CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0446 |
1.0443 |
-0.0003 |
0.0% |
1.0419 |
| High |
1.0497 |
1.0522 |
0.0025 |
0.2% |
1.0500 |
| Low |
1.0439 |
1.0436 |
-0.0003 |
0.0% |
1.0376 |
| Close |
1.0451 |
1.0484 |
0.0033 |
0.3% |
1.0460 |
| Range |
0.0058 |
0.0086 |
0.0028 |
48.3% |
0.0124 |
| ATR |
0.0070 |
0.0072 |
0.0001 |
1.6% |
0.0000 |
| Volume |
23,988 |
21,631 |
-2,357 |
-9.8% |
132,505 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0739 |
1.0697 |
1.0531 |
|
| R3 |
1.0653 |
1.0611 |
1.0508 |
|
| R2 |
1.0567 |
1.0567 |
1.0500 |
|
| R1 |
1.0525 |
1.0525 |
1.0492 |
1.0546 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0491 |
| S1 |
1.0439 |
1.0439 |
1.0476 |
1.0460 |
| S2 |
1.0395 |
1.0395 |
1.0468 |
|
| S3 |
1.0309 |
1.0353 |
1.0460 |
|
| S4 |
1.0223 |
1.0267 |
1.0437 |
|
|
| 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 |
1.0522 |
1.0376 |
0.0146 |
1.4% |
0.0088 |
0.8% |
74% |
True |
False |
25,771 |
| 10 |
1.0522 |
1.0376 |
0.0146 |
1.4% |
0.0075 |
0.7% |
74% |
True |
False |
24,317 |
| 20 |
1.0522 |
1.0103 |
0.0419 |
4.0% |
0.0075 |
0.7% |
91% |
True |
False |
14,532 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0058 |
0.6% |
70% |
False |
False |
7,290 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0051 |
0.5% |
70% |
False |
False |
4,864 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.2% |
0.0045 |
0.4% |
70% |
False |
False |
3,650 |
| 100 |
1.0650 |
0.9907 |
0.0743 |
7.1% |
0.0036 |
0.3% |
78% |
False |
False |
2,920 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0032 |
0.3% |
79% |
False |
False |
2,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0888 |
|
2.618 |
1.0747 |
|
1.618 |
1.0661 |
|
1.000 |
1.0608 |
|
0.618 |
1.0575 |
|
HIGH |
1.0522 |
|
0.618 |
1.0489 |
|
0.500 |
1.0479 |
|
0.382 |
1.0469 |
|
LOW |
1.0436 |
|
0.618 |
1.0383 |
|
1.000 |
1.0350 |
|
1.618 |
1.0297 |
|
2.618 |
1.0211 |
|
4.250 |
1.0071 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0482 |
1.0476 |
| PP |
1.0481 |
1.0468 |
| S1 |
1.0479 |
1.0460 |
|