CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0419 |
1.0426 |
0.0007 |
0.1% |
1.0292 |
| High |
1.0436 |
1.0448 |
0.0012 |
0.1% |
1.0492 |
| Low |
1.0384 |
1.0397 |
0.0013 |
0.1% |
1.0280 |
| Close |
1.0422 |
1.0434 |
0.0012 |
0.1% |
1.0433 |
| Range |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0212 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
22,286 |
22,726 |
440 |
2.0% |
87,827 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0558 |
1.0462 |
|
| R3 |
1.0528 |
1.0507 |
1.0448 |
|
| R2 |
1.0477 |
1.0477 |
1.0443 |
|
| R1 |
1.0456 |
1.0456 |
1.0439 |
1.0467 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0432 |
| S1 |
1.0405 |
1.0405 |
1.0429 |
1.0416 |
| S2 |
1.0375 |
1.0375 |
1.0425 |
|
| S3 |
1.0324 |
1.0354 |
1.0420 |
|
| S4 |
1.0273 |
1.0303 |
1.0406 |
|
|
| 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 |
1.0384 |
0.0108 |
1.0% |
0.0063 |
0.6% |
46% |
False |
False |
21,395 |
| 10 |
1.0492 |
1.0104 |
0.0388 |
3.7% |
0.0080 |
0.8% |
85% |
False |
False |
13,682 |
| 20 |
1.0492 |
1.0103 |
0.0389 |
3.7% |
0.0060 |
0.6% |
85% |
False |
False |
6,909 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0054 |
0.5% |
61% |
False |
False |
3,466 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0047 |
0.4% |
61% |
False |
False |
2,314 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0039 |
0.4% |
61% |
False |
False |
1,736 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0031 |
0.3% |
72% |
False |
False |
1,388 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0027 |
0.3% |
72% |
False |
False |
1,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0665 |
|
2.618 |
1.0582 |
|
1.618 |
1.0531 |
|
1.000 |
1.0499 |
|
0.618 |
1.0480 |
|
HIGH |
1.0448 |
|
0.618 |
1.0429 |
|
0.500 |
1.0423 |
|
0.382 |
1.0416 |
|
LOW |
1.0397 |
|
0.618 |
1.0365 |
|
1.000 |
1.0346 |
|
1.618 |
1.0314 |
|
2.618 |
1.0263 |
|
4.250 |
1.0180 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0430 |
1.0428 |
| PP |
1.0426 |
1.0423 |
| S1 |
1.0423 |
1.0417 |
|