CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0454 |
1.0413 |
-0.0041 |
-0.4% |
1.0419 |
| High |
1.0500 |
1.0481 |
-0.0019 |
-0.2% |
1.0500 |
| Low |
1.0376 |
1.0406 |
0.0030 |
0.3% |
1.0376 |
| Close |
1.0423 |
1.0460 |
0.0037 |
0.4% |
1.0460 |
| Range |
0.0124 |
0.0075 |
-0.0049 |
-39.5% |
0.0124 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.6% |
0.0000 |
| Volume |
40,919 |
22,298 |
-18,621 |
-45.5% |
132,505 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0674 |
1.0642 |
1.0501 |
|
| R3 |
1.0599 |
1.0567 |
1.0481 |
|
| R2 |
1.0524 |
1.0524 |
1.0474 |
|
| R1 |
1.0492 |
1.0492 |
1.0467 |
1.0508 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0457 |
| S1 |
1.0417 |
1.0417 |
1.0453 |
1.0433 |
| S2 |
1.0374 |
1.0374 |
1.0446 |
|
| S3 |
1.0299 |
1.0342 |
1.0439 |
|
| S4 |
1.0224 |
1.0267 |
1.0419 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0817 |
1.0763 |
1.0528 |
|
| R3 |
1.0693 |
1.0639 |
1.0494 |
|
| R2 |
1.0569 |
1.0569 |
1.0483 |
|
| R1 |
1.0515 |
1.0515 |
1.0471 |
1.0542 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0459 |
| S1 |
1.0391 |
1.0391 |
1.0449 |
1.0418 |
| S2 |
1.0321 |
1.0321 |
1.0437 |
|
| S3 |
1.0197 |
1.0267 |
1.0426 |
|
| S4 |
1.0073 |
1.0143 |
1.0392 |
|
|
| 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% |
0.0076 |
0.7% |
68% |
False |
False |
26,501 |
| 10 |
1.0500 |
1.0280 |
0.0220 |
2.1% |
0.0076 |
0.7% |
82% |
False |
False |
22,033 |
| 20 |
1.0500 |
1.0103 |
0.0397 |
3.8% |
0.0066 |
0.6% |
90% |
False |
False |
11,280 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0055 |
0.5% |
65% |
False |
False |
5,650 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0050 |
0.5% |
65% |
False |
False |
3,771 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.2% |
0.0042 |
0.4% |
65% |
False |
False |
2,829 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0034 |
0.3% |
76% |
False |
False |
2,263 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0030 |
0.3% |
76% |
False |
False |
1,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0800 |
|
2.618 |
1.0677 |
|
1.618 |
1.0602 |
|
1.000 |
1.0556 |
|
0.618 |
1.0527 |
|
HIGH |
1.0481 |
|
0.618 |
1.0452 |
|
0.500 |
1.0444 |
|
0.382 |
1.0435 |
|
LOW |
1.0406 |
|
0.618 |
1.0360 |
|
1.000 |
1.0331 |
|
1.618 |
1.0285 |
|
2.618 |
1.0210 |
|
4.250 |
1.0087 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0455 |
1.0453 |
| PP |
1.0449 |
1.0445 |
| S1 |
1.0444 |
1.0438 |
|