CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0422 |
1.0419 |
-0.0003 |
0.0% |
1.0292 |
| High |
1.0450 |
1.0436 |
-0.0014 |
-0.1% |
1.0492 |
| Low |
1.0406 |
1.0384 |
-0.0022 |
-0.2% |
1.0280 |
| Close |
1.0433 |
1.0422 |
-0.0011 |
-0.1% |
1.0433 |
| Range |
0.0044 |
0.0052 |
0.0008 |
18.2% |
0.0212 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
25,402 |
22,286 |
-3,116 |
-12.3% |
87,827 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0570 |
1.0548 |
1.0451 |
|
| R3 |
1.0518 |
1.0496 |
1.0436 |
|
| R2 |
1.0466 |
1.0466 |
1.0432 |
|
| R1 |
1.0444 |
1.0444 |
1.0427 |
1.0455 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0420 |
| S1 |
1.0392 |
1.0392 |
1.0417 |
1.0403 |
| S2 |
1.0362 |
1.0362 |
1.0412 |
|
| S3 |
1.0310 |
1.0340 |
1.0408 |
|
| S4 |
1.0258 |
1.0288 |
1.0393 |
|
|
| 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 |
1.0347 |
0.0145 |
1.4% |
0.0067 |
0.6% |
52% |
False |
False |
19,749 |
| 10 |
1.0492 |
1.0103 |
0.0389 |
3.7% |
0.0081 |
0.8% |
82% |
False |
False |
11,459 |
| 20 |
1.0492 |
1.0103 |
0.0389 |
3.7% |
0.0059 |
0.6% |
82% |
False |
False |
5,773 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0053 |
0.5% |
58% |
False |
False |
2,898 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0046 |
0.4% |
58% |
False |
False |
1,935 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0038 |
0.4% |
58% |
False |
False |
1,452 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0031 |
0.3% |
71% |
False |
False |
1,161 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0027 |
0.3% |
71% |
False |
False |
968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0657 |
|
2.618 |
1.0572 |
|
1.618 |
1.0520 |
|
1.000 |
1.0488 |
|
0.618 |
1.0468 |
|
HIGH |
1.0436 |
|
0.618 |
1.0416 |
|
0.500 |
1.0410 |
|
0.382 |
1.0404 |
|
LOW |
1.0384 |
|
0.618 |
1.0352 |
|
1.000 |
1.0332 |
|
1.618 |
1.0300 |
|
2.618 |
1.0248 |
|
4.250 |
1.0163 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0418 |
1.0438 |
| PP |
1.0414 |
1.0433 |
| S1 |
1.0410 |
1.0427 |
|