CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0482 |
1.0422 |
-0.0060 |
-0.6% |
1.0292 |
| High |
1.0492 |
1.0450 |
-0.0042 |
-0.4% |
1.0492 |
| Low |
1.0408 |
1.0406 |
-0.0002 |
0.0% |
1.0280 |
| Close |
1.0437 |
1.0433 |
-0.0004 |
0.0% |
1.0433 |
| Range |
0.0084 |
0.0044 |
-0.0040 |
-47.6% |
0.0212 |
| ATR |
0.0067 |
0.0066 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
19,630 |
25,402 |
5,772 |
29.4% |
87,827 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0541 |
1.0457 |
|
| R3 |
1.0518 |
1.0497 |
1.0445 |
|
| R2 |
1.0474 |
1.0474 |
1.0441 |
|
| R1 |
1.0453 |
1.0453 |
1.0437 |
1.0464 |
| PP |
1.0430 |
1.0430 |
1.0430 |
1.0435 |
| S1 |
1.0409 |
1.0409 |
1.0429 |
1.0420 |
| S2 |
1.0386 |
1.0386 |
1.0425 |
|
| S3 |
1.0342 |
1.0365 |
1.0421 |
|
| S4 |
1.0298 |
1.0321 |
1.0409 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.0947 |
1.0550 |
|
| R3 |
1.0826 |
1.0735 |
1.0491 |
|
| R2 |
1.0614 |
1.0614 |
1.0472 |
|
| R1 |
1.0523 |
1.0523 |
1.0452 |
1.0569 |
| PP |
1.0402 |
1.0402 |
1.0402 |
1.0424 |
| S1 |
1.0311 |
1.0311 |
1.0414 |
1.0357 |
| S2 |
1.0190 |
1.0190 |
1.0394 |
|
| S3 |
0.9978 |
1.0099 |
1.0375 |
|
| S4 |
0.9766 |
0.9887 |
1.0316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0492 |
1.0280 |
0.0212 |
2.0% |
0.0076 |
0.7% |
72% |
False |
False |
17,565 |
| 10 |
1.0492 |
1.0103 |
0.0389 |
3.7% |
0.0080 |
0.8% |
85% |
False |
False |
9,238 |
| 20 |
1.0492 |
1.0103 |
0.0389 |
3.7% |
0.0058 |
0.6% |
85% |
False |
False |
4,659 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0052 |
0.5% |
60% |
False |
False |
2,340 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0045 |
0.4% |
60% |
False |
False |
1,564 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0037 |
0.4% |
60% |
False |
False |
1,173 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0030 |
0.3% |
72% |
False |
False |
938 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0027 |
0.3% |
72% |
False |
False |
782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0637 |
|
2.618 |
1.0565 |
|
1.618 |
1.0521 |
|
1.000 |
1.0494 |
|
0.618 |
1.0477 |
|
HIGH |
1.0450 |
|
0.618 |
1.0433 |
|
0.500 |
1.0428 |
|
0.382 |
1.0423 |
|
LOW |
1.0406 |
|
0.618 |
1.0379 |
|
1.000 |
1.0362 |
|
1.618 |
1.0335 |
|
2.618 |
1.0291 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0431 |
1.0449 |
| PP |
1.0430 |
1.0444 |
| S1 |
1.0428 |
1.0438 |
|