1 |
1.0303 |
1.0303 |
1.0355 |
1.0322 |
| S2 |
1.0243 |
1.0243 |
1.0346 |
|
| S3 |
1.0145 |
1.0205 |
1.0337 |
|
| S4 |
1.0047 |
1.0107 |
1.0310 |
|
|
| 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 |
1.0378 |
1.0103 |
0.0275 |
2.7% |
0.0094 |
0.9% |
95% |
True |
False |
3,168 |
| 10 |
1.0378 |
1.0103 |
0.0275 |
2.7% |
0.0063 |
0.6% |
95% |
True |
False |
1,664 |
| 20 |
1.0402 |
1.0103 |
0.0299 |
2.9% |
0.0051 |
0.5% |
87% |
False |
False |
839 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0050 |
0.5% |
48% |
False |
False |
430 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0040 |
0.4% |
48% |
False |
False |
289 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0034 |
0.3% |
48% |
False |
False |
217 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0027 |
0.3% |
63% |
False |
False |
174 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0024 |
0.2% |
63% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0795 |
|
2.618 |
1.0635 |
|
1.618 |
1.0537 |
|
1.000 |
1.0476 |
|
0.618 |
1.0439 |
|
HIGH |
1.0378 |
|
0.618 |
1.0341 |
|
0.500 |
1.0329 |
|
0.382 |
1.0317 |
|
LOW |
1.0280 |
|
0.618 |
1.0219 |
|
1.000 |
1.0182 |
|
1.618 |
1.0121 |
|
2.618 |
1.0023 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0352 |
1.0328 |
| PP |
1.0341 |
1.0291 |
| S1 |
1.0329 |
1.0255 |
|