CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0443 |
1.0472 |
0.0029 |
0.3% |
1.0419 |
| High |
1.0522 |
1.0552 |
0.0030 |
0.3% |
1.0500 |
| Low |
1.0436 |
1.0464 |
0.0028 |
0.3% |
1.0376 |
| Close |
1.0484 |
1.0491 |
0.0007 |
0.1% |
1.0460 |
| Range |
0.0086 |
0.0088 |
0.0002 |
2.3% |
0.0124 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.6% |
0.0000 |
| Volume |
21,631 |
26,113 |
4,482 |
20.7% |
132,505 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0766 |
1.0717 |
1.0539 |
|
| R3 |
1.0678 |
1.0629 |
1.0515 |
|
| R2 |
1.0590 |
1.0590 |
1.0507 |
|
| R1 |
1.0541 |
1.0541 |
1.0499 |
1.0566 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0515 |
| S1 |
1.0453 |
1.0453 |
1.0483 |
1.0478 |
| S2 |
1.0414 |
1.0414 |
1.0475 |
|
| S3 |
1.0326 |
1.0365 |
1.0467 |
|
| S4 |
1.0238 |
1.0277 |
1.0443 |
|
|
| 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 |
1.0552 |
1.0397 |
0.0155 |
1.5% |
0.0081 |
0.8% |
61% |
True |
False |
22,810 |
| 10 |
1.0552 |
1.0376 |
0.0176 |
1.7% |
0.0075 |
0.7% |
65% |
True |
False |
24,966 |
| 20 |
1.0552 |
1.0103 |
0.0449 |
4.3% |
0.0078 |
0.7% |
86% |
True |
False |
15,835 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0060 |
0.6% |
71% |
False |
False |
7,943 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0052 |
0.5% |
71% |
False |
False |
5,300 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.2% |
0.0046 |
0.4% |
71% |
False |
False |
3,976 |
| 100 |
1.0650 |
0.9907 |
0.0743 |
7.1% |
0.0037 |
0.4% |
79% |
False |
False |
3,181 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0032 |
0.3% |
80% |
False |
False |
2,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0926 |
|
2.618 |
1.0782 |
|
1.618 |
1.0694 |
|
1.000 |
1.0640 |
|
0.618 |
1.0606 |
|
HIGH |
1.0552 |
|
0.618 |
1.0518 |
|
0.500 |
1.0508 |
|
0.382 |
1.0498 |
|
LOW |
1.0464 |
|
0.618 |
1.0410 |
|
1.000 |
1.0376 |
|
1.618 |
1.0322 |
|
2.618 |
1.0234 |
|
4.250 |
1.0090 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0508 |
1.0494 |
| PP |
1.0502 |
1.0493 |
| S1 |
1.0497 |
1.0492 |
|