CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0472 |
1.0416 |
-0.0056 |
-0.5% |
1.0437 |
| High |
1.0552 |
1.0476 |
-0.0076 |
-0.7% |
1.0552 |
| Low |
1.0464 |
1.0247 |
-0.0217 |
-2.1% |
1.0247 |
| Close |
1.0491 |
1.0336 |
-0.0155 |
-1.5% |
1.0336 |
| Range |
0.0088 |
0.0229 |
0.0141 |
160.2% |
0.0305 |
| ATR |
0.0073 |
0.0085 |
0.0012 |
16.8% |
0.0000 |
| Volume |
26,113 |
36,763 |
10,650 |
40.8% |
128,516 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1040 |
1.0917 |
1.0462 |
|
| R3 |
1.0811 |
1.0688 |
1.0399 |
|
| R2 |
1.0582 |
1.0582 |
1.0378 |
|
| R1 |
1.0459 |
1.0459 |
1.0357 |
1.0406 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0327 |
| S1 |
1.0230 |
1.0230 |
1.0315 |
1.0177 |
| S2 |
1.0124 |
1.0124 |
1.0294 |
|
| S3 |
0.9895 |
1.0001 |
1.0273 |
|
| S4 |
0.9666 |
0.9772 |
1.0210 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1293 |
1.1120 |
1.0504 |
|
| R3 |
1.0988 |
1.0815 |
1.0420 |
|
| R2 |
1.0683 |
1.0683 |
1.0392 |
|
| R1 |
1.0510 |
1.0510 |
1.0364 |
1.0444 |
| PP |
1.0378 |
1.0378 |
1.0378 |
1.0346 |
| S1 |
1.0205 |
1.0205 |
1.0308 |
1.0139 |
| S2 |
1.0073 |
1.0073 |
1.0280 |
|
| S3 |
0.9768 |
0.9900 |
1.0252 |
|
| S4 |
0.9463 |
0.9595 |
1.0168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0552 |
1.0247 |
0.0305 |
3.0% |
0.0112 |
1.1% |
29% |
False |
True |
25,703 |
| 10 |
1.0552 |
1.0247 |
0.0305 |
3.0% |
0.0094 |
0.9% |
29% |
False |
True |
26,102 |
| 20 |
1.0552 |
1.0103 |
0.0449 |
4.3% |
0.0087 |
0.8% |
52% |
False |
False |
17,670 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0065 |
0.6% |
43% |
False |
False |
8,862 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0055 |
0.5% |
43% |
False |
False |
5,912 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0048 |
0.5% |
43% |
False |
False |
4,436 |
| 100 |
1.0650 |
1.0058 |
0.0592 |
5.7% |
0.0039 |
0.4% |
47% |
False |
False |
3,548 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0034 |
0.3% |
60% |
False |
False |
2,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1076 |
|
1.618 |
1.0847 |
|
1.000 |
1.0705 |
|
0.618 |
1.0618 |
|
HIGH |
1.0476 |
|
0.618 |
1.0389 |
|
0.500 |
1.0362 |
|
0.382 |
1.0334 |
|
LOW |
1.0247 |
|
0.618 |
1.0105 |
|
1.000 |
1.0018 |
|
1.618 |
0.9876 |
|
2.618 |
0.9647 |
|
4.250 |
0.9274 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0362 |
1.0400 |
| PP |
1.0353 |
1.0378 |
| S1 |
1.0345 |
1.0357 |
|