CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0292 |
1.0361 |
0.0069 |
0.7% |
1.0108 |
| High |
1.0378 |
1.0419 |
0.0041 |
0.4% |
1.0303 |
| Low |
1.0280 |
1.0347 |
0.0067 |
0.7% |
1.0103 |
| Close |
1.0364 |
1.0413 |
0.0049 |
0.5% |
1.0288 |
| Range |
0.0098 |
0.0072 |
-0.0026 |
-26.5% |
0.0200 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
0.9% |
0.0000 |
| Volume |
11,364 |
14,499 |
3,135 |
27.6% |
4,480 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0609 |
1.0583 |
1.0453 |
|
| R3 |
1.0537 |
1.0511 |
1.0433 |
|
| R2 |
1.0465 |
1.0465 |
1.0426 |
|
| R1 |
1.0439 |
1.0439 |
1.0420 |
1.0452 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0400 |
| S1 |
1.0367 |
1.0367 |
1.0406 |
1.0380 |
| S2 |
1.0321 |
1.0321 |
1.0400 |
|
| S3 |
1.0249 |
1.0295 |
1.0393 |
|
| S4 |
1.0177 |
1.0223 |
1.0373 |
|
|
| 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 |
1.0419 |
1.0104 |
0.0315 |
3.0% |
0.0096 |
0.9% |
98% |
True |
False |
5,970 |
| 10 |
1.0419 |
1.0103 |
0.0316 |
3.0% |
0.0068 |
0.7% |
98% |
True |
False |
3,108 |
| 20 |
1.0419 |
1.0103 |
0.0316 |
3.0% |
0.0053 |
0.5% |
98% |
True |
False |
1,564 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0050 |
0.5% |
57% |
False |
False |
792 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0042 |
0.4% |
57% |
False |
False |
531 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0035 |
0.3% |
57% |
False |
False |
398 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0028 |
0.3% |
70% |
False |
False |
319 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0025 |
0.2% |
70% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0725 |
|
2.618 |
1.0607 |
|
1.618 |
1.0535 |
|
1.000 |
1.0491 |
|
0.618 |
1.0463 |
|
HIGH |
1.0419 |
|
0.618 |
1.0391 |
|
0.500 |
1.0383 |
|
0.382 |
1.0375 |
|
LOW |
1.0347 |
|
0.618 |
1.0303 |
|
1.000 |
1.0275 |
|
1.618 |
1.0231 |
|
2.618 |
1.0159 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0403 |
1.0367 |
| PP |
1.0393 |
1.0321 |
| S1 |
1.0383 |
1.0275 |
|