CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0416 |
1.0350 |
-0.0066 |
-0.6% |
1.0437 |
| High |
1.0476 |
1.0356 |
-0.0120 |
-1.1% |
1.0552 |
| Low |
1.0247 |
1.0231 |
-0.0016 |
-0.2% |
1.0247 |
| Close |
1.0336 |
1.0267 |
-0.0069 |
-0.7% |
1.0336 |
| Range |
0.0229 |
0.0125 |
-0.0104 |
-45.4% |
0.0305 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.4% |
0.0000 |
| Volume |
36,763 |
25,252 |
-11,511 |
-31.3% |
128,516 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0588 |
1.0336 |
|
| R3 |
1.0535 |
1.0463 |
1.0301 |
|
| R2 |
1.0410 |
1.0410 |
1.0290 |
|
| R1 |
1.0338 |
1.0338 |
1.0278 |
1.0312 |
| PP |
1.0285 |
1.0285 |
1.0285 |
1.0271 |
| S1 |
1.0213 |
1.0213 |
1.0256 |
1.0187 |
| S2 |
1.0160 |
1.0160 |
1.0244 |
|
| S3 |
1.0035 |
1.0088 |
1.0233 |
|
| S4 |
0.9910 |
0.9963 |
1.0198 |
|
|
| 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 |
1.0231 |
0.0321 |
3.1% |
0.0117 |
1.1% |
11% |
False |
True |
26,749 |
| 10 |
1.0552 |
1.0231 |
0.0321 |
3.1% |
0.0101 |
1.0% |
11% |
False |
True |
26,398 |
| 20 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0091 |
0.9% |
37% |
False |
False |
18,929 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0066 |
0.6% |
30% |
False |
False |
9,493 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0057 |
0.6% |
30% |
False |
False |
6,333 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0050 |
0.5% |
30% |
False |
False |
4,751 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0041 |
0.4% |
30% |
False |
False |
3,801 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0035 |
0.3% |
51% |
False |
False |
3,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0887 |
|
2.618 |
1.0683 |
|
1.618 |
1.0558 |
|
1.000 |
1.0481 |
|
0.618 |
1.0433 |
|
HIGH |
1.0356 |
|
0.618 |
1.0308 |
|
0.500 |
1.0294 |
|
0.382 |
1.0279 |
|
LOW |
1.0231 |
|
0.618 |
1.0154 |
|
1.000 |
1.0106 |
|
1.618 |
1.0029 |
|
2.618 |
0.9904 |
|
4.250 |
0.9700 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0294 |
1.0392 |
| PP |
1.0285 |
1.0350 |
| S1 |
1.0276 |
1.0309 |
|