CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0430 |
1.0454 |
0.0024 |
0.2% |
1.0292 |
| High |
1.0480 |
1.0500 |
0.0020 |
0.2% |
1.0492 |
| Low |
1.0401 |
1.0376 |
-0.0025 |
-0.2% |
1.0280 |
| Close |
1.0459 |
1.0423 |
-0.0036 |
-0.3% |
1.0433 |
| Range |
0.0079 |
0.0124 |
0.0045 |
57.0% |
0.0212 |
| ATR |
0.0065 |
0.0069 |
0.0004 |
6.5% |
0.0000 |
| Volume |
24,276 |
40,919 |
16,643 |
68.6% |
87,827 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0805 |
1.0738 |
1.0491 |
|
| R3 |
1.0681 |
1.0614 |
1.0457 |
|
| R2 |
1.0557 |
1.0557 |
1.0446 |
|
| R1 |
1.0490 |
1.0490 |
1.0434 |
1.0462 |
| PP |
1.0433 |
1.0433 |
1.0433 |
1.0419 |
| S1 |
1.0366 |
1.0366 |
1.0412 |
1.0338 |
| S2 |
1.0309 |
1.0309 |
1.0400 |
|
| S3 |
1.0185 |
1.0242 |
1.0389 |
|
| S4 |
1.0061 |
1.0118 |
1.0355 |
|
|
| 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 |
1.0500 |
1.0376 |
0.0124 |
1.2% |
0.0070 |
0.7% |
38% |
True |
True |
27,121 |
| 10 |
1.0500 |
1.0131 |
0.0369 |
3.5% |
0.0086 |
0.8% |
79% |
True |
False |
20,014 |
| 20 |
1.0500 |
1.0103 |
0.0397 |
3.8% |
0.0064 |
0.6% |
81% |
True |
False |
10,167 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0056 |
0.5% |
59% |
False |
False |
5,094 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0049 |
0.5% |
59% |
False |
False |
3,400 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0041 |
0.4% |
59% |
False |
False |
2,551 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0033 |
0.3% |
71% |
False |
False |
2,040 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0029 |
0.3% |
71% |
False |
False |
1,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1027 |
|
2.618 |
1.0825 |
|
1.618 |
1.0701 |
|
1.000 |
1.0624 |
|
0.618 |
1.0577 |
|
HIGH |
1.0500 |
|
0.618 |
1.0453 |
|
0.500 |
1.0438 |
|
0.382 |
1.0423 |
|
LOW |
1.0376 |
|
0.618 |
1.0299 |
|
1.000 |
1.0252 |
|
1.618 |
1.0175 |
|
2.618 |
1.0051 |
|
4.250 |
0.9849 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0438 |
1.0438 |
| PP |
1.0433 |
1.0433 |
| S1 |
1.0428 |
1.0428 |
|