CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0243 |
1.0253 |
0.0010 |
0.1% |
1.0437 |
| High |
1.0272 |
1.0324 |
0.0052 |
0.5% |
1.0552 |
| Low |
1.0227 |
1.0227 |
0.0000 |
0.0% |
1.0247 |
| Close |
1.0247 |
1.0264 |
0.0017 |
0.2% |
1.0336 |
| Range |
0.0045 |
0.0097 |
0.0052 |
115.6% |
0.0305 |
| ATR |
0.0085 |
0.0085 |
0.0001 |
1.1% |
0.0000 |
| Volume |
14,085 |
23,708 |
9,623 |
68.3% |
128,516 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0563 |
1.0510 |
1.0317 |
|
| R3 |
1.0466 |
1.0413 |
1.0291 |
|
| R2 |
1.0369 |
1.0369 |
1.0282 |
|
| R1 |
1.0316 |
1.0316 |
1.0273 |
1.0343 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0285 |
| S1 |
1.0219 |
1.0219 |
1.0255 |
1.0246 |
| S2 |
1.0175 |
1.0175 |
1.0246 |
|
| S3 |
1.0078 |
1.0122 |
1.0237 |
|
| S4 |
0.9981 |
1.0025 |
1.0211 |
|
|
| 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 |
1.0476 |
1.0213 |
0.0263 |
2.6% |
0.0115 |
1.1% |
19% |
False |
False |
22,961 |
| 10 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0098 |
1.0% |
15% |
False |
False |
22,885 |
| 20 |
1.0552 |
1.0131 |
0.0421 |
4.1% |
0.0092 |
0.9% |
32% |
False |
False |
21,450 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0067 |
0.7% |
36% |
False |
False |
10,808 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0060 |
0.6% |
29% |
False |
False |
7,212 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0052 |
0.5% |
29% |
False |
False |
5,411 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0043 |
0.4% |
30% |
False |
False |
4,329 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0036 |
0.3% |
51% |
False |
False |
3,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0736 |
|
2.618 |
1.0578 |
|
1.618 |
1.0481 |
|
1.000 |
1.0421 |
|
0.618 |
1.0384 |
|
HIGH |
1.0324 |
|
0.618 |
1.0287 |
|
0.500 |
1.0276 |
|
0.382 |
1.0264 |
|
LOW |
1.0227 |
|
0.618 |
1.0167 |
|
1.000 |
1.0130 |
|
1.618 |
1.0070 |
|
2.618 |
0.9973 |
|
4.250 |
0.9815 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0276 |
1.0269 |
| PP |
1.0272 |
1.0267 |
| S1 |
1.0268 |
1.0266 |
|