CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0410 |
1.0482 |
0.0072 |
0.7% |
1.0108 |
| High |
1.0489 |
1.0492 |
0.0003 |
0.0% |
1.0303 |
| Low |
1.0407 |
1.0408 |
0.0001 |
0.0% |
1.0103 |
| Close |
1.0479 |
1.0437 |
-0.0042 |
-0.4% |
1.0288 |
| Range |
0.0082 |
0.0084 |
0.0002 |
2.4% |
0.0200 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.9% |
0.0000 |
| Volume |
16,932 |
19,630 |
2,698 |
15.9% |
4,480 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0698 |
1.0651 |
1.0483 |
|
| R3 |
1.0614 |
1.0567 |
1.0460 |
|
| R2 |
1.0530 |
1.0530 |
1.0452 |
|
| R1 |
1.0483 |
1.0483 |
1.0445 |
1.0465 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0436 |
| S1 |
1.0399 |
1.0399 |
1.0429 |
1.0381 |
| S2 |
1.0362 |
1.0362 |
1.0422 |
|
| S3 |
1.0278 |
1.0315 |
1.0414 |
|
| S4 |
1.0194 |
1.0231 |
1.0391 |
|
|
| 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 |
1.0492 |
1.0131 |
0.0361 |
3.5% |
0.0102 |
1.0% |
85% |
True |
False |
12,907 |
| 10 |
1.0492 |
1.0103 |
0.0389 |
3.7% |
0.0080 |
0.8% |
86% |
True |
False |
6,704 |
| 20 |
1.0492 |
1.0103 |
0.0389 |
3.7% |
0.0059 |
0.6% |
86% |
True |
False |
3,390 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0051 |
0.5% |
61% |
False |
False |
1,705 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0044 |
0.4% |
61% |
False |
False |
1,140 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0037 |
0.4% |
61% |
False |
False |
855 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0030 |
0.3% |
73% |
False |
False |
684 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0026 |
0.3% |
73% |
False |
False |
570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0849 |
|
2.618 |
1.0712 |
|
1.618 |
1.0628 |
|
1.000 |
1.0576 |
|
0.618 |
1.0544 |
|
HIGH |
1.0492 |
|
0.618 |
1.0460 |
|
0.500 |
1.0450 |
|
0.382 |
1.0440 |
|
LOW |
1.0408 |
|
0.618 |
1.0356 |
|
1.000 |
1.0324 |
|
1.618 |
1.0272 |
|
2.618 |
1.0188 |
|
4.250 |
1.0051 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0450 |
1.0431 |
| PP |
1.0446 |
1.0425 |
| S1 |
1.0441 |
1.0420 |
|