CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0426 |
1.0430 |
0.0004 |
0.0% |
1.0292 |
| High |
1.0448 |
1.0480 |
0.0032 |
0.3% |
1.0492 |
| Low |
1.0397 |
1.0401 |
0.0004 |
0.0% |
1.0280 |
| Close |
1.0434 |
1.0459 |
0.0025 |
0.2% |
1.0433 |
| Range |
0.0051 |
0.0079 |
0.0028 |
54.9% |
0.0212 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.7% |
0.0000 |
| Volume |
22,726 |
24,276 |
1,550 |
6.8% |
87,827 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0684 |
1.0650 |
1.0502 |
|
| R3 |
1.0605 |
1.0571 |
1.0481 |
|
| R2 |
1.0526 |
1.0526 |
1.0473 |
|
| R1 |
1.0492 |
1.0492 |
1.0466 |
1.0509 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0455 |
| S1 |
1.0413 |
1.0413 |
1.0452 |
1.0430 |
| S2 |
1.0368 |
1.0368 |
1.0445 |
|
| S3 |
1.0289 |
1.0334 |
1.0437 |
|
| S4 |
1.0210 |
1.0255 |
1.0416 |
|
|
| 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% |
0.0062 |
0.6% |
69% |
False |
False |
22,864 |
| 10 |
1.0492 |
1.0131 |
0.0361 |
3.5% |
0.0079 |
0.8% |
91% |
False |
False |
16,014 |
| 20 |
1.0492 |
1.0103 |
0.0389 |
3.7% |
0.0062 |
0.6% |
92% |
False |
False |
8,122 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0055 |
0.5% |
65% |
False |
False |
4,072 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0048 |
0.5% |
65% |
False |
False |
2,718 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.2% |
0.0040 |
0.4% |
65% |
False |
False |
2,039 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0032 |
0.3% |
76% |
False |
False |
1,631 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0028 |
0.3% |
76% |
False |
False |
1,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0816 |
|
2.618 |
1.0687 |
|
1.618 |
1.0608 |
|
1.000 |
1.0559 |
|
0.618 |
1.0529 |
|
HIGH |
1.0480 |
|
0.618 |
1.0450 |
|
0.500 |
1.0441 |
|
0.382 |
1.0431 |
|
LOW |
1.0401 |
|
0.618 |
1.0352 |
|
1.000 |
1.0322 |
|
1.618 |
1.0273 |
|
2.618 |
1.0194 |
|
4.250 |
1.0065 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0453 |
1.0450 |
| PP |
1.0447 |
1.0441 |
| S1 |
1.0441 |
1.0432 |
|