CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0286 |
1.0243 |
-0.0043 |
-0.4% |
1.0437 |
| High |
1.0290 |
1.0272 |
-0.0018 |
-0.2% |
1.0552 |
| Low |
1.0213 |
1.0227 |
0.0014 |
0.1% |
1.0247 |
| Close |
1.0220 |
1.0247 |
0.0027 |
0.3% |
1.0336 |
| Range |
0.0077 |
0.0045 |
-0.0032 |
-41.6% |
0.0305 |
| ATR |
0.0087 |
0.0085 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
14,997 |
14,085 |
-912 |
-6.1% |
128,516 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0360 |
1.0272 |
|
| R3 |
1.0339 |
1.0315 |
1.0259 |
|
| R2 |
1.0294 |
1.0294 |
1.0255 |
|
| R1 |
1.0270 |
1.0270 |
1.0251 |
1.0282 |
| PP |
1.0249 |
1.0249 |
1.0249 |
1.0255 |
| S1 |
1.0225 |
1.0225 |
1.0243 |
1.0237 |
| S2 |
1.0204 |
1.0204 |
1.0239 |
|
| S3 |
1.0159 |
1.0180 |
1.0235 |
|
| S4 |
1.0114 |
1.0135 |
1.0222 |
|
|
| 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 |
1.0213 |
0.0339 |
3.3% |
0.0113 |
1.1% |
10% |
False |
False |
23,442 |
| 10 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0100 |
1.0% |
10% |
False |
False |
24,606 |
| 20 |
1.0552 |
1.0131 |
0.0421 |
4.1% |
0.0090 |
0.9% |
28% |
False |
False |
20,310 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0065 |
0.6% |
32% |
False |
False |
10,216 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0059 |
0.6% |
26% |
False |
False |
6,818 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0051 |
0.5% |
26% |
False |
False |
5,115 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0042 |
0.4% |
26% |
False |
False |
4,092 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0035 |
0.3% |
48% |
False |
False |
3,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0463 |
|
2.618 |
1.0390 |
|
1.618 |
1.0345 |
|
1.000 |
1.0317 |
|
0.618 |
1.0300 |
|
HIGH |
1.0272 |
|
0.618 |
1.0255 |
|
0.500 |
1.0250 |
|
0.382 |
1.0244 |
|
LOW |
1.0227 |
|
0.618 |
1.0199 |
|
1.000 |
1.0182 |
|
1.618 |
1.0154 |
|
2.618 |
1.0109 |
|
4.250 |
1.0036 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0250 |
1.0285 |
| PP |
1.0249 |
1.0272 |
| S1 |
1.0248 |
1.0260 |
|