CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0437 |
1.0446 |
0.0009 |
0.1% |
1.0419 |
| High |
1.0494 |
1.0497 |
0.0003 |
0.0% |
1.0500 |
| Low |
1.0397 |
1.0439 |
0.0042 |
0.4% |
1.0376 |
| Close |
1.0441 |
1.0451 |
0.0010 |
0.1% |
1.0460 |
| Range |
0.0097 |
0.0058 |
-0.0039 |
-40.2% |
0.0124 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
20,021 |
23,988 |
3,967 |
19.8% |
132,505 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0636 |
1.0602 |
1.0483 |
|
| R3 |
1.0578 |
1.0544 |
1.0467 |
|
| R2 |
1.0520 |
1.0520 |
1.0462 |
|
| R1 |
1.0486 |
1.0486 |
1.0456 |
1.0503 |
| PP |
1.0462 |
1.0462 |
1.0462 |
1.0471 |
| S1 |
1.0428 |
1.0428 |
1.0446 |
1.0445 |
| S2 |
1.0404 |
1.0404 |
1.0440 |
|
| S3 |
1.0346 |
1.0370 |
1.0435 |
|
| S4 |
1.0288 |
1.0312 |
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% |
0.0087 |
0.8% |
60% |
False |
False |
26,300 |
| 10 |
1.0500 |
1.0376 |
0.0124 |
1.2% |
0.0075 |
0.7% |
60% |
False |
False |
23,847 |
| 20 |
1.0500 |
1.0103 |
0.0397 |
3.8% |
0.0071 |
0.7% |
88% |
False |
False |
13,478 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0058 |
0.6% |
64% |
False |
False |
6,750 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0051 |
0.5% |
64% |
False |
False |
4,505 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.2% |
0.0043 |
0.4% |
64% |
False |
False |
3,379 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0035 |
0.3% |
75% |
False |
False |
2,703 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0031 |
0.3% |
75% |
False |
False |
2,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0744 |
|
2.618 |
1.0649 |
|
1.618 |
1.0591 |
|
1.000 |
1.0555 |
|
0.618 |
1.0533 |
|
HIGH |
1.0497 |
|
0.618 |
1.0475 |
|
0.500 |
1.0468 |
|
0.382 |
1.0461 |
|
LOW |
1.0439 |
|
0.618 |
1.0403 |
|
1.000 |
1.0381 |
|
1.618 |
1.0345 |
|
2.618 |
1.0287 |
|
4.250 |
1.0193 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0468 |
1.0450 |
| PP |
1.0462 |
1.0448 |
| S1 |
1.0457 |
1.0447 |
|